2012 Registration document and annual financial report - BNP Paribas

RISKS AND CAPITAL ADEQUACYCredit risk5In millions of eurosInternalratingAveragePDTotalexposureBalancesheetexposureOff-balancesheetexposureAverageoffbalancesheet CCFExposureatDefault(EAD)AverageLGDAverageRW31 December 2011ExpectedLossRiskweightedassetsCentralgovernments andcentral banks 1 0.01% 115,188 109,596 5,592 75% 112,751 2% 0% 0 2792 0.02% 26,255 25,537 718 69% 25,914 3% 1% 0 2753 0.09% 1,034 1,006 28 53% 1,024 19% 16% 0 1604 0.20% 4,318 2,720 1,598 55% 3,601 9% 8% 1 2915 0.40% 1,744 1,686 58 70% 1,825 36% 59% 3 1,0686 0.76% 1,017 744 273 56% 899 14% 28% 1 2497 2.85% 1,441 973 468 57% 1,241 5% 14% 2 1778 6.01% 668 428 240 63% 579 15% 56% 6 3259 12.96% 309 231 78 55% 272 40% 195% 14 52910 18.22% 12 7 5 50% 8 76% 427% 1 3511 100.00% 3,619 3,619 0 3,618 25% 1,946 922TOTAL 2.48% 155,605 146,547 9,058 69% 151,732 3% 3% 1,974 4,310Institutions 1 0.03% 12,546 9,648 2,898 84% 12,112 17% 6% 1 7062 0.05% 38,766 28,259 10,507 75% 36,191 17% 6% 2 2,1153 0.12% 10,033 5,828 4,205 71% 8,736 26% 15% 2 1,2784 0.16% 5,202 3,324 1,878 59% 4,402 34% 26% 2 1,1555 0.36% 4,600 3,181 1,419 59% 3,994 33% 39% 5 1,5726 1.13% 3,727 2,595 1,132 58% 3,256 32% 64% 12 2,0707 2.58% 1,870 1,455 415 54% 1,689 26% 74% 13 1,2538 6.65% 1,419 999 420 51% 1,221 25% 92% 21 1,1199 12.23% 848 399 449 51% 632 43% 210% 33 1,32810 18.92% 688 89 599 62% 467 32% 167% 28 77811 100.00% 566 483 83 96% 565 3% 171 1612 100.00% 310 310 0 312 0% 289 1TOTAL 1.71% 80,575 56,570 24,005 71% 73,577 21% 18% 579 13,391Corporates 1 0.03% 11,083 4,627 6,456 60% 8,525 19% 6% 0 5312 0.03% 53,904 13,245 40,659 60% 36,967 34% 13% 5 4,6603 0.08% 49,455 16,007 33,448 59% 35,052 37% 23% 10 7,9314 0.18% 63,907 26,893 37,014 58% 47,744 32% 29% 27 13,8715 0.36% 66,587 33,994 32,593 59% 51,162 31% 42% 57 21,4236 1.11% 72,534 42,264 30,270 61% 57,971 25% 54% 165 31,2097 2.93% 50,028 31,077 18,951 61% 41,118 25% 73% 300 30,0428 6.46% 18,111 13,125 4,986 59% 15,668 22% 84% 227 13,2199 11.72% 4,981 3,620 1,361 57% 4,332 26% 122% 129 5,27610 19.37% 5,103 3,936 1,167 74% 4,608 28% 153% 250 7,03411 100.00% 8,052 6,852 1,200 72% 7,863 21% 2,826 1,64912 100.00% 2,872 2,717 155 86% 2,856 2% 2,489 44TOTAL 4.87% 406,617 198,357 208,260 60% 313,866 29% 44% 6,485 136,889TOTAL 3.77% 642,797 401,474 241,323 61% 539,175 21% 29% 9,038 154,59052012 Registration document and annual financial report - BNP PARIBAS 257