2018 Registration document and annual fi nancial report - BNP PARIBAS454

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

Appendix 4: Capital requirements of signifi cant subsidiaries

The following tables give the capital requirements of signifi cant subsidiaries (see paragraph Signifi cant subsidiaries in section 5.2 Scope of application) by type of risk, as contribution to the Group s total capital requirement.

BNP PARIBAS FORTIS GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 134,105 127,527 10,728

2 Of which standardised approach 66,769 62,538 5,342

4 Of which advanced IRB approach 57,604 54,436 4,608

5 Of which equity positions under the simple risk-weighted approach 9,732 10,552 779

6 Counterparty credit risk 1,877 1,757 150

7 Of which mark-to-market 345 285 28

10 Of which internal model method (IMM) 1,317 1,308 105

11 Of which CCP - default fund contributions 58 64 5

12 Of which CVA 157 99 13

14 Securitisation exposures in the banking book 823 295 66

15 Of which IRB approach (IRB) 402 229 32

16 Of which IRB supervisory formula approach (SFA) 0 0 0

17 Of which internal assessment approach (IAA) 0 66 0

18 Of which standardised approach 421 0 34

19 Market risk 404 329 32

20 Of which standardised approach 404 329 32

23 Operational risk 15,260 13,883 1,221

24 Of which basic indicator approach 2,768 2,727 221

25 Of which standardised approach 2,632 2,507 211

26 Of which Advanced Measurement Approach (AMA) 9,860 8,649 789

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 4,355 4,543 348

29 TOTAL 156,825 148,335 12,546