2018 Registration document and annual fi nancial report - BNP PARIBAS450

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

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(*)

64

Institution specifi c buffer requirement (CET1 requirement in accordance with article 92 (1) (a) plus capital conservation and countercyclical buffer requirements, plus systemic risk buffer, plus the systemically important institution buffer (G-SII or O-SII buffer), expressed as a percentage of risk exposure amount) 3.445% 0.625% 2.25 % 1.75 %

65 of which: capital conservation buffer requirement 1.875 % 0.625% 1.25 % 1.25 %

66 of which: countercyclical buffer requirement 0.07 % 0.0% 0.0% 0.0%

67 of which: systemic risk buffer requirement 0.0% 0.0% 0.0% 0.0%

67a

of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer 1.5% 0.0% 1.0% 0.5%

68 Common Equity Tier 1 available to meet buffers (as a percentage of risk exposure amount) 7.3% 0.0% 7.2% 0.1%

69 [non relevant in EU regulation]

70 [non relevant in EU regulation]

71 [non relevant in EU regulation]

Amounts below the thresholds for deduction (before risk weighting)

72

Direct and indirect holdings of the capital of fi nancial sector entities where the institution does not have a signifi cant investment in those entities (amount below 10% threshold and net of eligible short positions) 2,564 - 2,886 (132) 2 (7)

73

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 (amount below 10% threshold and net of eligible short positions) 3,353 - 3,421 - 1 (7)

74 Empty set in the EU - - - -

75

Deferred tax assets arising from temporary differences (amount below 10% threshold, net of related tax liability where the conditions in article 38 (3) are met) 3,265 - 3,350 - -

Applicable caps on the inclusion of provisions in Tier 2

76

Credit risk adjustments included in Tier 2 in respect of exposures subject to standardised approach (prior to the application of the cap) - - - - - -

77 Cap on inclusion of credit risk adjustments in T2 under standardised approach 2,983 - 2,945 - - -