2018 Registration document and annual fi nancial report - BNP PARIBAS 407
5RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Market risk
➤ TABLE 80 : BREAKDOWN OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK BY ASSET TYPE
In millions of euros Securitisation positions
Asset category
31 December 2018 31 December 2017
Short positions Long positions Short positions Long positions
Residential mortgages 84 209
Consumer loans 116 21
Credit card receivables 92 53
Loans to corporates 12 4
Finance leases 267 214
Other assets 5 -
TOTAL BALANCE SHEET 574 502
Residential mortgages - 0
Loans to corporates 379 500
TOTAL OFF-BALANCE SHEET 379 501
TOTAL - 953 - 1,002
➤ TABLE 81: QUALITY OF TRADING BOOK SECURITISATION POSITIONS OUTSIDE CORRELATION BOOK
In millions of euros Securitisation positions
Tranche quality
31 December 2018 31 December 2017
Short positions Long positions Short positions Long positions
Senior tranche 641 731
Mezzanine tranche 313 268
First-loss tranche - 3
TOTAL - 953 - 1,002
