2012 Registration document and annual financial report - BNP Paribas

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5RISKSAND CAPITAL ADEQUACYAppendicesAppendices :Appendix 1: Exposures based on F inancial S tabilityB oard recommendationsFUNDING THROUGH PROPRIETARY SECURITISATION5Cash securitisation as at 31 December 2012Amount ofSecuritised positions heldIn billions of euros securitised assets Amount of notesFirst losses OthersPersonal Finance 6.0 5.9 0.2 1.9o/w Residential loans 4.6 4.6 0.2 1.6o/w Consumer loans 1.1 1.1 0.0 0.2o/w Lease receivables 0.3 0.2 0.0 0.1BNL 2.2 2.1 0.1 0.2o/w Residential loans 2.2 2.1 0.1 0.2o/w Consumer loans - - - -o/w Lease receivables - - - -o/w Public sector - - - -TOTAL 8.2 8.0 0.3 2.1EUR 8.2 billion of loans had been refinanced through securitisation at31 December 2012, compared to EUR 8.1 billion at 31 December 2011.EUR 2.1 billion of securitised positions were held at the end of 2012(excluding first loss tranches).Following the transition to IFRS in 2005, SPVs are consolidated in theBNP Paribas balance sheet whenever the Bank holds the majority of thecorresponding risks and returns.3222012 Registration document and annual financial report - BNP PARIBAS
RISKS AND CAPITAL ADEQUACYAppendix 1: Exposures based on Financial Stability Board recommendations5SENSITIVE LOAN PORTFOLIOS➤ PERSONAL LOANSAt 31 December 2012 Gross outstanding AllowancesIn billions of eurosConsumerFull DocFirst MortgageAlt AHomeEquityLoans Total Portfolio SpecificNetexposureUS 9.8 6.8 0.2 2.6 19.4 (0.3) (0.1) 19.1Super Prime FICO (*) > 730 7.5 4.3 0.1 1.8 13.7 13.7Prime 600
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2012REGISTRATION DOCUMENTAND ANNUAL
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2012 Registration documentand annua
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1GROUP PRESENTATION1.1 Group presen
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GROUP PRESENTATIONPresentation of a
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1GROUPPRESENTATIONBNP Paribas and i
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1GROUPPRESENTATION1282012 Registrat
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2CORPORATEGOVERNANCEBoard of Direct
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2CORPORATEGOVERNANCEReport of the C
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2CORPORATEGOVERNANCEExecutive Commi
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32012REVIEW OF OPERATIONSBNP Pariba
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32012REVIEW OF OPERATIONSCore busin
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32012REVIEW OF OPERATIONSBalance sh
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32012REVIEW OF OPERATIONSProfit and
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32012REVIEW OF OPERATIONSProfit and
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32012REVIEW OF OPERATIONSOutlook3.6
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32012REVIEW OF OPERATIONSLiquidity
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4CONSOLIDATEDFINANCIAL STATEMENTS -
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5RISKSAND CAPITAL ADEQUACY5.6 Count
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5RISKSAND CAPITAL ADEQUACYAnnual ri
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5RISKSAND CAPITAL ADEQUACYCapital m
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5RISKSAND CAPITAL ADEQUACYRisk mana
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5RISKSAND CAPITAL ADEQUACYCredit ri
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5RISKSAND CAPITAL ADEQUACYSecuritis
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6INFORMATIONON THE PARENT COMPANY F
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6INFORMATIONON THE PARENT COMPANY F
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7ARESPONSIBLE BANK: INFORMATION ON
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8GENERALINFORMATIONDocuments on dis
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8GENERALINFORMATIONFounding documen
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8GENERALINFORMATIONStatutory Audito
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8GENERALINFORMATIONStatutory Audito
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9STATUTORYAUDITORSStatutory Auditor
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10PERSON RESPONSIBLE FOR THE REGIST
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11TABLE OF CONCORDANCEHeadings as l
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HEAD OFFICE16, boulevard des Italie
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2012 Registration document and annual financial report - BNP Paribas

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