2018 Registration document and annual fi nancial report - BNP PARIBAS 455

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

BNL GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 35,861 36,810 2,869

2 Of which standardised approach 6,504 6,183 520

4 Of which advanced IRB approach 27,776 29,061 2,222

5 Of which equity positions under the simple risk-weighted approach 1,581 1,566 126

6 Counterparty credit risk 386 318 31

7 Of which mark-to-market 275 269 22

12 Of which CVA 111 49 9

14 Securitisation exposures in the banking book 210 81 17

15 Of which IRB approach (IRB) 0 0 0

16 Of which IRB supervisory formula approach (SFA) 155 0 12

18 Of which standardised approach 55 81 4

19 Market risk 12 0 1

20 Of which standardised approach 12 0 1

23 Operational risk 5,419 4,558 434

24 Of which basic indicator approach 79 58 6

25 Of which standardised approach 101 113 8

26 Of which Advanced Measurement Approach (AMA) 5,239 4,387 419

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 26 9 2

29 TOTAL 41,915 41,776 3,353