2018 Registration document and annual fi nancial report - BNP PARIBAS304

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Capital management and capital adequacy

In millions of euros

1 January 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 178,562 178,562 - - - -

Financial instruments at fair value through profi t or loss

Securities 130,298 7,218 4,737 637 122,430 77

Loans and repurchase agreements 149,516 1,187 147,364 - 147,143 -

Derivative fi nancial instruments 229,890 - 229,890 - 228,970 -

Derivatives used for hedging purposes 13,717 - 13,717 - - -

Financial assets at fair value through equity 60,134 56,156 - 1,369 - 2,610

Financial assets at amortised cost

Loans and advances to credit institutions 20,512 17,093 2,925 - - 520

Loans and advances to customers 738,133 711,477 14,333 10,632 - 1,664

Debt securities 70,571 59,590 1,108 8,631 - 2,350

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

Current and deferred tax assets 7,280 6,861 - - - 419

Accrued income and other assets 90,486 24,063 64,548 - 7,717 535

Equity-method investments 10,599 9,960 - - - 639

Property, plant and equipment and investment property 24,610 24,502 - - - 108

Intangible assets 3,061 39 - - - 3,022

Goodwill 9,308 - - - - 9,308

TOTAL ASSETS 1,739,741 1,096,709 478,621 21,268 506,261 24,315