2018 Registration document and annual fi nancial report - BNP PARIBAS378
5 RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Securitisation in the banking book
SECURITISATION POSITIONS
This section shows all the securitisation positions held or acquired by the Group, except for positions deducted from CET1 capital.
➤ TABLE 54: SECURITISATION POSITIONS HELD OR ACQUIRED BY UNDERLYING ASSET CATEGORY
➤ TABLE 55: SECURITISATION POSITIONS, EXPOSURE IN DEFAULT AND PROVISIONS BY UNDERLYING ASSET S GEOGRAPHIC REGION (*)
In millions of euros Securitisation positions held
or acquired (EAD)
BNP Paribas role Asset category(*) 31 December 2018 1 January 2018
Originator Residential mortgages 2,235 19
Consumer loans 1,361 94
Loans to corporates 15,323 6,189
Other assets 1 1
TOTAL ORIGINATOR 18,919 6,303
Sponsor Residential mortgages 118 107
Consumer loans 5,077 3,739
Credit card receivables 1,826 1,070
Loans to corporates 2,678 529
Trade receivables 4,944 4,515
Commercial mortgages 54 47
Finance leases 4,115 4,192
Other assets 411 632
TOTAL SPONSOR 19,222 14,832
Investor Residential mortgages 2,155 1,865
Consumer loans 1,425 1,846
Credit card receivables 40 21
Loans to corporates 1,587 752
Commercial mortgages 0 0
Finance leases 182 253
Other assets 79 62
TOTAL INVESTOR 5,467 4,799
TOTAL 43,608 25,934
(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held. If the underlying asset is a securitisation or re-securitisation position, regulations require the ultimate underlying asset of the relevant program to be reported.
In millions of euros
31 December 2018
EAD
EAD in default
Stage 3 provisions
Standardised approach
IRB approach Total
Europe 31,272 1 0 1 0
North America 11,511 0 17 17 5
Asia Pacifi c 740 0 0 0 0
Rest of the world 84 0 0 0 0
TOTAL 43,608 1 17 18 5
