2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS 427

5RISKS AND CAPITAL ADEQUACY PILLAR 3

Liquidity risk

➤ Collateral

In billions of euros

Quarterly median values in 2018 Quarterly median values in 2017

Fair value of encumbered

collateral received or own debt

securities issued

Fair value of collateral received

or own debt securities issued

available for encumbrance

Fair value of encumbered

collateral received or own debt

securities issued

Fair value of collateral received

or own debt securities issued

available for encumbrance

130 COLLATERAL RECEIVED 364 63 330 27

140 Loans on demand - - - -

150 Equity instruments 56 9 53 1

160 Debt securities 307 54 277 25

170 of which covered bonds - 1 1 1

180 of which asset-backed securities 4 - 4 2

190 of which issued by general governments 279 37 252 15

200 of which issued by fi nancial corporations 16 14 16 6

210 of which issued by non-fi nancial corporations 11 4 9 1

220 Loans and advances other than loans on demand - - - -

230 Other collateral received - - - -

OWN COVERED BONDS AND ASSET-BACKED SECURITIES ISSUED AND NOT YET PLEDGED 35 34

TOTAL ASSETS AND COLLATERAL PLEDGED 684 591

➤ Encumbered assets/collateral received and associated liabilities

In billions of euros

Quarterly median values in 2018 Quarterly median values in 2017

Matching liabilities, contingent liabilities

or securities lent

Assets, collateral received and own

debt securities issued

Matching liabilities, contingent liabilities

or securities lent

Assets, collateral received and own

debt securities issued

010 CARRYING AMOUNT OF SELECTED FINANCIAL LIABILITIES 614 684 524 591