2012 Registration document and annual financial report - BNP Paribas

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5RISKSAND CAPITAL ADEQUACYAppendix 2: Capital requirements of significant subsidiaries➤ EXPOSURE TO IRELANDIn billions of euros Total (a) Sovereign Corporates Other (b)Exposure net of collateral and provisions 2.1 0.2 1.6 0.3(a) Excluding exposure to companies related to Irish interests that are not dependent on the country’s position (EUR 0.1 bn) and exposure to Irish lawcompanies that are not dependent on the country’s economic position.(b) Including Retail Banking, Wealth Management.➤ EXPOSURE TO PORTUGALIn billions of euros Total (a) Sovereign Corporates Other (b)Exposure net of collateral and provisions 5.7 0.6 2.2 2.8(a) Excluding exposure to companies related to Portuguese interests that are not dependent on the country’s economic situation (EUR 0.6 bn).(b) Including Personal Finance, Arval, Leasing Solutions, Wealth Management.b. Trading book5In millions of eurosLong positionsSecuritiesShortpositions Net position Long positionsShortpositionsDerivativesNet positionTotal net positionat 31 December 2012Greece 30 (21) 9 0 0 0 9Ireland 41 (51) (9) 203 (219) (16) (25)Portugal 145 (123) 22 178 (181) (3) 18TOTAL 215 (195) 21 381 (400) (19) 1Appendix 2: Capital requirements of significantsubsidiariesThe following tables give the capital requirements of significant subsidiaries by type of risk, as contribution to the Group’s total capital requirement.3262012 Registration document and annual financial report - BNP PARIBAS
RISKS AND CAPITAL ADEQUACYAppendix 2: Capital requirements of significant subsidiaries5BNP PARIBAS FORTIS31 December 2012 31 December 2011In millions of eurosRisk-weightedassetsCapitalRequirementRisk-weightedassetsCapitalRequirementCredit risk 91,306 7,305 95,541 7,643Credit risk - IRB approach 46,758 3,741 50,015 4,001Central governments and central banks 1,347 108 1,551 124Corporates 31,223 2,498 31,980 2,558Institutions 2,275 182 3,149 252Retail 11,809 945 13,201 1,056Real estate loans 6,424 514 6,151 492Revolving exposures 82 7 74 6Other exposures 5,303 424 6,976 558Other non credit-obligation assets 104 8 134 11Credit risk - Standardised approach 44,548 3,564 45,526 3,642Central governments and central banks 1,324 106 933 75Corporates 19,065 1,525 21,374 1,710Institutions 2,092 167 1,507 121Retail 15,381 1,231 14,947 1,196Real estate loans 1,921 154 804 64Revolving exposures 125 10 200 16Other exposures 13,335 1,067 13,943 1,115Other non credit-obligation assets 6,686 535 6,765 541Securitisation positions 4,157 333 8,633 691Securitisation positions - IRB approach 3,838 307 8,610 689Securitisation exposures - standardised approach 319 26 23 2Counterparty risk 3,177 254 4,392 351Counterparty risk - IRB approach 2,753 220 3,440 275Central governments and central banks 23 2 22 2Corporates 2,393 191 2,045 163Institutions 337 27 1,373 110Counterparty risk - Standardised approach 424 34 952 76Central governments and central banks 26 2 0 0Corporates 239 19 837 67Institutions 149 12 101 8Retail 10 1 14 1Other exposures 10 1 14 1Equity risk 5,106 409 4,922 394Internal model 2,238 179 2,614 209Listed equities 0 0 3 0Other equity exposures 2,232 179 2,603 208Private equity exposures in diversified portfolios 6 0 8 1Simple weighting method (other exposures) 1,733 139 1,248 100Listed equities 21 2 14 1Other equity exposures 468 38 125 10Private equity exposures in diversified portfolios 1,244 99 1,109 89Standardised approach 1,135 91 1,060 85Market risk 980 78 523 42Standardised approach 980 78 523 42Operational risk 10,866 869 12,065 965Advanced Measurement Approach (AMA) 7,040 563 8,969 717Standardised approach 920 74 371 30Basic indicator approach 2,906 232 2,725 218TOTAL 115,592 9,248 126,076 10,08652012 Registration document and annual financial report - BNP PARIBAS 327
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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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Page 336 and 337: 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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