2018 Registration document and annual fi nancial report - BNP PARIBAS 337

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Credit risk

BREAKDOWN BY ASSET EXPOSURE CLASS

➤ TABLE 25: CREDIT RISK EXPOSURE BY ASSET CLASS AND APPROCH TYPE (EU CRB-B) [Audited]

Exposure In millions of euros

31 December 2018 Average 2018 1 January 2018

1 Central governments or central banks 284,811 300,641 272,874

2 Institutions 46,859 46,360 46,730

3 Corporates 504,405 504,027 487,606

4 o f which specialised lending 31,404 38,380 46,793

5 o f which SME 39,468 40,393 37,853

6 Retail 263,561 261,004 256,551

7 Secured by real estate property 167,907 164,666 160,862

8 o f which SME 11,742 11,132 10,774

9 o f which Non-SME 156,164 153,534 150,087

10 Qualifying revolving 18,031 18,065 17,760

11 Other retail 77,624 78,273 77,929

12 o f which SME 28,030 28,769 30,151

13 o f which Non-SME 46,618 49,504 47,779

Other items 833 502 381

15 TOTAL IRB APPROACH 1,100,469 1,112,534 1,064,142

16 Central governments or central banks 30,673 31,227 32,700

17 Regional governments or local authorities 6,892 6,169 5,306

18 Public sector entities 14,219 15,099 16,399

19 Multilateral development banks 120 31 1

20 International organisations 0 650 1,493

21 Institutions 11,915 11,553 14,326

22 Corporates 120,970 117,457 114,647

23 o f which SME 21,389 21,256 21,701

24 Retail 129,143 126,318 121,753

25 o f which SME 29,650 29,173 28,686

26 Exposures secured by mortgages on immovable property 69,850 73,185 76,269

27 o f which SME 17,447 17,145 18,123

28 Exposures in default 12,632 12,962 14,090

32 Exposures in the form of units or shares in collective investment undertakings 603 641 677

33 Equity 1,063 1,205 1,453

34 Other items 32,013 30,807 28,025

35 TOTAL STANDARDISED APPROACH 430,094 427,304 427,139

36 TOTAL 1,530,563 1,539,838 1,491,280