2018 Registration document and annual fi nancial report - BNP PARIBAS 301

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

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 )

LIABILITIES

Deposits from central banks 1, 471 - - 1, 471

Financial instruments at fair value through profi t or loss

Securities 67, 087 - - 67, 087

Deposits and repurchase agreements 174, 645 - - 174, 645

Issued debt securities 50, 490 (954) (4) 49, 532

of which liabilities qualifi ng for Tier 1 capital 205 - - 205 4

of which liabilities qualifying for Tier 2 capital 164 - - 164 5

Derivative fi nancial instruments 227, 644 8 (9) 227, 643

Derivatives used for hedging purposes 15, 682 (29) 10 15, 663

Financial liabilities at amortised cost

Deposit from credit institutions 76, 503 (4, 100) 121 72, 524

Deposit from customers 760, 941 635 5, 123 766, 699

Debt securities 148, 156 2, 611 1, 295 152, 062

Subordinated debt 15, 951 (1, 706) 5 14, 250

of which liabilities qualifi ng for Tier 1 capital - - - - 4

of which liabilities qualifying for Tier 2 capital 13, 808 - - 13, 808 5

Remeasurement adjustment on interest-rate risk hedged portfolios 2, 372 - 1 2, 373

Current and deferred tax liabilities 2, 234 (98) 66 2, 202

Accrued expenses and other liabilities 80, 472 (2, 177) 159 78, 454

Technical reserves and other insurance liabilities 210, 494 (210, 494) - -

Provisions for contingencies and charges 11, 084 (354) 3 10, 733

Liabilities associated to non-current assets held for sales - - - -

TOTAL LIABILITIES 1, 845, 226 (216, 658) 6, 770 1, 635, 338

Share capital, additional paid-in capital and retained earnings 89, 878 14 - 89, 892 6

Net income for the period attributable to shareholders 7, 760 - - 7, 760 9

Total capital, retained earnings and net income for the period attributable to shareholders 97, 638 14 - 97, 652

Changes in assets and liabilities recognised directly in equity 1, 788 - - 1, 788

Shareholders equity 99, 426 14 - 99, 440

Minority interests 5, 126 (163) - 4, 963

TOTAL CONSOLIDATED EQUITY 104, 552 (149) - 104, 403

TOTAL LIABILITIES AND EQUITY 1, 949, 778 (216, 807) 6, 770 1, 739, 741

(*) Adjustment of jointly controlled entities under proportional consolidation for prudential purposes, consolidated using the equity method in the accounting scope.