2012 Registration document and annual financial report - BNP Paribas

RISKS AND CAPITAL ADEQUACYAppendix 2: Capital requirements of significant subsidiaries5BGL BNP PARIBAS31 December 2012In millions of eurosRisk-weightedassetsCapitalRequirementCredit risk 24,066 1,925Credit risk - IRB approach 5,432 435Central governments and central banks 440 35Corporates 3,397 272Institutions 222 18Retail 1,300 104Real estate loans 596 48Revolving exposures 0 0Other exposures 704 56Other non credit-obligation assets 74 6Credit risk - Standardised approach 18,634 1,491Central governments and central banks 6 1Corporates 9,061 725Institutions 357 29Retail 7,005 560Real estate loans 5 0Other exposures 7,000 560Other non credit-obligation assets 2,205 176Securitisation positions 100 8Securitisation positions - IRB approach 38 3Securitisation exposures - standardised approach 62 5Counterparty risk 99 8Counterparty risk - IRB approachInstitutions 0 0Counterparty risk - Standardised approach 99 8Central governments and central banks 26 2Corporates 2 0Institutions 69 6Retail 2 0Other exposures 2 0Equity risk 507 41Internal model 336 27Listed equities 336 27Simple weighting method (other exposures) 86 7Listed equities 5 0Other equity exposures 82 7Standardised approach 84 7Market risk 86 7Standardised approach 86 7Operational risk 1,362 109Advanced Measurement Approach (AMA) 1,048 84Standardised approach 146 12Basic indicator approach 168 13TOTAL 26,221 2,09852012 Registration document and annual financial report - BNP PARIBAS 331