Cost of risk - BNP Paribas

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Cost of risk - BNP Paribas

Cash securitisation as at 30 June 2008

In €bn

IRS 5.8

o/w Residential loans 4.0

o/w Consumer loans 0.6

o/w Lease receivables 1.2

BNL 5.0

o/w Residential loans 5.0

o/w Consumer loans -

o/w Lease receivables -

Total 10.8

Funding Through Proprietary Securitisation

Amount of

securitised assets

(Group share)

Amount of

securities issued

(Group share)

First losses Others

Results as at 30.06.2008 BNP Paribas Group

68

6.4

4.6

0.6

1.2

5.1

5.1

-

-

11.6

Securitised positions held

Only €10.8bn loans refinanced through securitisation vs. €13.3bn as at

31.12.07

SPVs consolidated in BNP Paribas’ balance sheet since IFRS’ first

time application

since BNP Paribas is retaining the majority of risks and returns

0.2

0.1

0.0

0.1

0.1

0.1

-

-

0.3

0.3

0.1

0.1

0.1

0.2

0.2

-

-

0.5

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