2012 Registration document and annual financial report - BNP Paribas

RISKS AND CAPITAL ADEQUACYCredit risk531 December 2011In millions of eurosGrossexposureExposure in default (*)Standardisedapproach IRBA approach TotalSpecificprovisionsDomestic markets 667,881 16,196 10,480 26,676 13,514France 349,390 3,888 6,387 10,275 5,650Belgium 156,483 121 3,457 3,578 1,410Luxembourg 19,870 29 490 519 286Italy 142,138 12,158 146 12,304 6,168Other Europe 222,489 3,322 8,864 12,186 7,111United Kingdom 40,075 78 1,352 1,430 805Netherlands 35,519 89 129 218 106Other West European countries 114,150 1,471 6,727 8,198 4,613Central Eastern Europe 32,745 1,684 656 2,340 1,587Africa & M editerranean 68,978 1,388 1,437 2,825 1,474Turkey 21,084 282 2 284 195Mediterranean 18,830 617 217 834 515Gulf States & Africa 29,064 489 1,218 1,707 764Americas 194,714 1,209 1,878 3,087 1,172North America 172,137 1,007 1,526 2,533 789Latin America 22,577 202 352 554 383Asia & Pacific 69,763 93 272 365 141Japan & Australia 19,327 2 72 74 40Emerging Asian countries 50,436 91 200 291 101TOTAL 1,223,825 22,208 22,931 45,139 23,412(*) Gross exposure (balance sheet and off-balance sheet) before collateral or other security.52012 Registration document and annual financial report - BNP PARIBAS 265