2018 Registration document and annual fi nancial report - BNP PARIBAS 361
5RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Credit risk
➤ TABLE 37: STANDARDISED CREDIT RISK EXPOSURE BY STANDARD EXPOSURE CLASS (EU CR4) [Audited]
In millions of euros
31 December 2018
Gross exposure EAD
Balance sheet
Off-balance sheet
Balance sheet
Off-balance sheet RWAs
RWA density
Central governments or central banks 30,663 10 34,956 4 6,124 18%
Regional governments or local authorities 4,130 2,762 4,137 610 781 16%
Public sector entities 12,397 1,823 12,855 386 2,413 18%
Multilateral development banks 120 - 120 - - 0%
International organisations 0 - 0 - - 0%
Institutions 10,609 1,306 11,582 483 4,530 38%
Corporates 87,591 33,379 80,838 13,182 83,292 89%
Retail 98,592 30,551 93,768 3,151 68,394 71%
Exposures secured by mortgages on immovable property 62,704 7,146 56,321 1,635 26,082 45%
Exposures in default 12,278 354 5,127 115 5,919 113%
Exposures in the form of units or shares in collective investment undertakings - 603 - 188 77 41%
Equity - 1,063 - 213 213 100%
Other items 32,013 - 32,013 - 22,558 70%
TOTAL 351,097 78,997 331,718 19,968 220,383 63%
In millions of euros
1 January 2018
Gross exposure EAD
Balance sheet
Off-balance sheet
Balance sheet
Off-balance sheet RWAs
RWA density
Central governments or central banks 32,695 5 36,291 2 5,759 16%
Regional governments or local authorities 3,401 1,904 3,385 624 658 16%
Public sector entities 14,515 1,884 14,996 448 2,003 13%
Multilateral development banks 1 - 1 - - 0%
International organisations 1,346 147 1,346 147 - 0%
Institutions 13,068 1,258 13,111 700 6,713 49%
Corporates 81,936 32,711 75,851 13,046 81,217 91%
Retail 91,905 29,848 87,749 3,495 64,336 71%
Exposures secured by mortgages on immovable property 68,796 7,474 63,374 1,658 29,088 45%
Exposures in default 13,808 282 5,273 107 5,891 109%
Exposures in the form of units or shares in collective investment undertakings - 677 - 186 87 47%
Equity 4 1,450 - 290 290 100%
Other items 28,025 - 28,025 - 20,862 74%
TOTAL 349,500 77,639 329,402 20,703 216,903 62%
The EUR 3.3 billion increase, excluding currency effects, in exposures treated by using the standard approach is related to the increased exposures from the growth of Personal Finance as well as the acquisition of the core banking activities of Raiffeisen Bank in Poland offset by reduced exposures in the United States following the sale of First Hawaiian Bank.
The following table gives the breakdown by standard asset class, the distribution by risk weight of the loans and commitments in the book for all the Group s business lines using the standardised approach. Exposure at default was EUR 352 billion at 31 December 2018 compared to EUR 350 billion at 1 January 2018.
