2012 Registration document and annual financial report - BNP Paribas

5RISKSAND CAPITAL ADEQUACYCredit risk➤ TABLE 20: EXPOSURES IN DEFAULT, PROVISIONS , AND COST OF RISK BY BASEL ASSET CLASSThe cost of risk in the table below relates to credit risk only and does not include impairments of counterparty risk on market financial instruments.(See note 2.f to the Financial Statements, Cost of risk.) Elements pertaining to banking book securitisations exposures are presented in section 5.5.In millions of eurosGrossexposureStandardisedapproachExposure in default (*)TotalSpecificprovisionsCollectiveprovisions31 December 2012Cost of riskCentral governments andcentral banks 196,437 27 24 51 63Corporates 515,228 11,621 12,068 23,689 11,963Institutions 88,579 367 878 1,245 618Retail 362,756 11,434 7,964 19,398 9,894TOTAL 1,163,000 23,449 20,934 44,383 22,538 4,336 ( 3,895)IRBA31 December 20115In millions of eurosGrossexposureStandardisedapproachExposure in default (*)IRBATotalSpecificprovisionsCollectiveprovisionsCost of riskCentral governments andcentral banks 176,616 79 3,619 3,698 1,972Corporates 566,379 10,398 10,923 21,321 10,537Institutions 107,606 470 876 1,346 708Retail 373,224 11,261 7,513 18,774 10,195TOTAL 1,223,825 22,208 22,931 45,139 23,412 4,660 ( 6,767)(*) Gross exposure (balance sheet and off-balance sheet) before collateral or other security.➤ TABLE 21: UNIMPAIRED EXPOSURES WITH PAST DUE INSTALMENTS BY BASEL ASSET CLASS AND CALCULATIONAPPROACHIn millions of eurosUp to 90 daysBetween 90days and 180days31 December 2012Maturities of unimpaired past-due loans (*)Between 180days and1 yearMore than1 year TotalCentral governments and central banks 31 0 0 2 33Corporates 5,783 59 19 46 5,907Institutions 380 0 0 0 380Retail 4,779 159 5 6 4,949TOTAL STANDARDISED APPROACH 10,973 218 24 54 11,269Central governments and central banks 135 5 0 2 142Corporates 1,538 343 20 20 1,921Institutions 59 20 0 0 79Retail 3,109 39 1 3 3,152TOTAL IRB APPROACH 4,841 407 21 25 5,294TOTAL PRUDENTIAL SCOPE 15,814 625 45 79 16,563(*) Based on FINREP, gross exposure (balance sheet) before edlateral or other security.2662012 Registration document and annual financial report - BNP PARIBAS