2018 Registration document and annual fi nancial report - BNP PARIBAS362

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Credit risk

➤ TABLE 38: STANDARDISED CREDIT EAD (EU CR5) [Audited]

Risk weight In millions of euros

31 December 2018

EAD

0% 20% 35% 50% 75% 100% 150% Other Total of which

unrated(*)

1 Central governments or central banks 27,167 1,455 - 1,012 - 5,326 - - 34,960 17,237

2 Regional governments or local authorities 1,466 3,125 - 0 - 156 - - 4,747 1,306

3 Public sector entities 8,336 3,067 - 76 - 1,761 - - 13,241 7,711

4 Multilateral development banks 120 0 - - - - - - 120 0

5 International organisations 0 0 - - - - - - 0 0

6 Institutions 804 7,645 - 1,239 - 2,371 7 - 12,066 1,153

7 Corporates 1,330 7,206 - 6,217 - 78,378 891 - 94,021 66,297

8 Retail - - - - 96,919 - - - 96,919 96,919

9 Exposures secured by mortgages on immovable property - - 30,249 18,768 6,108 2,804 27 - 57,956 57,034

10 Exposures in default - - - - - 3,887 1,355 - 5,242 5,198

14 Exposures in the form of units or shares in collective investment undertakings 68 54 - - - 66 - - 188 188

15 Equity - - - - - 213 - - 213 213

16 Other items 3,622 113 - 90 - 13,343 - 14,845 32,013 30,192

17 TOTAL 42,912 22,665 30,249 27,403 103,027 108,305 2,281 14,845 351,686 283,447

(*) Exposures to counterparties without a credit rating from external rating agencies.