2018 Registration document and annual fi nancial report - BNP PARIBAS 363

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Credit risk

Risk weight In millions of euros

1 January 2018

EAD

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

unrated(*)

1 Central governments or central banks 28,960 960 - 1,187 - 4,937 - 248 36,293 17,527

2 Regional governments or local authorities 1,267 2,602 - 0 - 135 - 3 4,008 1,433

3 Public sector entities 10,578 3,519 - 47 - 1,268 - 33 15,445 9,950

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

5 International organisations 1,493 0 - - - - - - 1,493 147

6 Institutions - 6,247 - 4,124 - 3,356 1 83 13,811 2,304

7 Corporates - 4,510 - 4,752 - 77,726 930 980 88,897 70,832

8 Retail - - - - 90,855 0 - 390 91,245 91,244

9 Exposures secured by mortgages on immovable property - - 33,669 20,484 6,614 3,508 31 725 65,032 63,981

10 Exposures in default - - - - - 3,990 1,087 302 5,380 5,357

14

Exposures in the form of units or shares in collective investment undertakings 57 53 - - - 76 - - 186 186

15 Equity - - - - - 290 - - 290 290

16 Other items 3,446 171 - 112 - 14,141 - 10,156 28,025 27,714

17 TOTAL 45,802 18,062 33,669 30,707 97,469 109,427 2,049 12,920 350,105 290,965

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

The following chart shows a breakdown by risk weight of EAD outstandings relating to credit risk for all the Group s business lines, measured using the standardised approach:

➤ FIGURE 9: STANDARDISED EXPOSURES BY RISK WEIGHT

% of exposure

Other150%100%75%50%35%20%0%

31 December 2018 1 January 2018

0%

5%

10%

15%

20%

25%

30%

35%

40%

45%