2018 Registration document and annual fi nancial report - BNP PARIBAS458

5 RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

BNP PARIBAS PERSONAL FINANCE GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 58,533 55,775 4,683

2 Of which standardised approach 45,567 43,101 3,645

4 Of which advanced IRB approach 12,904 12,533 1,032

5 Of which equity positions under the simple risk-weighted approach 62 142 5

6 Counterparty credit risk 16 12 1

7 Of which mark-to-market 2 3 0

12 Of which CVA 14 8 1

14 Securitisation exposures in the banking book 150 62 12

15 Of which IRB approach (IRB) 110 0 9

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

18 Of which standardised approach 41 62 3

19 Market risk 8 103 1

20 Of which standardised approach 8 103 1

23 Operational risk 6,397 5,217 512

24 Of which basic indicator approach 1,302 1,015 104

25 Of which standardised approach 869 868 70

26 Of which Advanced Measurement Approach (AMA) 4,226 3,334 338

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 1,846 1,941 148

29 TOTAL 66,950 63,110 5,356