2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS 447

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(*)

Additional Tier 1 (AT1) capital: regulatory adjustments

37 Direct and indirect holdings by an institution of own AT1 instruments (negative amount) (44) - (36) 9 - -

Holdings of the AT1 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 AT1 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 and indirect holdings by the institution of the AT1 instruments of fi nancial sector entities where the institution has a signifi cant investment in those entities (net of eligible short positions) (negative amount) - - - - - -

Regulatory adjustments applied to Additional Tier 1 in respect of amounts subject to pre-CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No. 575/2013 (i.e. CRR residual amounts) - - - - - -

41a

Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to article 472 of Regulation (EU) No. 575/2013 - - (9) (9) - -

41b

Residual amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to article 475 of Regulation (EU) No. 575/2013 - - (340) (340) 1 (5)

41c

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

42 Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) - - - - - -

43 Total regulatory adjustments to Additional Tier 1 (AT1) capital (44) - (385) (340) - -

44 Additional Tier 1 (AT1) capital 8,687 45 8,282 256 - -

45 Tier 1 capital (T1 = CET1+AT1) 84,916 143 82,748 866 - -