2018 Registration document and annual fi nancial report - BNP PARIBAS340

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Credit risk

Exposure In millions of euros

Europe(*)

Total Europe France Belgium Luxembourg Italy

United Kingdom Germany Netherlands

Other European countries

Central governments or central banks 217,765 153,045 13,810 11,028 9,286 6,548 8,704 1,355 13,990

Institutions 30,992 7,953 8,688 308 3,243 3,187 1,516 1,191 4,907

Corporates 336,923 103,840 59,318 17,196 50,126 35,989 16,840 16,932 36,683

Retail 256,151 130,585 72,420 6,236 37,061 148 168 59 9,473

Other items 381 - 340 41 - - 0 - -

TOTAL IRB APPROACH 842,212 395,422 154,576 34,809 99,716 45,872 27,227 19,537 65,052

Central governments or central banks 15,732 6,955 2,286 20 1,613 5 120 4 4,728

Regional governments or local authorities 3,329 300 340 - 2,563 7 21 6 93

Public sector entities 3,605 463 352 - 2,757 4 12 2 15

Multilateral development banks 1 - - - 0 1 - - -

International organisations 1,493 - 147 - - - - - 1,346

Institutions 10,509 4,316 3,038 126 545 438 708 792 546

Corporates 59,402 20,028 1,799 1,055 8,802 3,834 4,511 1,389 17,984

Retail 85,906 18,786 2,594 5 25,918 9,821 15,579 633 12,572

Exposures secured by mortgages on immovable property 36,865 9,934 1,346 0 1,549 1,831 917 7,314 13,974

Exposures in default 11,632 3,054 126 6 5,313 340 470 58 2,265

Exposures in the form of units or shares in collective investment undertakings 677 677 - - - - - - -

Equity 1,453 937 - 516 - - - - -

Other items 25,566 11,667 2,628 723 4,532 1,635 1,567 357 2,456

TOTAL STANDARDISED APPROACH 256,172 77,118 14,655 2,452 53,593 17,916 23,904 10,555 55,978

TOTAL 1,098,383 472,541 169,231 37,262 153,309 63,788 51,131 30,093 121,030

(*) Within the scope of the European Union and the European Free Trade Association (EFTA).