2018 Registration document and annual fi nancial report - BNP PARIBAS 367

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Credit risk

➤ TABLE 43: DEFAULTED EXPOSURES AND PROVISIONS BY ASSET CLASS (EU CR1-A)

In millions of euros

31 December 2018

Gross exposure

Stage 3 provisions

Stage 1 and stage 2

provisions Defaulted

exposures

Non- defaulted

exposures Total

1 Central governments or central banks 103 284,708 284,811 9

2 Institutions 315 46,544 46,859 206

3 Corporates 13,028 491,378 504,405 7,049

4 of which specialised lending 418 30,985 31,404 259

5 of which SMEs 3,305 36,162 39,468 1,881

6 Retail 10,574 252,988 263,561 5,716

7 Secured by real estate property 3,969 163,938 167,907 1,305

8 SMEs 687 11,055 11,742 216

9 Non-SMEs 3,282 152,882 156,164 1,089

10 Qualifying revolving 1,150 16,881 18,031 869

11 Other retail 5,454 72,169 77,624 3,542

12 SMEs 2,478 25,552 28,030 1,462

13 Non-SMEs 2,976 46,618 49,593 2,080

Other items 0 833 833 0

15 TOTAL IRB APPROACH 24,019 1,076,450 1,100,469 12,979 2,365

16 Central governments or central banks 2 30,673 30,675 2

17 Regional governments or local authorities 42 6,892 6,934 9

18 Public sector entities 8 14,219 14,228 4

19 Multilateral development banks 0 120 120 0

20 International organisations 0 0 0 0

21 Institutions 35 11,915 11,950 15

22 Corporates 3,287 120,970 124,257 1,859

23 of which SMEs 875 21,389 22,264 487

24 Retail 5,827 129,143 134,970 3,654

25 of which SMEs 1,684 29,650 31,334 968

26 Exposures secured by mortgages on immovable property 3,430 69,850 73,280 1,531

27 of which SMEs 1,068 17,447 18,515 548

28 Exposures in default

32 Exposures in the form of units or shares in collective investment undertakings 0 603 603 0

33 Equity 0 1,063 1,063 0

34 Other items 0 32,013 32,013 0

35 TOTAL STANDARDISED APPROACH 12,632 417,462 430,094 7,073 3,075

36 TOTAL 36,651 1,493,912 1,530,563 20,052 5,440