Cost of risk - BNP Paribas

Cost of risk - BNP Paribas

Sustained growth of risk-weighted assets

In line with the 10% a year forecast

Volume growth across all the business units

Slight increase in the level of drawing on confirmed


Tier 1 ratio: 7.6%

Tier 1 capital up 5.6%/01.01.2008

Revisions proposed by the Basel Committee to the

market risk framework: limited impact for BNP


Market risk = 4% of group risk-weighted assets

Increase in 2009 of capital charges for

“re-securitisation” instruments

Integration in 2010/2011 of “incremental risk”: main

impact on proprietary trading positions

Growth in Risk-Weighted Assets

as a Result of the Business Development

Risk weighted assets

Results as at 30.06.2008 BNP Paribas Group


in €bn






01.01.08 30.06.08

Tier 1 ratio

7.2% 7.3% 7.6% 7.6%

30.06.07 31.12.07 31.03.08 30.06.08

Basel I

A capital generation enabling to to finance

a sustained organic growth

Basel II

Floor impact

Basel II before floor

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