2018 REGISTRATION DOCUMENT AND ANNUAL FINANCIAL REPORT

2018 Registration document and annual fi nancial report - BNP PARIBAS 453

5RISKS AND CAPITAL ADEQUACY PILLAR 3

Appendix 3: Countercyclical capital buffer

➤ GEOGRAPHICAL DISTRIBUTION OF CREDIT EXPOSURES RELEVANT FOR THE CALCULATION OF THE COUNTERCYCLICAL CAPITAL BUFFER

In millions of euros

31 December 2018 31 Decem-

ber 2019

General credit exposures Securitisation

exposure Own funds requirements

Own funds requi-

rement weights

Counter- cyclical

capital buffer

rate

Announced counter- cyclical

capital buffer rate(**)

Exposure value for standar-

dised approach

Exposure value for

IRB

Exposure value for standar-

dised approach

Exposure value for

IRB

o f which: General

credit exposures

o f which: Trading

book exposures

o f which: Securi-

tisation exposures Total

010 020 050 060 070 080 090 100 110 120

010 Breakdown by country

Europe(*) 191,944 561,818 2,056 29,500 29,636 1,404 367 31,407 0.74

of which Bulgaria 344 414 - - 40 - - 40 0.00 0.50%

of which Den mark 1,476 1,384 - - 158 - - 158 0.00 1.00%

of which France 52,687 221,182 123 19,782 10,516 1,390 184 1 2,091 0.28 0.25%

of which Ireland 237 7,201 380 83 243 - 13 256 0.01 1.00%

of which Iceland 1 1 - - 0 - - 0 0.00 1.25% 1.75%

of which Lithuania 5 7 - - 1 - - 1 0.00 1.00%

of which Luxembourg 1,622 28,317 - - 1,121 0 - 1,121 0.03

of which Norway 482 1,667 - - 87 - - 87 0.00 2.00% 2.50%

of which Czech Republic 555 879 - - 68 - - 68 0.00 1.00% 1.50%

of which United Kingdom 13,664 32,437 555 3,492 1,693 - 52 1,745 0.04 1.00% 1.00%

of which Slovakia 305 90 - - 22 - - 22 0.00 1.25% 1.50%

of which Sweden 2,086 1752 99 26 211 - 3 214 0.01 2.00% 2.50%

North America 62,729 71,615 21 11,366 5,693 25 188 5,907 0.14

Asia Pacifi c 5,584 39,061 - 810 2,183 - 8 2,191 0.05

of which Hong Kong 1,675 5,875 - - 313 - - 313 0.01 1.875% 2.50 %

Rest of the World 30,463 32,443 - 9 3,022 7 0 3,029 0.07

020 TOTAL 290,720 704,937 2,077 41,686 40,534 1,436 563 42,533 1,00 0.070% 0.16 %

(*) Within the European Union and the European Free Trade Association (EFTA). (**) According to the rates published on the ESRB website as at 31 December 2018.