2012 Registration document and annual financial report - BNP Paribas

RISKS AND CAPITAL ADEQUACYCredit risk5In millions of eurosInternalratingTotalexposureBalancesheetexposureOffbalancesheetexposureAverageoff-balancesheet CCFExposureat Default(EAD)AverageLGDAverageRWExpectedLoss31 December 2011RiskweightedassetsMortgages 2 21,961 21,178 783 90% 21,643 12% 1% 1 2743 13,263 12,842 421 96% 13,259 12% 3% 1 3344 16,946 16,431 515 97% 16,832 12% 5% 4 8355 15,791 15,058 733 99% 15,592 11% 11% 11 1,7826 13,001 12,711 290 96% 13,704 10% 21% 17 2,8767 5,431 5,363 68 97% 5,536 10% 30% 18 1,6848 1,837 1,781 56 98% 1,779 13% 50% 19 8829 1,238 1,219 19 99% 1,234 13% 68% 20 84310 892 881 11 100% 900 13% 67% 44 60111 161 159 2 100% 161 124% 16 20012 1,102 1,099 3 100% 1,096 0% 258 0TOTAL 91,623 88,722 2,901 95% 91,736 12% 11% 409 10,311Revolving exposures 2 1,611 103 1,508 47% 2,249 54% 1% 0 343 1,338 99 1,238 35% 828 50% 3% 0 234 2,124 150 1,974 40% 1,382 47% 5% 1 715 6,012 116 5,896 41% 2,695 52% 11% 6 2946 3,710 549 3,161 36% 1,995 48% 20% 10 3967 4,838 1,831 3,008 42% 3,159 42% 39% 42 1,2328 2,671 1,588 1,083 47% 2,130 44% 63% 56 1,3529 1,141 849 292 33% 974 49% 103% 54 1,00810 1,480 965 514 22% 1,086 49% 141% 174 1,52711 1,003 962 42 8% 1,166 51% 673 59312 469 469 0 469 0% 302 0TOTAL 26,397 7,681 18,716 40% 18,135 48% 36% 1,318 6,530Other exposures 1 5 5 0 5 21% 10% 0 12 8,301 6,924 1,377 91% 8,370 28% 3% 1 2913 4,035 2,923 1,112 91% 3,455 30% 7% 1 2324 10,057 8,542 1,515 90% 9,893 31% 13% 6 1,2935 12,914 10,657 2,257 97% 12,583 28% 22% 15 2,8236 13,831 12,364 1,467 87% 13,887 24% 27% 34 3,7867 14,134 12,996 1,138 93% 14,141 23% 35% 90 4,9238 7,613 7,136 477 89% 7,486 21% 37% 95 2,7439 3,087 2,935 152 89% 3,119 31% 60% 116 1,87010 2,796 2,717 79 98% 2,757 26% 63% 248 1,75011 2,772 2,737 35 100% 2,955 53% 1,569 1,57412 2,005 1,995 10 100% 2,063 0% 1,231 0TOTAL 81,550 71,931 9,619 92% 80,714 26% 26% 3,406 21,286TOTAL 199,570 168,334 31,236 61% 190,586 21% 20% 5,133 38,12752012 Registration document and annual financial report - BNP PARIBAS 261