2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS 445

5RISKS AND CAPITAL ADEQUACY PILLAR 3

Appendix 2: Regulatory capital Detail

In millions of euros

31 December 2018 1 January 2018

Reference to table 9 NotesPhased- in

Transitional arrangements(*) Phased- in

Transitional arrangements(*)

13 Any increase in equity that results from securitised assets (negative amount) - - - - - -

Gains or losses on liabilities valued at fair value resulting from changes in own credit standing 126 - 316 1 - -

15 Defi ned-benefi t pension fund assets (negative amount) (224) - (190) - -

16 Direct and indirect holdings by an institution of own CET1 instruments (negative amount) (140) - (126) 32 - -

Holdings of the CET1 instruments of fi nancial sector entities where those entities have reciprocal cross holdings with the institution designed to infl ate artifi cially the own funds of the institution (negative amount) - - - - - -

Direct and indirect holdings by the institution of the CET1 instruments of fi nancial sector entities where the institution does not have a signifi cant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) - - - - - -

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of fi nancial sector entities where the institution has a signifi cant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount) - - - - - -

20 Empty set in the EU - - - - - -

20a

Exposure amount of the following items which qualify for a RW of 1,250%, where the institution opts for the deduction alternative (192) - (190) - - -

20b of which: qualifying holdings outside the fi nancial sector (negative amount) - - - - - -

20c of which: securitisation positions (negative amount) (192) - (190) - - -

20d of which: free deliveries (negative amount) - - - - - -

Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in article 38 (3) are met) (negative amount) - - - - - -

22 Amount exceeding the 15% threshold (negative amount) - - - - - -

of which: direct and indirect holdings by the institution of the CET1 instruments of fi nancial sector entities where the institution has a signifi cant investment in those entities - - - - - -

24 Empty set in the EU - - - - - -

25 of which: deferred tax assets arising from temporary differences - - - - - -