2012 Registration document and annual financial report - BNP Paribas

RISKS AND CAPITAL ADEQUACYCredit risk5RISK- WEIGHTED ASSETS➤ TABLE N° 13: CREDIT RISK- WEIGHTED ASSETSRisk-weighted assets Credit riskIn millions of euros31 December 2012 31 December 2011 VariationCredit risk - IRBA approach 172,409 192,852 ( 20,443)Central governments and central banks 3,244 4,310 (1,066)Corporates 121,986 136,889 (14,903)Institutions 10,326 13,391 ( 3,065)Retail 36,749 38,127 (1,378)Real estate loans 10,772 10,311 461Revolving exposures 5,851 6,530 (679)Other exposures 20,126 21,286 (1,160)Other non credit-obligation assets 104 134 (30)Credit risk - Standardised approach 238,742 253,822 (15,080)Central governments and central banks 3,742 3,458 284Corporates 112,909 117,083 (4,174)Institutions 8,508 7,282 1,226Retail 80,589 82,922 ( 2,333)Real estate loans 26,276 26,818 (542)Revolving exposures 3,137 4,295 (1,158)Other exposures 51,176 51,810 (634)Other non credit-obligation assets 32,994 43,077 (10,083)TOTAL CREDIT RISK 411,151 446,674 (35,523)5The change in risk-weighted assets can be broken down into the followingeffects:■ currency effect: contribution of changes in foreign exchange rates;■ volume effect: contribution of changes in exposures (EAD);■ parameter effect: contribution of changes in risk parameter s;■ method effect: impact of the change in method of calculating capitalrequirement between two reporting dates (transition to advancedmodel or change of method at the supervisor’s request);■ scope effect: impact of a change in scope of consolidation.➤ TABLE N°14: CREDIT RISK- WEIGHTED ASSETS MOVEMENTS BY KEY DRIVERIn millions of eurosRisk- weighted assetsCredit risk31 DECEMBER 2011 446,674Currency effect ( 1,479)Volume effect ( 15,822)Parameter effect ( 336)Scope effect ( 12,154)Method effect ( 4,183)Other ( 1,549)Total variations ( 35,523)31 DECEMBER 2012 411,1512012 Registration document and annual financial report - BNP PARIBAS 253