BNP Paribas

Regulatory Filings • Apr 30, 2025

Disclosure for G-SIIs indicators as of 31 December 2024

Paris, 30 April 2025

Global systemically important institutions (G-SIIs) indicators for BNP Paribas Group as of 31 December 2024 are presented hereafter according to European Banking Authority (EBA) Implementing Technical Standards.

The Basel Committee on Banking Supervision (BCBS) assesses the systemic importance of banks in a global context.

The measurement approach of the global systemic importance is indicator-based. The methodology is outlined in "Global systemically important banks: updated assessment methodology and the higher loss absorbency requirement"(1) .

The indicators provided hereafter are calculated based on specific instructions by the BCBS and thus may be not directly comparable against other disclosed information. It has to be noted that BCBS instructions are based on the regulatory, not the accounting consolidation scope.

(1) These documents are available athttps://www.bis.org/bcbs/gsib/

General Bank Data
Section 1 - General Information	GSIB	Response
a. General information provided by the relevant supervisory authority:	1001
(1) Country code (2) Bank name	1002	FR BNPParibas	1.a.(1) 1.a.(2)
(3) Reporting date (yyyy‐mm‐dd) (4) Reporting currency	1003 1004	2024‐12‐31 EUR	1.a.(3) 1.a.(4)
(5) Euro conversion rate (6) Submission date (yyyy‐mm‐dd)	1005 1006	2025‐03‐28	1 1.a.(5) 1.a.(6)
b. General Information provided by the reporting institution: (1) Reporting unit	1007		1 000 1.b.(1)
(2) Accounting standard (3) Date of public disclosure (yyyy‐mm‐dd)	1008 1009	IFRS 2025‐04‐30	1.b.(2) 1.b.(3)
(4) Language of public disclosure (5) Web address of public disclosure	1010	English 1011 https://invest.bnpparibas.com/en/conferences-and-publications	1.b.(4) 1.b.(5)
(6) LEI code	2015	R0MUWSFPU8MPRO8K5P83	1.b.(6)
Size Indicator
Section 2 - Total Exposures a. Derivatives	GSIB	Amount in thousand EUR
(1) Counterparty exposure of derivatives contracts (2) Effective notional amount of written credit derivatives	1012 1201	66 125 754 2.a.(1) 28 610 083 2.a.(2)
(3) Potential future exposure of derivative contracts b. Securities financing transactions (SFTs)	1018	155 000 804 2.a.(3)
(1) Adjusted gross value of SFTs (2) Counterparty exposure of SFTs	1013 1014	222 577 140 2.b.(1) 23 512 567 2.b.(2)
c. Other assets d. Gross notional amount of off‐balance sheet items	1015	1 760 379 095 2.c.
(1) Items subject to a 10% credit conversion factor (CCF) (2) Items subject to a 20% CCF	1019 1022	54 201 350 2.d.(1) 132 965 299 2.d.(2)
(3) Items subject to a 40% CCF (4) Items subject to a 50% CCF	2300 1023	297 316 136 2.d.(4)	0 2.d.(3)
(5) Items subject to a 100% CCF e. Regulatory adjustments	1024	42 044 039 2.d.(5) 14 586 724 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	1031
2.d.(3), 0.5 times 2.d.(4), and 2.d.(5)) g. Exposures of insurance subsidiaries not included in 2.f net of intragroup:	1103	2 478 920 744 2.f.
(1) On‐balance sheet and off‐balance sheet assets of insurance subsidiaries (2) Potential future exposure of derivatives contracts of insurance subsidiaries	1701 1205	292 955 312 2.g.(1)	177 059 2.g.(2)
(3) Investment value in consolidated entities h. Intragroup exposures included in 2.f to insurance subsidiaries reported in 2.g	1208 2101	4 422 000 2.g.(3) 13 790 000 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	2 753 841 115 2.i.
Interconnectedness Indicators
Section 3 - Intra-Financial System Assets a. Funds deposited with or lent to other financial institutions	GSIB 1216	Amount in thousand EUR 85 144 799 3.a.
(1) Certificates of deposit b. Unused portion of committed lines extended to other financial institutions	2102 1217	39 524 157 3.b.	0 3.a.(1)
c. Holdings of securities issued by other financial institutions (1) Secured debt securities	2103		0 3.c.(1)
(2) Senior unsecured debt securities (3) Subordinated debt securities	2104 2105	54 000 796 3.c.(2) 6 366 965 3.c.(3)
(4) Commercial paper (5) Equity securities	2106 2107	168 473 850 3.c.(5)	0 3.c.(4)
(6) Offsetting short positions in relation to the specific equity securities included in item 3.c.(5) d. Net positive current exposure of SFTs with other financial institutions	2108 1219	2 703 625 3.c.(6) 19 495 936 3.d.
e. OTC derivatives with other financial institutions that have a net positive fair value (1) Net positive fair value	2109	11 415 772 3.e.(1)
(2) Potential future exposure 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))	2110	48 540 088 3.e.(2) 430 258 737 3.f.
	1215
Section 4 - Intra-Financial System Liabilities a. Funds deposited by or borrowed from other financial institutions	GSIB	Amount in thousand EUR
(1) Deposits due to depository institutions (2) Deposits due to non‐depository financial institutions	2111 2112	35 600 562 4.a.(1) 173 115 452 4.a.(2)
(3) Loans obtained from other financial institutions b. Unused portion of committed lines obtained from other financial institutions	2113 1223	1 564 132 4.b.	0 4.a.(3)
c. Net negative current exposure of SFTs with other financial institutions d. OTC derivatives with other financial institutions that have a net negative fair value	1224	12 258 584 4.c.
(1) Net negative fair value (2) Potential future exposure e. Intra‐financial system liabilities indicator, including insurance subsidiaries (sum of items 4.a.(1) through 4.d.(2))	2114 2115 1221	10 819 164 4.d.(1) 48 540 088 4.d.(2) 281 897 981 4.e.
Section 5 - Securities Outstanding	GSIB	Amount in thousand EUR
a. Secured debt securities b. Senior unsecured debt securities	2116 2117	7 447 211 5.a. 165 527 677 5.b.
c. Subordinated debt securities d. Commercial paper	2118 2119	44 838 764 5.c. 23 596 474 5.d.
e. Certificates of deposit f. Common equity	2120 2121	108 602 935 5.e. 66 966 608 5.f.
g. Preferred shares and any other forms of subordinated funding not captured in item 5.c. h. Securities outstanding indicator, including the securities issued by insurance subsidiaries (sum of items 5.a through 5.g)	2122 1226	416 979 669 5.h.	0 5.g.
Substitutability/Financial Institution Infrastructure Indicators
Section 6 - Payments made in the reporting year (excluding intragroup payments)	GSIB	Amount in thousand EUR
a. Australian dollars (AUD) b. Canadian dollars (CAD)	1061 1063	1 854 925 972 6.a. 1 394 593 935 6.b.
c. Swiss francs (CHF) d. Chinese yuan (CNY)	1064 1065	1 886 336 776 6.c. 2 936 760 815 6.d.
e. Euros (EUR) f. British pounds (GBP)	1066 1067	15 994 901 911 6.e. 2 930 406 733 6.f.
g. Hong Kong dollars (HKD) h. Indian rupee (INR)	1068 1069	1 789 661 961 6.g. 70 140 397 6.h.
i. Japanese yen (JPY) j. Swedish krona (SEK)	1070 1071	5 275 792 436 6.i. 590 782 835 6.j.
k. Singapore dollar (SGD) l. United States dollars (USD)	2133 1072	626 725 991 6.k. 21 015 804 284 6.l.
m. Payments activity indicator (sum of items 6.a through 6.l)	1073	56 366 834 045 6.m.
Section 7 - Assets Under Custody a. Assets under custody indicator	GSIB 1074	Amount in thousand EUR 6 983 498 035 7.a.
Section 8 - Underwritten Transactions in Debt and Equity Markets a. Equity underwriting activity	GSIB 1075	Amount in thousand EUR 8 612 944 8.a.
b. Debt underwriting activity c. Underwriting activity indicator (sum of items 8.a and 8.b)	1076 1077	280 818 000 8.b. 289 430 944 8.c.
Section 9 - Trading Volume	GSIB	Amount in thousand EUR
a. Trading volume of securities issued by other public sector entities, excluding intragroup transactions b. Trading volume of other fixed income securities, excluding intragroup transactions	2123 2124	274 184 964 9.a. 1 612 585 762 9.b.
c. Trading volume fixed income sub‐indicator (sum of items 9.a and 9.b) d. Trading volume of listed equities, excluding intragroup transactions	2125 2126	1 886 770 725 9.c. 4 248 166 125 9.d.
e. Trading volume of all other securities, excluding intragroup transactions f. Trading volume equities and other securities sub‐indicator (sum of items 9.d and 9.e)	2127 2128	164 629 183 9.e. 4 412 795 308 9.f.
Complexity indicators
Section 10 - Notional Amount of Over-the-Counter (OTC) Derivatives a. OTC derivatives cleared through a central counterparty	GSIB 2129	Amount in thousand EUR 14 106 971 232 10.a.
b. OTC derivatives settled bilaterally c. Notional amount of over‐the‐counter (OTC) derivatives indicator, including insurance subsidiaries (sum of items 10.a and 10.b)	1905	19 437 029 184 10.b.
	1227	33 544 000 416 10.c.
Section 11 - Trading and Available-for-Sale Securities a. Held‐for‐trading securities (HFT)	GSIB 1081	Amount in thousand EUR 267 919 674 11.a.
b. Available‐for‐sale securities (AFS) c. Trading and AFS securities that meet the definition of Level 1 assets	1082 1083	76 484 244 11.b. 171 078 717 11.c.
d. Trading and AFS securities that meet the definition of Level 2 assets, with haircuts e. Trading and AFS securities indicator (sum of items 11.a and 11.b, minus the sum of 11.c and 11.d)	1084 1085	49 212 092 11.d. 124 113 108 11.e.
Section 12 - Level 3 Assets	GSIB	Amount in thousand EUR
a. Level 3 assets indicator, including insurance subsidiaries	1229	33 814 912 12.a
Cross-Jurisdictional Activity Indicators
Section 13 - Cross-Jurisdictional Claims a. Total foreign claims on an ultimate risk basis b. Foreign derivative claims on an ultimate risk basis	GSIB 1087 1146	Amount in thousand EUR 1 375 823 904 13.a. 77 414 567 13.b.
	2130	1 453 238 471 13.c.

End-2024 G-SIB Assessment Exercise

Section 14 - Cross-Jurisdictional Liabilities GSIB Amount in thousand EUR

a. Foreign liabilities on an immediate risk basis, excluding derivatives and including local liabilities in local currency 2131 1 182 320 115 14.a. b. Foreign derivative liabilities on an immediate risk basis 1149 80 072 844 14.b. c. Cross‐jurisdictional liabilities indicator (sum of items 14.a and 14.b) 1148 1 262 392 959 14.c.

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