2018 Registration document and annual fi nancial report - BNP PARIBAS 305

5RISKS 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

LIABILITIES

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

Financial instruments at fair value through profi t or loss

Securities 67,087 - - - 67,057 29

Deposits and repurchase agreements 174,645 - 167,664 - 167,656 6,982

Issued debt securities 49,532 - - - - 49,532

Derivative fi nancial instruments 227,643 - 227,643 - 227,511 -

Derivatives used for hedging purposes 15,663 - 15,663 - - -

Financial liabilities at amortised cost

Deposit from credit institutions 72,524 - 481 - - 72,043

Deposit from customers 766,699 - 1,621 - - 765,078

Debt securities 152,061 - - - - 152,061

Subordinated debt 14,251 - - - - 14,251

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

Current and deferred tax liabilities 2,202 - - - - 2,202

Accrued expenses and other liabilities 78,453 - 42,573 - 7,961 28,139

Provisions for contingencies and charges 10,733 1,078 - - - 9,655

TOTAL LIABILITIES 1,635,338 1,078 455,644 - 470,185 1,103,817

TOTAL CONSOLIDATED EQUITY 104,403 - - - - 104,403

TOTAL LIABILITIES AND EQUITY 1,739,741 1,078 455,644 - 470,185 1,208,220