2012 Registration document and annual financial report - BNP Paribas

5RISKSAND CAPITAL ADEQUACYSecuritisation in the banking bookSECURITISATION POSITIONS➤ TABLE 28: SECURITISATION POSITIONS HELD OR ACQUIRED, BY UNDERLYING ASSET CATEGORY5In millions of eurosSecuritisation positions held or acquired (EAD)31 December 2012 31 December 2011Balance Off-balanceBalance Off-balanceBNP Paribas role Asset category (*) sheetsheetTotalsheetsheetTotalOriginator Residential mortgages 1,126 47 1,173 1,828 65 1,893Loans to corporates 1,052 1,052 1,182 9 1,191Other assets 2 2 2 - 2TOTAL ORIGINATOR 2,180 47 2,227 3,012 74 3,086Sponsor Residential mortgages 1,010 354 1,364 985 457 1,442Consumer loans 143 462 605 266 3,075 3,341Credit card receivables 600 518 1,118 630 - 630Loans to corporates 2,538 842 3,380 2,924 1,605 4,529Commercial and industrialloans 3,326 3,326 8 4,036 4,044Commercial real-estateproperties 52 494 546 180 494 674Finance leases 813 773 1,586 864 729 1,593Other assets 163 643 806 114 177 291TOTAL SPONSOR 5,319 7,412 12,731 5,971 10,573 16,544Investor Residential mortgages 6,645 399 7,044 12,005 373 12,378Consumer loans 2,752 304 3,056 3,204 707 3,910Credit card receivables 4 4 14 - 14Loans to corporates 4,696 4,696 5,846 - 5,846Commercial real-estateproperties 2,484 43 2,527 3,014 43 3,057Finance leases 144 144 53 - 53Other assets 180 180 277 - 277TOTAL INVESTOR 16,905 746 17,651 24,412 1,123 25,535TOTAL 24,404 8,205 32,609 33,396 11,769 45,165(*) Based on the predominant asset class in the asset pool of the securitisation in which the position is held. In the case of the underlying asset is aposition of securitisation or of r e-securitisation, CRD 3 Regulation prescribes to report the ultimate underlying asset of the program concerned.2762012 Registration document and annual financial report - BNP PARIBAS