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BNP Paribas Summary of Financial Indicators

Core Content Overview

This document provides a comprehensive overview of various financial indicators for BNP Paribas, a Global Systemically Important Bank (GSIB). It includes information on total exposures, interconnectedness, substitutability, complexity, and cross-jurisdictional activity. The data is reported in EUR and is based on the 2017-12-31 reporting date, with the public disclosure date set to 2018-04-30.

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General Bank Data

• Country Code: FR
• Bank Name: BnpParibas
• Reporting Date: 2017-12-31
• Reporting Currency: EUR
• Submission Date: 2018-04-30
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2018-04-30
• Language of Public Disclosure: English
• Web Address for Public Disclosure: https://invest.bnpparibas.com/en/conferences-and-publication

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Size Indicator

• Total Exposures Indicator (prior to regulatory adjustments):
  Calculated as the sum of:
  • Counterparty exposure of derivatives contracts: 43,956,622
  • Adjusted gross value of SFTs: 142,783,959
  • Counterparty exposure of SFTs: 4,602,619
  • Other assets: 1,313,146,663
  • Off-balance sheet items (with CCF applied):
    • 0% CCF: 51,895,273
    • 20% CCF: 88,460,601
    • 50% CCF: 218,637,380
    • 100% CCF: 24,869,162
  • Total: 1,819,746,235.17

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Interconnectedness Indicators

Intra-Financial System Assets

• Funds deposited with or lent to other financial institutions: 31,754,446
• Unused portion of committed lines extended to other financial institutions: 10,138,516
• Holdings of securities issued by other financial institutions:
  • Secured debt securities: 0
  • Senior unsecured debt securities: 7,761,866
  • Subordinated debt securities: 3,670,522
  • Equity securities: 25,857,921
• Net positive current exposure of SFTs: 3,114,514
• Over-the-counter derivatives with net positive fair value:
  • Net positive fair value: 4,954,882
  • Potential future exposure: 36,510,823
• Intra-financial system assets indicator: 121,491,735

Intra-Financial System Liabilities

• Funds deposited by or borrowed from other financial institutions:
  • Deposits due to depository institutions: 19,268,677
  • Deposits due to non-depository financial institutions: 107,659,748
• Unused portion of committed lines obtained from other financial institutions: 1,643,054
• Net negative current exposure of SFTs: 1,400,460
• Over-the-counter derivatives with net negative fair value:
  • Net negative fair value: 5,918,348
  • Potential future exposure: 36,510,823
• Intra-financial system liabilities indicator: 172,401,110

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Securities Outstanding

• Secured debt securities: 16,504,821
• Senior unsecured debt securities: 86,935,555
• Subordinated debt securities: 15,081,988
• Commercial paper: 20,488,134
• Certificates of deposit: 76,125,710
• Common equity: 77,723,000
• Preferred shares and subordinated funding: 70,995
• Securities outstanding indicator: 292,930,203

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Substitutability/Financial Institution Infrastructure Indicators

• Total payments made in the reporting year (excluding intragroup payments): 1,426,252,446
• Payments in various currencies:
  • AUD: 34,381,298
  • BRL: 562,337,182
  • CAD: 1,200,863,033
  • CHF: 1,328,853,785
  • CNY: 12,324,922,680
  • EUR: 2,930,972,297
  • GBP: 649,235,762
  • HKD: 100,850,823
  • INR: 4,189,756,707
  • JPY: 161,891,887
  • MXN: 361,977,230
  • SEK: 16,590,165,107
  • USD: 41,862,460,237

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Complexity Indicators

• Notional amount of OTC derivatives:
  • OTC derivatives cleared through a central counterparty: 9,120,360,502
  • OTC derivatives settled bilaterally: 11,142,528,910
  • OTC derivatives indicator: 20,262,889,412

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Trading and Available-for-Sale Securities

• Held-for-trading securities (HFT): 119,922,222
• Available-for-sale securities (AFS): 123,599,730
• Level 1 assets (HFT and AFS): 157,575,928
• Level 2 assets (AFS with haircuts): 19,485,105
• Trading and AFS securities indicator: 66,460,919

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Level 3 Assets

• Level 3 assets indicator: 9,519,148

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Cross-Jurisdictional Activity Indicators

• Cross-jurisdictional claims indicator: 942,044,529
• Foreign liabilities (excluding derivatives and local liabilities in local currency): 412,036,846
• Local liabilities in local currency (excluding derivatives activity): 458,989,055
• Cross-jurisdictional liabilities indicator: 871,025,901

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Summary of Key Indicators

Indicator	Value
Total Exposures Indicator	1,819,746,235.17
Intra-Financial System Assets	121,491,735
Intra-Financial System Liabilities	172,401,110
Securities Outstanding	292,930,203
Payments Activity	1,426,252,446
Assets Under Custody	5,411,303,453
Underwriting Activity	200,275,589
OTC Derivatives	20,262,889,412
Trading and AFS Securities	66,460,919
Level 3 Assets	9,519,148
Cross-Jurisdictional Claims	942,044,529
Cross-Jurisdictional Liabilities	871,025,901

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This summary highlights BNP Paribas' extensive financial operations, including its significant exposure to other financial institutions, substantial cross-jurisdictional activity, and complex financial instruments such as derivatives and securities. The data reflects the bank's size, interconnectedness, and risk profile as of the reporting period.