BNP Paribas SA 2018 EU-wide Transparency Exercise Summary
Core Information
Bank Name: BNP Paribas SA
LEI Code: R0MUWSFPU8MPRO8K5P83
Country Code: FR
Transitional Period: Covered in the report
Capital Structure (Transitional Period)
Item
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
COREP Code
Regulation
Own Funds
94,658
95,961
C:0.00 (010;010)
Articles 4(118) and 72 of CRR
CET1 Capital
75,741
76,135
C:0.00 (020;010)
Article 50 of CRR
Tier 1 Capital
84,417
84,566
C:0.00 (615;010)
Article 25 of CRR
Tier 2 Capital
10,241
11,396
C:0.00 (750;010)
Article 71 of CRR
Capital Ratios (Transitional Period)
Capital Ratio
As of 31/12/2017 (%)
As of 30/06/2018 (%)
COREP Code
Regulation
CET1 Capital Ratio
11.88%
11.55%
GA3 (1)
-
Tier 1 Capital Ratio
13.18%
12.87%
GA3 (3)
-
Total Capital Ratio
14.78%
14.60%
GA3 (5)
-
Leverage Ratio
Item
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
COREP Code
Regulation
Tier 1 Capital - Transitional Definition
84,417
84,566
C 47.00 (r320,c010)
Article 429 of CRR
Tier 1 Capital - Fully Phased-in Definition
80,732
80,764
C 47.00 (r310,c010)
Article 429 of CRR
Leverage Ratio - Transitional Definition
4.7%
4.1%
GA3 (1)
Article 429 of CRR
Leverage Ratio - Fully Phased-in Definition
4.5%
3.9%
GA3 (3)
Article 429 of CRR
Risk Exposure Amounts
Risk Exposure Type
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
Regulation
Total Risk Exposure Amount
640,645
657,080
Articles 8(3), 95, 96 and 98 of CRR
Credit Risk
553,015
557,998
-
Securitisation and Re-securitisations (Banking Book)
3,482
3,762
-
Contributions to the Default Fund of a CCP
1,268
1,464
-
Market Risk (Foreign Exchange and Commodities)
16,666
17,681
-
Profit and Loss (P&L)
P&L Item
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
Interest Income
37,645
18,219
Of which Debt Securities Income
2,432
885
Of which Loans and Advances Income
28,896
13,973
Interest Expenses
16,131
7,536
Net Fee and Commission Income
10,822
5,393
Gains or Losses on Derecognition
1,380
297
Gains or Losses on Trading Financial Assets
8,811
4,811
Gains or Losses at Fair Value Through Profit or Loss
-1,797
132
Exchange Differences
-2,079
-1,477
Net Other Operating Income/Expenses
1,634
1,003
Profit or Loss Before Tax
10,720
5,574
Profit or Loss After Tax
8,192
4,228
Credit Risk - Standardised Approach
Risk Exposure Type
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
Original Exposure
473,608
483,882
Exposure Value
397,162
402,946
Risk Exposure Amount
236,355
241,613
Value Adjustments and Provisions
9,938
10,961
Detailed Risk Exposure by Country
Risk Exposure Type
As of 31/12/2017 (EUR)
As of 30/06/2018 (EUR)
Central Governments or Central Banks
7,801
7,087
Regional Governments or Local Authorities
288
280
Public Sector Entities
460
545
Institutions
5,021
5,433
Corporates (SME)
19,054
19,886
Retail
2,094
2,278
Secured by Mortgages on Immovable Property
6,793
7,078
Exposures in Default
1,275
1,352
Items with Particularly High Risk
2,562
2,645
Collective Investments Undertakings (CIU)
714
646
Equity
1,748
1,562
Other Exposures
11,665
11,605
Key Observations
Capital Adequacy: BNP Paribas SA maintained its capital adequacy during the transitional period, with CET1 capital slightly decreasing from 76,135 to 75,862 EUR, but overall own funds increased.
Leverage Ratio: The leverage ratio decreased from 4.7% to 4.1% using the transitional definition, and from 4.5% to 3.9% using the fully phased-in definition, indicating improved leverage management.
Risk Exposure: The total risk exposure increased from 640,645 EUR to 657,080 EUR, with a rise in credit risk exposure and market risk exposure.
P&L Performance: Net operating income decreased significantly from 40,756 EUR to 20,956 EUR, reflecting a reduction in interest income and other operating income, but a decrease in expenses.
Credit Risk Breakdown: The standardised approach showed an increase in total risk exposure amount, with a notable rise in exposures in default and items with particularly high risk.
