2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS448

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(*)

Tier 2 (T2) capital: instruments and provisions

46 Capital instruments and the related share premium accounts 14,857 - 12,770 - 5 (6)

Amount of qualifying items referred to in article 484 (5) and the related share premium accounts subject to phase out from T2 50 (41) 50 (375) 5 (6)

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

Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 and 34) issued by subsidiaries and held by third parties 604 (4) 600 (26) 5 (6)

49 of which: instruments issued by subsidiaries subject to phase out 81 (4) 151 20 - -

50 Credit risk adjustments - - - - - -

51 Tier 2 (T2) capital before regulatory adjustments 15,511 (45) 13,420 (402) - -

Tier 2 (T2) capital: regulatory adjustments

Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) (138) - (117) 29 - -

Holdings of the T2 instruments and subordinated loans 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) - - (57) 7 - -

Direct and indirect holdings of the T2 instruments and subordinated loans 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) - - - - - -

54a of which new holdings not subject to transitional arrangements - - - - - -

54b

of which holdings existing before 1 January 2013 and subject to transitional arrangements - - - - - -

Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of fi nancial sector entities where the institution has a signifi cant investment in those entities (net of eligible short positions) (negative amount) (3,317) - (3,004) 334 1 -

Regulatory adjustments applied to Tier 2 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) - - - - - -