2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS446

5 RISKS 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(*)

25a Losses for the current fi nancial year (negative amount) - - - - - -

25b Foreseeable tax charges relating to CET1 items (negative amount) - - - - - -

Regulatory adjustments applied to Common Equity Tier 1 in respect of amounts subject to pre-CRR treatment (465) - (356) - - -

26a

Regulatory adjustments relating to unrealised gains and losses pursuant to articles 467 and 468 - - (223) (223) - -

of which: unrealised gains (phase out) - - (138) (138) - -

of which: unrealised losses (phase out) - - - - - -

of which: unrealised gains linked to exposures to central administrations (phase out) - - (85) (85) - -

of which: unrealised losses linked to exposures to central administrations (phase out) - - - - - -

26b

Amount to be deducted from or added to Common Equity Tier 1 capital with regard to additional fi lters and deductions required pre CRR - - - - - -

27 Qualifying AT1 deductions that exceed the AT1 capital of the institution (negative amount) - - - - - -

28 Total regulatory adjustments to Common Equity Tier 1 (CET1) (15,542) 98 (16,217) 128 - -

29 Common Equity Tier 1 (CET1) capital 76,230 98 74,467 610 - -

Additional Tier 1 (AT1) capital: instruments

30 Capital instruments and the related share premium accounts 5,429 - 4,766 - - -

31 of which: classifi ed as equity under applicable accounting standards 5,429 - 4,766 - 7 -

32 of which: classifi ed as liabilities under applicable accounting standards - - - - - -

Amount of qualifying items referred to in article 484 (4) and the related share premium accounts subject to phase out from AT1 2,801 41 3,406 601 7 -

Public sector capital injections grandfathered until 1 January 2018 - - - - - -

Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties 500 4 494 (5) - -

35 of which: instruments issued by subsidiaries subject to phase out 278 4 278 49 4 (4)

36 Additional Tier 1 (AT1) capital before regulatory adjustments 8,731 45 8,666 596 - -