2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS300

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

Capital management and capital adequacy

In millions of euros

1 January 2018

Accounting scope

Adjustment of insurance

companies

Other adjustments related to

consolidation methods(*)

Prudential scope

Reference capital table

(see Appendix 2 ) ASSETS

Cash and amounts due from central banks 178, 433 - 129 178, 562

Financial instruments at fair value through profi t or loss

Securities 130, 326 36 (65) 130, 297 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 305 34 - 339 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 492 - - 492 2

Loans and repurchase agreements 144, 948 4, 569 - 149, 517

Derivative fi nancial instruments 229, 896 2 (9) 229, 889

Derivatives used for hedging purposes 13, 721 (7) 3 13, 717

Financial assets at fair value through equity

Debt securities 53, 942 2, 492 1, 371 57, 805 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 0 2, 490 - 2, 490 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 16 - - 16 2

Equity securities 2, 330 - - 2, 330 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 518 - - 518 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 1, 088 - - 1, 088 2

Financial assets at amortised cost

Loans and advances to credit institutions 20, 356 - 156 20, 512 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 401 - (40) 361 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 1 - - 1 2

Loans and advances to customers 731, 176 2, 783 4, 174 738, 133 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 32 339 (32) 339 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 26 - - 26 2

Debt securities 69, 426 14 1, 131 70, 571 of which own funds instruments in credit or fi nancial institutions more than 10%-owned 100 14 - 114 1 of which own funds instruments in credit or fi nancial institutions less than 10%-owned 33 - - 33 2

Remeasurement adjustment on interest-rate risk hedged portfolios 3, 064 - - 3, 064

Financial investments of insurance activities 227, 712 (227, 712) - -

Current and deferred tax assets 7, 368 (187) 99 7, 280

Accrued income and other assets 92, 961 (2, 757) 282 90, 486

Equity-method investments 6, 221 4, 910 (532) 10, 599

of which investments in credit or fi nancial institutions 3, 256 - (658) 2, 598 1

of which goodwill 375 279 (15) 639 3

Property, plant and equipment and investment property 25, 000 (395) 6 24, 611

Intangible assets 3, 327 (276) 10 3, 061 of which intangible assets excluding mortgage servicing rights 3, 288 (276) 10 3, 022 3

Goodwill 9, 571 (279) 15 9, 307

Non-current assets held for sale(**) - - - -

TOTAL ASSETS 1, 949, 778 (216, 807) 6, 770 1, 739, 741