2012 Registration document and annual financial report - BNP Paribas

5RISKSAND CAPITAL ADEQUACYCredit risk➤ TABLE 16: BREAKDOWN OF IRBA RETAIL EXPOSURES BY ASSET CLASS AND INTERNAL RATING5In millions of eurosInternalratingTotalexposureBalancesheetexposureOff-balancesheetexposureAverageoffbalancesheet CCFExposureat Default(EAD)AverageLGDAverageRW31 December 2012ExpectedLossRiskweightedassetsMortgages 2 29,562 28,699 863 91% 29,490 11% 2% 2 4453 17,620 17,219 401 96% 17,606 11% 4% 3 6614 20,014 19,501 513 101% 20,019 11% 6% 7 1,2235 14,372 13,883 489 100% 14,375 9% 15% 21 2,1776 8,160 7,850 310 99% 8,158 10% 19% 16 1,5127 4,334 4,239 95 101% 4,336 9% 33% 31 1,4348 2,481 2,433 48 107% 2,484 10% 42% 42 1,0479 1,671 1,637 34 100% 1,671 12% 61% 27 1,02210 1,296 1,279 17 100% 1,296 10% 47% 59 60511 955 950 5 99% 955 68% 50 64612 593 593 0 594 0% 17 0TOTAL 101,058 98,283 2,775 97% 100,984 11% 11% 275 10,772Revolving exposures 2 506 81 425 86% 2,046 52% 1% 0 293 1,208 104 1,104 78% 962 49% 3% 0 264 2,892 128 2,764 71% 2,086 44% 4% 1 825 3,963 83 3,880 57% 2,286 50% 10% 5 2256 4,254 1,538 2,716 47% 2,828 44% 20% 15 5807 2,109 814 1,295 45% 1,403 49% 44% 21 6228 2,665 1,869 796 60% 2,346 45% 71% 74 1,6719 801 667 134 107% 709 51% 110% 43 78310 1,085 963 122 86% 1,068 44% 127% 140 1,36111 1,035 1,006 29 37% 1,119 42% 772 47212 493 493 0 494 0% 203 021,011 7,746 13,265 72% 17,347 47% 34% 1,274 5,851Other exposures 2 8,576 7,307 1,269 93% 8,486 27% 4% 2 3513 4,603 3,866 737 89% 4,524 25% 7% 3 3364 10,048 8,725 1,323 96% 9,998 32% 14% 9 1,4105 11,045 9,639 1,406 98% 11,025 28% 21% 23 2,3146 13,211 12,017 1,194 106% 13,290 29% 31% 51 4,1537 9,057 8,311 746 107% 9,115 27% 40% 90 3,6618 6,181 5,837 344 125% 6,268 26% 42% 110 2,6619 2,980 2,853 127 99 % 3,019 32% 61% 119 1,85010 3,233 3,179 54 91 % 3,275 23% 56% 261 1,82411 2,881 2,847 34 63% 2,920 54% 1,611 1,56612 2,007 2,002 5 99% 2,075 0% 781 0TOTAL 73,822 66,583 7,239 102% 73,995 28% 27% 3,060 20,126TOTAL 195,891 172,611 23,279 84% 192,326 20% 19% 4,609 36,7492602012 Registration document and annual financial report - BNP PARIBAS