2018 Registration document and annual fi nancial report - BNP PARIBAS 457

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

BANCWEST GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 44,489 49,767 3,559

2 Of which standardised approach 44,457 49,732 3,557

4 Of which advanced IRB approach 0 0 0

5 Of which equity positions under the simple risk-weighted approach 32 35 3

6 Counterparty credit risk 179 179 14

7 Of which mark-to-market 170 169 14

12 Of which CVA 9 10 1

14 Securitisation exposures in the banking book 5 6 0

18 Of which standardised approach 5 6 0

19 Market risk 1 9 0

20 Of which standardised approach 1 9 0

23 Operational risk 3,396 4,376 272

24 Of which basic indicator approach 2 11 0

25 Of which standardised approach 3,394 4,365 272

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 1,311 448 105

29 TOTAL 49,382 54,786 3,951