2012 Registration document and annual financial report - BNP Paribas

5RISKSAND CAPITAL ADEQUACYAppendix 2: Capital requirements of significant subsidiariesBNL5In millions of eurosRisk-weightedassets31 December 2012 31 December 2011CapitalRequirementRisk-weightedassetsCapitalRequirementCredit risk 67,151 5,372 68,034 5,443Credit risk - IRB approach 154 12 167 13Central governments and central banks 0 0 13 1Corporates 154 12 153 12Credit risk - Standardised approach 66,998 5,360 67,867 5,429Central governments and central banks 57 5 54 4Corporates 42,540 3,403 45,999 3,680Institutions 4,424 354 2,573 206Retail 16,909 1,353 16,499 1,320Real estate loans 7,657 613 7,701 616Revolving exposures 0 0 314 25Other exposures 9,252 740 8,484 679Other non credit-obligation assets 3,068 245 2,743 219Securitisation positions 239 19 224 18Securitisation positions - standardised approach 239 19 224 18Counterparty risk 845 68 841 67Counterparty risk - Standardised approach 845 68 841 67Corporates 788 63 726 58Institutions 57 5 115 9Equity risk 815 65 709 57Internal model 815 65 709 57Listed equities 2 0 0 0Other equity exposures 813 65 709 57Market risk 13 1 9 1Standardised approach 13 1 9 1Operational risk 3,205 256 3,203 256Advanced Measurement Approach (AMA) 2,860 229 2,880 230Standardised approach 275 22 255 20Basic indicator approach 70 6 68 5TOTAL 72,268 5,781 73,020 5,8423282012 Registration document and annual financial report - BNP PARIBAS