End-2023G-SIB Assessment Exercise | v5.3.5 | ||||||
General Bank Data | |||||||
Response | |||||||
Section 1 - General Information | GSIB | ||||||
a. General information provided by the relevant supervisory authority: | 1.a.(1) | ||||||
(1) | Country code | 1001 | FR | ||||
(2) Bank name | 1002 | BNP Paribas | 1.a.(2) | ||||
(3) Reporting date (yyyy‐mm‐dd) | 1003 | 2023‐12‐31 | 1.a.(3) | ||||
(4) | Reporting currency | 1004 | EUR | 1.a.(4) | |||
(5) | Euro conversion rate | 1005 | 1 | 1.a.(5) | |||
(6) Submission date (yyyy‐mm‐dd) | 1006 | 2024‐03‐29 | 1.a.(6) | ||||
b. General Information provided by the reporting institution: | 1.b.(1) | ||||||
(1) | Reporting unit | 1007 | 1 000 | ||||
(2) | Accounting standard | 1008 | IFRS | 1.b.(2) | |||
(3) | Date of public disclosure (yyyy‐mm‐dd) | 1009 | 2024‐04‐30 | 1.b.(3) | |||
(4) | Language of public disclosure | 1010 | English | 1.b.(4) | |||
(5) | Web address of public disclosure | 1011 | https://invest.bnpparibas/recherche/rapports/documents/rapports-financiers- | 1.b.(5) | |||
et-sociaux | 1.b.(6) | ||||||
(6) LEI code | 2015 | R0MUWSFPU8MPRO8K5P83 | |||||
Size Indicator | |||||||
Section 2 - Total Exposures | GSIB | Amount in thousand EUR | |||||
a. Derivatives | 2.a.(1) | ||||||
(1) | Counterparty exposure of derivatives contracts | 1012 | 58 593 203 | ||||
(2) | Effective notional amount of written credit derivatives | 1201 | 23 067 407 | 2.a.(2) | |||
(3) | Potential future exposure of derivative contracts | 1018 | 131 940 864 | 2.a.(3) | |||
b. Securities financing transactions (SFTs) | 2.b.(1) | ||||||
(1) | Adjusted gross value of SFTs | 1013 | 221 744 848 | ||||
(2) | Counterparty exposure of SFTs | 1014 | 21 586 038 | 2.b.(2) | |||
c. Other assets | 1015 | 1 696 909 592 | 2.c. | ||||
d. Gross notional amount of off‐balance sheet items | 2.d.(1) | ||||||
(1) | Items subject to a 10% credit conversion factor (CCF) | 1019 | 53 722 519 | ||||
(2) | Items subject to a 20% CCF | 1022 | 123 571 129 | 2.d.(2) | |||
(3) | Items subject to a 40% CCF | 2300 | 0 | 2.d.(3) | |||
(4) | Items subject to a 50% CCF | 1023 | 286 723 722 | 2.d.(4) | |||
(5) | Items subject to a 100% CCF | 1024 | 33 577 470 | 2.d.(5) | |||
e. Regulatory adjustments | 1031 | 14 367 621 | 2.e. | ||||
f. Total exposures prior to regulatory adjustments (sum of items 2.a.(1) through 2.c, 0.1 times 2.d.(1), 0.2 times 2.d.(2), 0.4 | |||||||
times 2.d.(3), 0.5 times 2.d.(4), and 2.d.(5)) | 1103 | 2 360 867 761 | 2.f. | ||||
g. Exposures of insurance subsidiaries not included in 2.f net of intragroup: | 2.g.(1) | ||||||
(1) | On‐balance sheet and off‐balance sheet assets of insurance subsidiaries | 1701 | 261 883 992 | ||||
(2) | Potential future exposure of derivatives contracts of insurance subsidiaries | 1205 | 239 343 | 2.g.(2) | |||
(3) | Investment value in consolidated entities | 1208 | 3 789 000 | 2.g.(3) | |||
h. Intragroup exposures included in 2.f to insurance subsidiaries reported in 2.g | 2101 | 10 478 000 | 2.h. | ||||
i. Total exposures indicator, including insurance subsidiaries (sum of items 2.f, 2.g.(1) through 2.g.(2) minus 2.g.(3) through | |||||||
2.h) | 1117 | 2 608 724 097 | 2.i. | ||||
Interconnectedness Indicators | |||||||
Section 3 - Intra-Financial System Assets | GSIB | Amount in thousand EUR | 3.a. | ||||
a. Funds deposited with or lent to other financial institutions | 1216 | 61 250 720 | |||||
(1) | Certificates of deposit | 2102 | 0 | 3.a.(1) | |||
b. Unused portion of committed lines extended to other financial institutions | 1217 | 31 365 893 | 3.b. | ||||
c. Holdings of securities issued by other financial institutions | 3.c.(1) | ||||||
(1) | Secured debt securities | 2103 | 0 | ||||
(2) | Senior unsecured debt securities | 2104 | 46 598 487 | 3.c.(2) | |||
(3) | Subordinated debt securities | 2105 | 4 770 717 | 3.c.(3) | |||
(4) | Commercial paper | 2106 | 0 | 3.c.(4) | |||
(5) | Equity securities | 2107 | 146 780 659 | 3.c.(5) | |||
(6) | Offsetting short positions in relation to the specific equity securities included in | item 3.c.(5) | 2108 | 3 720 889 | 3.c.(6) | ||
d. Net positive current exposure of SFTs with other financial institutions | 1219 | 17 412 716 | 3.d. | ||||
e. OTC derivatives with other financial institutions that have a net positive fair value | 3.e.(1) | ||||||
(1) | Net positive fair value | 2109 | 12 752 030 | ||||
(2) | Potential future exposure | 2110 | 42 526 084 | 3.e.(2) | |||
f. Intra‐financial system assets indicator, including insurance subsidiaries (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), | |||||||
and 3.e.(2), minus 3.c.(6)) | 1215 | 359 736 418 | 3.f. | ||||
Section 4 - Intra-Financial System Liabilities | GSIB | Amount in thousand EUR | |||||
a. Funds deposited by or borrowed from other financial institutions | 4.a.(1) | ||||||
(1) | Deposits due to depository institutions | 2111 | 35 807 341 | ||||
(2) | Deposits due to non‐depository financial institutions | 2112 | 161 425 656 | 4.a.(2) | |||
(3) | Loans obtained from other financial institutions | 2113 | 0 | 4.a.(3) | |||
b. Unused portion of committed lines obtained from other financial institutions | 1223 | 1 015 733 | 4.b. | ||||
c. Net negative current exposure of SFTs with other financial institutions | 1224 | 16 221 040 | 4.c. | ||||
d. OTC derivatives with other financial institutions that have a net negative fair value | 4.d.(1) | ||||||
(1) | Net negative fair value | 2114 | 14 668 101 | ||||
(2) | Potential future exposure | 2115 | 42 526 084 | 4.d.(2) | |||
e. Intra‐financial system liabilities indicator, including insurance subsidiaries (sum of items 4.a.(1) through 4.d.(2)) | 1221 | 271 663 954 | 4.e. | ||||
Section 5 - Securities Outstanding | GSIB | Amount in thousand EUR | 5.a. | ||||
a. Secured debt securities | 2116 | 8 779 000 | |||||
b. Senior unsecured debt securities | 2117 | 140 700 960 | 5.b. | ||||
c. Subordinated debt securities | 2118 | 39 028 959 | 5.c. | ||||
d. Commercial paper | 2119 | 19 953 316 | 5.d. | ||||
e. Certificates of deposit | 2120 | 97 042 433 | 5.e. | ||||
f. Common equity | 2121 | 71 821 000 | 5.f. | ||||
g. Preferred shares and any other forms of subordinated funding not captured in item 5.c. | 2122 | 0 | 5.g. | ||||
h. Securities outstanding indicator, including the securities issued by insurance subsidiaries (sum of items 5.a through 5.g) | 1226 | 377 325 668 | 5.h. | ||||
Substitutability/Financial Institution Infrastructure Indicators | |||||||
Section 6 - Payments made in the reporting year (excluding intragroup payments) | GSIB | Amount in thousand EUR | 6.a. | ||||
a. Australian dollars (AUD) | 1061 | 1 418 380 430 | |||||
b. Canadian dollars (CAD) | 1063 | 1 349 224 933 | 6.b. | ||||
c. Swiss francs (CHF) | 1064 | 1 692 157 557 | 6.c. | ||||
d. Chinese yuan (CNY) | 1065 | 2 284 223 330 | 6.d. | ||||
e. Euros (EUR) | 1066 | 15 981 424 616 | 6.e. | ||||
f. British pounds (GBP) | 1067 | 3 162 963 379 | 6.f. | ||||
g. Hong Kong dollars (HKD) | 1068 | 1 653 517 617 | 6.g. | ||||
h. Indian rupee (INR) | 1069 | 91 178 529 | 6.h. | ||||
i. Japanese yen (JPY) | 1070 | 4 332 725 271 | 6.i. | ||||
j. Swedish krona (SEK) | 1071 | 471 546 763 | 6.j. | ||||
k. Singapore dollar (SGD) | 2133 | 527 465 349 | 6.k. | ||||
l. United States dollars (USD) | 1072 | 21 490 219 251 | 6.l. |
m. Payments activity indicator (sum of items 6.a through 6.l) | 1073 | 54 455 027 024 | 6.m. | |||
Section 7 - Assets Under Custody | GSIB | Amount in thousand EUR | 7.a. | |||
a. Assets under custody indicator | 1074 | 6 482 818 353 | ||||
Section 8 - Underwritten Transactions in Debt and Equity Markets | GSIB | Amount in thousand EUR | 8.a. | |||
a. Equity underwriting activity | 1075 | 7 530 618 | ||||
b. Debt underwriting activity | 1076 | 207 175 258 | 8.b. | |||
c. Underwriting activity indicator (sum of items 8.a and 8.b) | 1077 | 214 705 876 | 8.c. | |||
Section 9 - Trading Volume | GSIB | Amount in thousand EUR | 9.a. | |||
a. Trading volume of securities issued by other public sector entities, excluding intragroup transactions | 2123 | 246 368 508 | ||||
b. Trading volume of other fixed income securities, excluding | intragroup transactions | 2124 | 1 390 434 577 | 9.b. | ||
c. Trading volume fixed income sub‐indicator (sum of items | 9.a and 9.b) | 2125 | 1 636 803 085 | 9.c. | ||
d. Trading volume of listed equities, excluding intragroup | transactions | 2126 | 2 271 244 477 | 9.d. | ||
e. Trading volume of all other securities, excluding intragroup | transactions | 2127 | 856 317 286 | 9.e. | ||
f. Trading volume equities and other securities sub‐indicator | (sum of items 9.d and 9.e) | 2128 | 3 127 561 763 | 9.f. | ||
Complexity indicators | ||||||
Section 10 - Notional Amount of Over-the-Counter (OTC) Derivatives | GSIB | Amount in thousand EUR | 10.a. | |||
a. OTC derivatives cleared through a central counterparty | 2129 | 12 824 760 188 | ||||
b. OTC derivatives settled bilaterally | 1905 | 17 671 819 309 | 10.b. | |||
c. Notional amount of over‐the‐counter (OTC) derivatives | indicator, including insurance subsidiaries (sum of items 10.a and | |||||
10.b) | 1227 | 30 496 579 497 | 10.c. | |||
Section 11 - Trading and Available-for-Sale Securities | GSIB | Amount in thousand EUR | 11.a. | |||
a. Held‐for‐trading securities (HFT) | 1081 | 212 126 927 | ||||
b. Available‐for‐sale securities (AFS) | 1082 | 55 241 735 | 11.b. | |||
c. Trading and AFS securities that meet the definition of Level 1 assets | 1083 | 150 972 828 | 11.c. | |||
d. Trading and AFS securities that meet the definition of Level 2 assets, with haircuts | 1084 | 28 342 086 | 11.d. | |||
e. Trading and AFS securities indicator (sum of items 11.a and 11.b, minus the sum of | 11.c and 11.d) | 1085 | 88 053 747 | 11.e. | ||
Section 12 - Level 3 Assets | GSIB | Amount in thousand EUR | 12.a | |||
a. Level 3 assets indicator, including insurance subsidiaries | 1229 | 30 584 132 | ||||
Cross-Jurisdictional Activity Indicators | ||||||
Section 13 - Cross-Jurisdictional Claims | GSIB | Amount in thousand EUR | 13.a. | |||
a. Total foreign claims on an ultimate risk basis | 1087 | 1 275 190 118 | ||||
b. Foreign derivative claims on an ultimate risk basis | 1146 | 73 011 319 | 13.b. | |||
c. Cross‐jurisdictional claims indicator (sum of items 13.a and 13.b) | 2130 | 1 348 201 437 | 13.c. | |||
Section 14 - Cross-Jurisdictional Liabilities | GSIB | Amount in thousand EUR | 14.a. | |||
a. Foreign liabilities on an immediate risk basis, excluding derivatives and including local liabilities in local currency | 2131 | 1 132 574 644 | ||||
b. Foreign derivative liabilities on an immediate risk basis | 1149 | 76 154 725 | 14.b. | |||
c. Cross‐jurisdictional liabilities indicator (sum of items 14.a and 14.b) | 1148 | 1 208 729 369 | 14.c. |
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BNP Paribas SA published this content on 30 April 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 30 April 2024 16:06:12 UTC.