2018 Registration document and annual fi nancial report - BNP PARIBAS 459

5RISKS AND CAPITAL ADEQUACY PILLAR 3

5

Appendix 4: Capital requirements of signifi cant subsidiaries

BGL BNP PARIBAS GROUP

In millions of euros

RWAs Capital

requirements

31 December 2018 1 January 2018 31 December 2018

1 Credit risk 22,588 21,556 1,807

2 Of which standardised approach 16,183 14,930 1,295

4 Of which advanced IRB approach 5,956 5,783 476

5 Of which equity positions under the simple risk-weighted approach 449 843 36

6 Counterparty credit risk 37 42 3

7 Of which mark-to-market 35 39 3

12 Of which CVA 2 3 0

14 Securitisation exposures in the banking book 28 9 2

15 Of which IRB approach (IRB) 28 9 2

18 Of which standardised approach 0 0 0

19 Market risk 9 33 1

20 Of which standardised approach 9 33 1

23 Operational risk 1,943 1,625 155

24 Of which basic indicator approach 112 64 9

25 Of which standardised approach 240 193 19

26 Of which Advanced Measurement Approach (AMA) 1,591 1,368 127

27 Amounts below the thresholds for deduction (subject to 250% risk weight) 178 199 14

29 TOTAL 24,784 23,465 1,983