2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS 449

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(*)

56a

Residual amounts deducted from Tier 2 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 222 - 315 - - -

56b

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

56c

Amount to be deducted from or added to Tier 2 capital with regard to additional fi lters and deductions required pre-CRR - - - - - -

57 Total regulatory adjustments to Tier 2 (T2) capital (3,233) - (2,863) 370 - -

58 Tier 2 (T2) capital 12,278 (45) 10,556 (31) - -

59 Total capital (TC = T1+T2) 97,194 98 93,305 835 - -

59a

Risk- weighted assets 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) - - - - - -

of which: CET1 instruments of fi nancial sector entities not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts) - - - - - -

of which: Deferred tax assets that rely on future profi tability and arising from temporary differences not deducted from CET1 (Regulation (EU) No. 575/2013 residual amounts) - - - - - -

of which: AT1 instrument of fi nancial sector entities not deducted from AT1 (Regulation (EU) No. 575/2013 residual amounts) - - - - - -

of which: Tier 2 instrument of fi nancial sector entities not deducted from Tier 2 (Regulation (EU) No. 575/2013 residual amounts) - - - - - -

60 Total risk- weighted assets - - - -

Capital ratios and buffers

61 Common Equity Tier 1 (as a percentage of risk exposure amount) 11.8% 0.0% 11.7% 0.1%

62 Tier 1 (as a percentage of risk exposure amount) 13.1% 0.0% 13.0% 0.1%

63 Total capital (as a percentage of risk exposure amount) 15.0% 0.0% 14.7% 0.1%