2012 Registration document and annual financial report - BNP Paribas

5RISKSAND CAPITAL ADEQUACYCredit risk➤ TABLE 15: BREAKDOWN OF IRBA CORPORATE EXPOSURES BY ASSET CLASS AND INTERNAL RATINGIn millions of eurosInternalratingAveragePDTotalexposureBalancesheetexposureOffbalancesheetexposureAverageoffbalancesheet CCFExposureat Default(EAD)AverageLGDAverageRW31 December 2012ExpectedLossRiskweightedassetsCentral governmentsand central banks 1 0.01% 141,432 140,884 548 75% 141,285 1% 0% 0 2702 0.02% 26,275 26,083 192 64% 26,206 1% 0% 0 983 0.08% 2,666 2,595 71 56% 2,635 14% 11% 0 2964 0.21% 2,678 1,306 1,372 55% 2,061 7% 7% 0 1545 0.47% 1,773 1,698 75 55% 1,739 27% 48% 3 8426 1.17% 743 628 115 56% 690 15% 39% 1 2687 3.48% 897 742 155 62% 838 11% 36% 3 2988 6.31% 720 517 203 58% 634 9% 35% 4 2259 12.91% 240 164 76 53% 204 59% 282% 16 57610 16.80% 163 125 38 67% 150 26% 145% 7 21711 100.00% 23 23 0 23 2% 26 012 100.00% 2 2 0 2 0% 1 0TOTAL 0.11% 177,612 174,767 2,845 60% 176,467 2% 2% 61 3,2445Institutions 1 0.03% 5,759 4,310 1,449 93% 5,656 25% 9% 0 5232 0.03% 30,969 22,861 8,108 72% 28,701 15% 5% 1 1,3673 0.08% 8,439 6,982 1,457 75% 8,067 26% 15% 2 1,2314 0.14% 5,497 4,033 1,464 49% 4,745 23% 21% 2 9795 0.39% 5,729 3,774 1,955 54% 4,823 25% 31% 4 1,5136 1.05% 1,982 1,460 522 52% 1,730 40% 76% 7 1,3157 2.76% 839 619 220 44% 715 41% 108% 8 7698 7.20% 853 591 262 34% 679 36% 124% 15 8409 11.46% 339 156 183 28% 208 38% 171% 9 35410 19.75% 530 129 401 50% 330 39% 205% 26 67811 100.00% 709 626 83 91% 701 107% 283 75412 100.00% 169 169 0 169 2% 71 3TOTAL 1.93% 61,814 45,710 16,104 67% 56,524 21% 18% 428 10,326Corporates 1 0.03% 11,651 5,397 6,254 56% 8,903 20% 6% 1 5182 0.04% 45,511 9,104 36,407 60% 30,882 35% 13% 4 3,9923 0.08% 49,519 15,642 33,877 58% 35,145 36% 22% 10 7,7894 0.17% 56,592 23,682 32,910 58% 42,910 32% 29% 23 12,4325 0.36% 56,978 31,443 25,535 56% 45,705 29% 39% 47 17,7136 1.01% 62,108 38,843 23,265 56% 51,753 25% 53% 129 27,6557 2.98% 42,390 28,184 14,206 53% 35,681 25% 73% 265 26,2028 6.58% 12,575 8,958 3,617 56% 10,978 24% 89% 171 9,8209 11.46% 5,580 4,350 1,230 58% 5,066 26% 125% 154 6,32110 20.47% 5,271 4,343 928 56% 4,805 29% 156% 270 7,48411 100.00% 8,816 7,799 1,017 64% 8,499 23% 3,417 1,95012 100.00% 3,251 3,077 174 94% 3,240 3% 2,543 110TOTAL 5.60% 360,242 180,822 179,420 57% 283,567 29% 43% 7,034 121,986TOTAL 3.32% 599,668 401,299 198,369 58% 516,558 19% 26% 7,523 135,5562562012 Registration document and annual financial report - BNP PARIBAS