2018 Registration document and annual fi nancial report - BNP PARIBAS302

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Capital management and capital adequacy

The following table shows the breakdown of the different categories of assets and liabilities recognised on the Bank s balance sheet by regulatory risk type. The sum of the amounts thus broken down is not necessarily equal to the net book values of the prudential scope, because some items may be subject to capital requirements for several types of risk.

➤ TABLE 10: PRUDENTIAL BALANCE SHEET BY RISK TYPE (EU LI1-B)

In millions of euros

31 December 2018

Net carrying values:

p rudential scope

I tems subject to:

Not subject to capital requirements or

deducted from capital credit risk

framework

counterparty credit risk

framework securitisation

framework market risk framework

ASSETS

Cash and amounts due from central banks 185,351 185,351 - - - -

Financial instruments at fair value through profi t or loss

Securities 121,986 6,751 6,838 531 114,543 161

Loans and repurchase agreements 185,867 1,184 181,971 - 184,363 -

Derivative fi nancial instruments 233,148 - 233,148 - 232,227 0

Derivatives used for hedging purposes 9,763 - 9,762 - - -

Financial assets at fair value through equity 59,397 55,709 31 1,196 - 2,493

Financial assets at amortised cost

Loans and advances to credit institutions 19,776 18,231 1,534 - - 34

Loans and advances to customers 775,611 736,879 16,516 20,245 - 1,948

Debt securities 76,167 62,024 1,018 11,796 - 2,347

Remeasurement adjustment on interest-rate risk hedged portfolios 2,798 - - - - 2,798

Current and deferred tax assets 7,279 6,820 - - - 460

Accrued income and other assets 100,300 20,655 70,355 - 10,499 3,614

Equity-method investments 10,139 9,522 - - - 618

Property, plant and equipment and investment property 26,174 26,066 - - - 108

Intangible assets 3,563 32 - - - 3,530

Goodwill 8,236 - - - - 8,236

TOTAL ASSETS 1,825,555 1,129,224 521,173 33,767 541,633 26,347