2018 Registration document and annual fi nancial report - BNP PARIBAS456

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

BNP PARIBAS USA INC. GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 45,315 50,435 3,625

2 Of which standardised approach 44,620 49,838 3,570

4 Of which advanced IRB approach 276 160 22

5 Of which equity positions under the simple risk-weighted approach 418 437 33

6 Counterparty credit risk 886 682 71

7 Of which mark-to-market 543 319 43

10 Of which internal model method (IMM) 248 349 20

11 Of which CCP - default fund contributions 87 4 7

12 Of which CVA 9 10 1

14 Securitisation exposures in the banking book 5 6 -

18 Of which standardised approach 5 6 -

19 Market risk 19 10 2

20 Of which standardised approach 19 10 2

23 Operational risk 4,601 5,470 368

24 Of which basic indicator approach 39 33 3

25 Of which standardised approach 3,512 4,484 281

26 Of which Advanced Measurement Approach (AMA) 1,050 953 84

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 1,920 1,245 154

29 TOTAL 52,745 57,847 4,220