#1THIRD QUARTER 2022 RESULTS 3 November 2022 BNP PARIBAS The bank for a changing world#2Disclaimer The figures included in this presentation are unaudited. This presentation includes forward-looking statements based on current beliefs and expectations about future events. Forward-looking statements include financial projections and estimates and their underlying assumptions, statements regarding plans, objectives and expectations with respect to future events, operations, products and services, and statements regarding future performance and synergies. Forward-looking statements are not guarantees of future performance and are subject to inherent risks, uncertainties and assumptions about BNP Paribas and its subsidiaries and investments, developments of BNP Paribas and its subsidiaries, banking industry trends, future capital expenditures and acquisitions, changes in economic conditions globally, in particular in the context of the Covid-19 pandemic, or in BNP Paribas' principal local markets, the competitive market and regulatory factors. Those events are uncertain; their outcome may differ from current expectations which may in turn significantly affect expected results. Actual results may differ materially from those projected or implied in these forward-looking statements. Any forward-looking statement contained in this presentation speaks as of the date of this presentation. BNP Paribas undertakes no obligation to publicly revise or update any forward-looking statements in light of new information or future events. It should be recalled in this regard that the Supervisory Review and Evaluation Process is carried ort each year by the European Central Bank, which can modify each year its capital adequacy ratio requirements for BNP Paribas. The information contained in this presentation as it relates to parties other than BNP Paribas or derived from external sources has not been independently verified and no representation or warranty expressed or implied is made as to, and no reliance should be placed on, the fairness, accuracy, completeness or correctness of the information or opinions contained herein. Neither BNP Paribas nor its representatives shall have any liability whatsoever in negligence or otherwise for any loss however arising from any use of this presentation or its contents or otherwise arising in connection with this presentation or any other information or material discussed. The sum of values contained in the tables and analyses may differ slightly from the total reported due to rounding. Photo credits (cover page): Getty Images Opiranka, Adobe Stock © VOJTa Herout, Adobe Stock © Maria_Savenko, Adobe Stock © pikselstock Unless otherwise mentioned, the financial information and items contained in this announcement include the activity related to BancWest reflecting an operational view. Such financial information and items therefore do not reflect the effects produced by applying IFRS 5, which pertains to non-current assets and liabilities held for sale. The press release pertaining to the 3Q22 and 9M22 results includes in appendix a reconciliation between the operational view presented without applying IFRS 5 and the consolidated financial statements based on an application of IFRS 5. BNP PARIBAS The bank for a changing world Third quarter 2022 results | 2#33Q22: A solid performance Revenue growth, positive jaws effect and prudent risk management Strong growth in revenues, supported by all divisions Strong increase in Corporate & Institutional Banking (+5.9%) • Solid growth in Commercial, Personal Banking & Services¹ (+9.6%) Strong rise in Investment & Protection Services (+8.9%) Positive jaws effect (+2.0 points) Prudent, proactive and long-term risk management reflected in low cost of risk Revenues: +8.0% vs. 3Q21 Operating expenses: +6.0% vs. 3Q21 (at constant scope and exchange rates) Revenues: +4.9% vs. 3Q21 Operating expenses: +2.8% vs. 3Q21 Underlying cost of risk³ 31 bps4 Very good level of net income5 Robust balance sheet Increase in profitability (ROTE²: 11.4%) Net income5 3Q22: €2,761m (+10.3% vs. 3Q21) CET1 ratio: 12.1%6 1. Including 100% of Private Banking in Commercial & Personal Banking (including PEL/CEL effects in France); 2. Return on tangible equity non revaluated, see slide 81; 3. Excl. the exceptional impact of the "Act on assistance to borrowers" in Poland accounted in cost of risk, 39 bps including this impact; 4. Cost of risk/ customer loans outstanding at the beginning of the period; BNP PARIBAS The bank for a changing world 5. Group share; 6. See slide 15 Third quarter 2022 results | 3#4Solid 3Q22 results driven by the strength of BNP Paribas' model Strong growth in results Balanced and diversified performance € €bn CAGR: +4.1% +8.0% 12.3 11.4 10.9 10.9 3Q19 3Q20 3Q21 3Q22 3Q22 pre-tax income of divisions¹ CIB Commercial & 33% 30% Personal Banking cpbs 15% 21% iPS Specialised Businesses Strong operational performance Operating expenses Forex +2.7% Scope +0.6% Inflation Organic growth +2.7% +2.1% -2.1% Other (o/w recurring savings) Jaws effect (3Q22): +2.0 pts • CIB: +1.4 pts CPBS2: +2.6 pts • IPS: +4.2 pts 3Q21 3Q22 1. As a % of pre-tax income of operating divisions, including 2/3 of Private Banking in Commercial & Personal Banking; 2. Including 100% of Private Banking (including PEL/CEL effects in France) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 4#5A potential for growth strengthened within BNP Paribas' diversified and integrated model Acceleration in organic growth Targeted investments (technologies & innovative business models) Bolt-on acquisitions in value-added businesses Achievements as soon as 2022 consolidating the integrated and diversified model Equities (prime brokerage and Exane - CIB), Buy Now Pay Later and e-commerce (Floa - CPBS), automated currency risk management (Kantox - CPBS and CIB) Private debt (Dynamic Credit Group - Asset Management), long-term leasing (Terberg Business Lease Group in the Netherlands - Arval), auto loans (partnerships with Stellantis and Jaguar Land Rover - Personal Finance) Consolidation of bpost bank and addition of a distribution channel (CPBB) | Objective of >€1.4bn in annual revenues generated in 2022 by these acquisitions and partnerships Objective of ~€2.0bn on a full year basis with their ramp up Supported by the capital to be released with the sale of Bank of the West (~€11bn / ~170bps)1 Redeployment of ~€7bn (~110bps)1 within the diversified and integrated model Extraordinary distribution in the form of share buybacks to neutralise the expected dilution (~€4bn)1 Accompanied by the positive impact of higher interest rates >€+2.0bn Increase on the interest income by 2025 vs. the assumptions of the GTS 2025 plan 1. Upon customary conditions precedent; preliminary estimates; see press release of 20 December 2021 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 5#6A high-quality risk profile Long-term, prudent and proactive risk management Prudent approach: CoR / GOI ratio among the lowest in Europe¹ Proactive and long-term management reflected in a low cost of risk 2008-2021 average 31% 41% 42% 44% 44% 46% in bps/customer loans outstanding 73% 66 63% 58 59 57 54 46 39 39 -40 35 34 31 Peer7 Peer6 Peer5 Peer4 Peer3 Peer2 Peer1 BNPP 2012 2013 2014 2015 2016 2017 2018 2019 2020 20219M22 2022-2025 Stages 1&2 provisions in 2020 guidance High level of coverage and prudence +€710m in ex-ante provisioning of expected losses (stages 1 & 2) in 9M22² in relation to the indirect effects of the invasion of Ukraine and higher inflation and interest rates 73.1% coverage ratio on non-performing loans (stage 3)³ 1. Sources: publications of euro zone banks: BBVA, Crédit Agricole SA, Deutsche Bank, Intesa SP, Santander, Société Générale, UniCredit; 2. +€511m in 2Q22 and +€199m in 3Q22; 3. See slide 82 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 6#7GROUP RESULTS DIVISION RESULTS CONCLUSION 9M22 & 3Q22 DETAILED RESULTS APPENDICES BNP PARIBAS#83Q22 Main exceptional items - Negative total exceptional items this quarter Exceptional items 3Q22 3Q21 Operating expenses • Restructuring costs and adaptation costs (Corporate Centre) IT reinforcement costs (Corporate Centre) Total exceptional operating expenses -€32m -€20m -€97m -€42m -€129m -€62m Cost of risk • Impact of the "Act on assistance to borrowers" in Poland (Corporate Centre) -€204m Total exceptional cost of risk -€204m Other non-operating items Capital gain on the sale of Allfunds shares¹ (Corporate Centre) • Goodwill impairments (Corporate Centre) Total exceptional other non-operating items +€144m -€149m -€5m Total exceptional items (pre-tax) Total exceptional items (after tax)² BNP PARIBAS The bank for a changing world -€333m -€67m -€259m -€92m 1. Disposal of 1.97% stake in Allfunds; 2. Group share Third quarter 2022 results | 8#93Q22 - Consolidated Group 3Q22 vs. 3Q22 vs. 3Q21 3Q22 3Q21 3Q21 Revenues €12,311m €11,398m +8.0% +4.9% At constant scope & exchange rates 3Q22 vs. 3Q21 Operating divisions +8.3% Operating expenses -€7,857m -€7,412m +6.0% +2.8% +5.9% Gross operating income €4,454m €3,986m +11.7% +8.9% +12.6% Cost of risk -€947m -€706m +34.1% +30.4% +22.6% Operating income €3,507m €3,280m +6.9% +4.5% +10.7% Non-operating items €227m €170m +33.5% na -4.4% Pre-tax income €3,734m €3,450m +8.2% +10.0% +9.8% Net income, Group share €2,761m €2,503m +10.3% Net income, Group share excluding exceptional items¹ €3,020m €2,595m +16.4% Return on tangible equity (ROTE)²: 11.4% Earnings Per Share (EPS)³: €6.19 (+12.8% vs. 9M21) 1. See slide 8; 2. Not revaluated, see detailed calculation on slide 81; 3. See detailed calculation on slide 79 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 9#103Q22 Revenues - Growth in revenues in all divisions CIB cpbs IPS Corporate & Institutional Banking Commercial, Personal Banking & Services¹ Investment & Protection Services Operating divisions +5.9% +2.0% +9.6% +6.9% +8.9% +7.1% +8.3% +5.3% at constant scope & exchange rates Commercial & Personal Banking1 at constant scope & exchange rates at constant scope & exchange rates at constant scope & exchange rates +7.2% Specialised Businesses 4,694 3,799 4,379 +14.7% 3Q21 3,588 2,106 2,416 1,498 1,632 3Q22 €m CIB: strong increase driven by the very good performance at Global Markets and Securities Services – good resilience of Global Banking in an unfavourable market CPBS: solid growth in Commercial & Personal Banking with marked increases in France (+6.0%¹), Luxembourg (+8.4%¹) and outside the euro zone (+21.9%¹) - very solid growth in Specialised Businesses IPS: strong rise in a very unfavourable market context, driven mainly by the increase in Insurance (+7.2%) and Wealth Management (+9.1%) 1. Including 100% of Private Banking in Commercial & Personal Banking (including PEL/CEL effects in France) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 10#113Q22 Operating expenses - Positive jaws effect in all divisions. CIB cpbs iPS Corporate & Institutional Banking +4.5% at constant scope & exchange rates Commercial, Personal Banking & Services¹ Investment & Protection Operating divisions Services -0.2% +7.0% Commercial & Personal Banking1 +4.5% +4.8% +2.9% +5.9% +2.8% at constant scope & exchange rates at constant scope & exchange rates at constant scope & exchange rates +6.5% Specialised Businesses 3,151 2,959 +8.4% 2,243 2,343 1,087 1,179 1,038 1,087 3Q21 3Q22 €m - CIB: stability of operating expenses excluding exchange rates impact – positive jaws effect (+1.4 pts) CPBS: increase in operating expenses with the growth in business activity and scope impacts in Commercial & Personal Banking and Specialised Businesses - positive jaws effect (+2.6 pts¹) IPS: increase in operating expenses supporting business development and targeted initiatives very positive jaws effect (+4.2 pts) BNP PARIBAS The bank for a changing world 1. Including 100% of Private Banking in Commercial & Personal Banking Third quarter 2022 results | 11#12Cost of risk (1/3) Cost of risk/Customer loans outstanding at the beginning of the period (in annualised bps) Group 66 39 42 38 34 32 32 23 23 20 20 33 311 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 CIB Global Banking - 80 51 15 13 17 6 20 20 26 Cost of risk: €947m (+€158m vs. 2Q22; +€241m vs. 3Q21) €743m (-€46m vs. 2Q22; +€37m vs. 3Q21) excluding the exceptional impact due to the "Act on assistance to borrowers" in Poland (€204m) in 3Q22 Cost of risk at a low level Driven by low provisions on non-performing loans (stage 3) as well as provisions on performing loans² 3Q21 reminder: moderate releases of provisions on performing loans² -5 -18 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 Cost of risk: €116m (+€31m vs. 2Q22; +€92m vs. 3Q21) Cost of risk at a low level Release of provisions on non-performing loans (stage 3) offset by provisions on performing loans² 1Q22 reminder: release of provisions on performing loans² 1. Excluding the exceptional impact of the "Act on assistance to borrowers" in Poland, 39 bps including this impact; 2. Stages 1 & 2 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 12#13Cost of risk (2/3) Cost of risk/Customer loans outstanding at the beginning of the period (in annualised bps) CPBF1 17 25 21 24 19 21 19 15 17 12 18 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 BNL bc1 64 69 62 56 54 67 71 63 55 57 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 CPBB1 5 19 8 16 15 15 12 5 5 -9 -6 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 BNP PARIBAS Cost of risk: €102m (+€38m vs. 2Q22; -€14m vs. 3Q21) Cost of risk at a low level Cost of risk: €114m (+€4m vs. 2Q22; -€16m vs. 3Q21) Low cost of risk and lower provisions on non-performing loans (stage 3) Cost of risk: €17m (stable vs. 2Q22; -€19m vs. 3Q21) Cost of risk at a very low level 1. Including 100% of Private Banking The bank for a changing world Third quarter 2022 results | 13#14Cost of risk (3/3) Cost of risk/Customer loans outstanding at the beginning of the period (in annualised bps) Personal Finance 212 145 141 138 147 150 130 134 129 139 III Cost of risk: €336m (+€27m vs. 2Q22; +€33m vs. 3Q21) Low cost of risk 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 Europe-Mediterranean¹ 111 98 65 39 42 34 43 53 59 58 17 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 BancWest¹ 58 27 23 = 34 7 -9 -5 -19 -20 2019 2020 2021 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 -153 BNP PARIBAS • Cost of risk: €55m (+€7m vs. 2Q22; +€40m vs. 3Q21) Low cost of risk and lower provisions on non-performing loans (stage 3) 3Q21 reminder: releases of provisions on performing loans² Cost of risk: €49m (+€19m vs. 2Q22; +€72m vs. 3Q21) Cost of risk at a low level 3Q21 and 1Q22 reminder: release of provisions² related to the public-health crisis The bank for a changing world 1. Including 100% of Private Banking; 2. Stages 1 & 2 Third quarter 2022 results | 14#15A very solid financial structure CET1 ratio: 12.1%1 as at 30.09.22 (-10 bps since 30.06.22) CET1 ratio • 3Q22 results after taking into account a 60% pay-out ratio net of organic growth in risk-weighted assets: +10 bps Foreign-exchange effect: -10 bps 12.2% 12.1% Impact on Other Comprehensive Income (OCI) of market prices as at 30.09.22: -10 bps • Overall limited impact of other effects on the ratio Reminder: impacts since 31.12.21 • Effect of the acceleration in growth: -20 bps Impact on Other Comprehensive Income (OCI) of market prices: -30 bps Impacts from the updating of models and regulations²: -30 bps 30.06.22 30.09.22 Leverage ratio³: 3.9% as at 30.09.22 Liquidity reserve (€bn)4 Immediately available liquidity reserve: €441bn4 (€450bn as at 30.06.22): Room to manoeuvre > 1 year in terms of wholesale funding 450 441 Liquidity Coverage Ratio: 131% as at 30.09.22 30.06.22 30.09.22 1. CRD4; including IFRS9 transitional arrangements; see slide 83; 2. In particular IRB Repair and application of the new regulation on currency risk in structural positions and including the effects of the hyperinflation situation in Turkey; 3. Calculated in accordance with Regulation (EU) 2019/876; 4. Liquid market assets or eligible assets in central banks (counterbalancing capacity), taking into account prudential standards, notably US standards, minus intra-day payment system needs. BNP PARIBAS The bank for a changing world Third quarter 2022 results | 15#16Continuous and strong value creation throughout the cycle Steady increase in tangible equity per share: €79.3 +€2.5 (+3.3%) vs. 30.09.21 € 2008-3Q22 CAGR1: +5.0% 88.0 89.1 82.3 79.0 73.9 75.1 74.7 9,4 9.8 70.9 9.1 63.1 65.0 66.6 9.3 78.7 79.3 55.6 57.1 10.7 51.9 45.7 11.1 11.5 11.7 45.4 52.4 10.7 10.0 10.9 55.0 55.7 65.1 63.3 10.6 10.0 9.9 69.7 73.2 64.8 60.2 13.7 44.1 40.8 32.0 CAGR²: +6.8% 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 Net tangible book value per share 3Q22 1. Of net book value per share; 2. Of net tangible book value per share for the 2008-3Q22 period BNP PARIBAS The bank for a changing world Third quarter 2022 results | 16#17An ambitious policy of engaging with society Engaging with our clients to support them in their transition Award for the best net-zero progression of the year in EMEA (Europe, Middle East, Africa) Environmental Finance COMPANY Awards 2022 Winner Net zero progression of the year-EMEA This award recognises the commitment made by the Group and its businesses to support their clients in their transition towards carbon neutrality As part of NZBA1, the Group in May 2022 released objectives for reducing the intensity of financed carbon emissions by 2025 in the three most heavily emitting sectors: electricity generation, oil & gas (upstream production activities and refining), and car manufacturers Scaling up our engagements around five priority pillars Sustainable Savings, Investments and Financing Transition towards carbon neutrality Announcement of carbon footprint reduction objective and allocation target of €800m in investments in environmental themes by BNP Paribas Cardif, as a member of NZAOA² A new bank offering by the joint-venture Dreams Sustainable: optimisation of savings and reduction of greenhouse gas emissions via everyday spending choices First bond tokenisation³ for an EDF ENR solar energy project First green bond issued by General Motors to develop its electric vehicles platform Global coordinator of Neoen's green convertible bond for the purpose of financing projects for the production and storage of renewable energy (solar and wind) Partnership of BNP Paribas Leasing Solutions with TSG: solutions for electric vehicle charging stations and production of electricity based on solar power 1. Net Zero Banking Alliance; 2. Net Zero Asset Owner Alliance; 3. Issuance of securities in the form of a digital asset issued on the public blockchain BNP PARIBAS The bank for a changing world Third quarter 2022 results | 17#18An ambitious policy of engaging with society Mobilising around five priority pillars. Natural capital & Biodiversity Social inclusion Circular economy LABEL DIVERSITÉ AFNOR CERTIFICATION www.afnor.org LABEL ÉGALITÉ AFNOR CERTIFICATION www.afnor.org Signing by BNP Paribas Asset Management of the Business Coalition for a Global Plastics Treaty, alongside, among others, the Ellen MacArthur Foundation, which aims to put an end to plastic pollution A €5m investment in Le Printemps des Terres, which supports ecosystems via responsible agriculture Investment by the BNP Paribas Solar Impulse Venture Fund in the €15m fundraising by Nature Metrics (which measures biodiversity based on DNA analysis) Making services accessible to the hearing-impaired with a sign-language translation tool available online or at branches, with the option of setting up a meeting in sign-language via the app Booksy (BNP Paribas Polska) Nickel being rolled out into Belgium and Portugal Participation in the €15m fundraising by Phenix, which combats food waste by the BNP Paribas Solar Impulse Venture and BNP Paribas Social Business Impact funds CPBF has partnered with REUSE.LAB, a new incubator of reuse and repair start-ups New BNP Paribas Personal Finance partnerships with Cyclable (bike rentals in France), Swappie and Rehappy (refurbishing model phones in Italy) Launch of two Apollo Circular Economy funds (in January and August 2022), indexed on the performance of circular economy companies and totalling €43.5m in assets under management as of the end of September 2022 Renewal of the Group's distinction as the only bank holding the AFNOR Alliance label, which combines the Diversity and Professional Equality labels. BNP PARIBAS The bank for a changing world Third quarter 2022 results | 18#19A reinforced Internal Control Set-up . • • • An even more solid control and compliance set-up and ongoing efforts in inserting a reinforced compliance culture into daily operations Ongoing improvement of the operating model for combating money laundering and terrorism financing: A standards-based, risk-adjusted approach, with a risk management set-up shared between business lines and Compliance officers (know-your-client, reviewing unusual transactions, etc.) Reinforced Group-level steering with regular reporting to monitoring and supervisory bodies Ongoing reinforcement of set-up for complying with international financial sanctions: " Rigorous and diligent implementation of measures necessary to the enforcement of international sanctions as soon as they are released Broad dissemination of the procedures and intense centralisation, guaranteeing effective and consistent coverage of the surveillance perimeter Continuous optimisation of cross-border transaction filtering tools and screening of relationship databases Ongoing improvement of the anti-corruption framework with increased integration into the Group's operational processes Intensified on-line training programme: compulsory programmes on financial security for all employees (Sanctions & Embargos, Combatting Money Laundering & Terrorism Financing), as well as on combatting corruption, protecting clients' interests, market integrity and all subjects dealt with in the Group's Code of Conduct Ongoing missions of the General Inspection dedicated to ensuring financial security within entities generating USD flows. These successive missions have been conducted since the start of 2015 in the form of 18- month cycles. The first four cycles achieved a steady improvement in processing and audit mechanisms. The fifth cycle was begun last year and is proceeding at a good pace despite public health constraints. It confirms the previous trends and was completed in July 2022. A sixth cycle has been launched based on the same frequencies. The remediation plan agreed as part of the June 2014 comprehensive settlement with the US authorities is now almost completed BNP PARIBAS The bank for a changing world Third quarter 2022 results | 19#20BNP PARIBAS GROUP RESULTS DIVISION RESULTS CONCLUSION 9M22 & 3Q22 DETAILED RESULTS APPENDICES#21Corporate & Institutional Banking - 3Q22 Very good level of results sustained by strong client activity Good business drive, leveraging a diversified and integrated model Financing: good resilience amid decreasing primary markets (syndicated loans, bonds and equities) • • • Markets: strong client demand for derivatives on commodities, and on rates and foreign exchange markets; good level of demand in equities Securities Services: strong business drive and continued high level of transactions Further market share gains Increased market shares and consolidation of European leadership in financing and transaction banking2 Consolidation of leadership on multi-dealer electronic platforms Growth in CIB revenues (1Q19-3Q22) €bn 2019 Average 2020 Average 3.44 2021 Average 4.7 3.59 4.1 3.8 1Q19 3.02 2Q19 GOI³ +8.2% 3Q19 4Q19 1Q20 2Q20 3Q20 4Q20 1Q21 2Q21 3Q21 4Q21 1Q22 2Q22 3Q22 Revenues: €3,799m (+5.9% vs. 3Q21) Operating expenses: €2,343m (+4.5% vs. 3Q21) €m • +2.0% at constant scope and exchange rates • -0.2% at constant scope and exchange rates Good resilience of Global Banking in an unfavourable context (-7.9%) . Increase mainly driven by exchange rate effects • Positive jaws effect (+1.4 pt) 1,346 1,456 3Q21 3Q22 • Very strong rise at Global Markets (+14.7%) Solid increase at Securities Services (+9.9%) Pre-tax income: €1,369m (+2.9% vs. 3Q21) 1. Source: Dealogic as at 30.09.22, EMEA, bookrunner in volume; 2. Source: 2022 Greenwich Leaders European Large Corporate Cash Management and Trade Finance; 3. Gross operating income Third quarter 2022 results | 21 BNP PARIBAS The bank for a changing world#22CIB - Global Banking - 3Q22 Good business drive in an unfavourable context Good resilience of activity sustained by the diversified model Decrease in primary markets: global syndicated loan, bond and equity markets down on the whole by 22%¹ vs. 3Q21 • • Loans (€187bn, +12.1% vs. 3Q212): further increase (+3.1% vs. 2Q222) Deposits (€209bn, +5.8% vs. 3Q212): continued growth (+2.7% vs. 2Q222) Cash management and trade finance: very strong increase in activity in all three regions Continued market share gains • Prudent management and further market share gains, particularly in EMEA financing³ with consolidated leadership positions Market share gains in cash management 4 and trade finance4 in Europe with large corporate clients Revenues sustained at a high level on a receding market €m 1,039 1,282 1,181 1,118 3Q19 3Q20 3Q21 3Q22 Acknowledged European leader Revenues: €1,181m (-7.9% vs. a high base in 3Q21) -13.1% at constant scope and exchange rates Impact of markdowns of unsold positions in leveraged financing syndication Resilient performance by Capital Markets in EMEA (-20.5%) on a very unfavourable market Rankings and market shares in volume terms in 9M225 (%) #1 #1 #1 #1 #1 7.8 7.8 6.8 7.2 7.3 Strong increase in trade finance and cash management (+27.0%) Strong growth in the Asia-Pacific region EMEA EMEA Syndicated Syndicated Loans + Loans DCM + ECM All Bonds EMEA ESG EMEA in € Bonds & Sustainable Loans Finance Bonds 1. Source: Dealogic as at 30.09.22, bookrunner in volume; 2. Average outstandings, change at constant scope and exchange rates; 3. Bookrunner market share in volume on the syndicated loan, bond and equity markets; source: Dealogic as at 30.09.22; 4. Source: 2022 Greenwich Leaders European Large Corporate (cash management in February 2022 and trade finance in September 2022); 5. Bookrunner market share in volume in 9M22, source: Dealogic as at 30.09.22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 22#23CIB Global Markets - 3Q22 Very strong increase in revenues sustained by solid demand Very robust client activity on the whole . • • Fixed income, currencies & commodities: continued very strong client demand for derivatives, driven in particular by reallocation and hedging needs Equity markets: sustained level of activity business in derivatives this quarter; a good level of activity on the whole in prime services, but a less active primary market Primary markets: #1 in euro-denominated bond issuance led globally on a decreasing market1; #1 in sustainable bonds and green bonds issuance in EMEA¹ ◆ Ongoing digitalisation • Consolidation of leadership platforms positions in multi-dealer electronic Agreement to acquire² the fintech Kantox, a plateform for automation of currency risk management for corporates Revenues: €1,986m (+14.7% vs. 3Q21) €m Strong increase in revenues 1,986 1,711 1,731 1,299 466 863 835 384 1,245 915 1,124 896 3Q19 3Q20 3Q21 Equity & Prime Services FICC Ranking on multi-dealer electronic platforms 3Q22 Forex market #1 in NDFs and swaps³ Rates market #1 on € Government bonds4 Credit market +11.6% at constant scope and exchange rates FICC (+25.5%): very good performance in commodity derivatives, rates, foreign exchange and emerging markets; context less favourable on the primary and credit markets Equity & Prime Services (+3.3%7): good level of client activity, particularly in equity derivatives, and good level of contribution from prime services #1 in € bonds issued by financial institutions5 #2 on the whole on € bonds5 Equity derivatives #1 on listed warrants and securities in Europe 1. Source: Dealogic as at 30.09.22; bookrunner in volume; 2. In partnership with CPBS; subject to regulatory approvals; 3. Source: Bloomberg in 9M22; 4. Bloomberg and Tradeweb in 9M22; 5. Source: Bloomberg in 3Q22; 6. In market share in 3Q22; source: aggregated volumes (i) reported by the exchanges and (ii) traded on OTC platforms; 7. Reminder: consolidation of Exane effective 01.07.21 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 23#24CIB - Securities Services - 3Q22 Strong increase in revenues Very good business drive supported by the diversified model . • Sustained sales & marketing development, in particular with new mandates in Europe Increase in transaction volumes: +8.2% vs. 3Q21 Good resilience of assets in an unfavourable market context • • Impact of market decreases on assets as at 30.09.22 partly offset by the implementation of new mandates Average assets down by 8.1% vs. 3Q21 Transaction volumes Settlement & delivery transactions in millions 29 36 24 23 25 26 32 31 29 32 36 33 33 36 36 39 38 1Q19 2Q19 35 3Q19 4Q19 1Q20 2020 3Q20 4Q20 1Q21 2Q21 4Q21 1Q22 2Q22 3Q22 Continued transformation of the operating model Finalisation of the merger with BNP Paribas SA effective on 01.10.22: strengthened operational integration and enhanced client experience Revenues: €632m (+9.9% vs. 3Q21) +7.7% at constant scope and exchange rates Sharp increase in transaction fees and favourable impact of the interest- rate environment Assets under custody (AUC) and under administration (AuA) End of period in €000bn 14.7 12.4 13.1 12.3 10.8 AuC 10.3 2.1 2.5 30.09.20 30.09.21 2.3 30.09.22 AuA BNP PARIBAS The bank for a changing world Third quarter 2022 results | 24#25Commercial, Personal Banking & Services - 3Q22 Strong increase in results and positive jaws effect Good business drive • • • Loans: +8.3% vs. 3Q21, good growth in all businesses, increase in loans to individual and corporates Deposits: +7.1% vs. 3Q21, strong increase across all customer segments Private banking: very strong net asset inflows (+€3.2bn) particularly in France New Digital Businesses: Fast pace of account openings at Nickel (~54,000 per month¹) and ongoing roll-out in Europe with launches in Belgium and Portugal Ongoing digitalisation of uses and processes • ~279 million monthly connexions to the mobile apps² (+24.3% vs. 3Q21) • New technologies: agreement to acquire the fintech Kantox³ (automation of foreign exchange currency risk platform for corporates) in partnership with Global Markets Loans +8.3% €bn 680 628 94 83 146 EM & BancWest 137 Specialised Businesses 407 441 Euro zone C&PB 3Q21 Deposits 3Q22 €bn +7.1% 656 612 111 28 EM & BancWest 118 31 Specialised Businesses 473 508 Euro zone C&PB Revenues: €7,110m (+9.6% vs. 3Q21) • Good performance of Commercial & Personal Banking (+7.2%) • Very strong growth at Specialised Businesses (+14.7%) Operating expenses: €4,330m (+7.0% vs. 3Q21) • +4.5% at constant scope and exchange rates . Positive jaws effect (+2.6 pts) 3Q21 3Q22 Pre-tax income5: €2,092m (+8.6% vs. 3Q21) 1. On average in 3Q22 in France and Spain; 2. Perimeter: individuals, professional and private banking customers of commercial and digital banks, Nickel and Personal Finance; 3. Acquisition subject to regulatory approval; 4. Including 100% of Private Banking including PEL/CEL effects; 5. Including 2/3 of Private Banking including PEL/CEL effects BNP PARIBAS The bank for a changing world Third quarter 2022 results | 25#26CPBS Commercial & Personal Banking in France - 3Q22 - Strong increase in results and very positive jaws effect • Good business drive Loans: +5.9% vs. 3Q21, good increase in working capital loans to corporates, increase in mortgage loans and consumer loans Loans +5.9% • • Deposits: +5.1% vs. 3Q21, increase in deposits across all customer segments Off-balance sheet savings: -5.9% vs. 30.09.21, stable gross life insurance inflows (-0.1% vs. 3Q21) - unfavourable market context 200 212 • Private banking: very strong net asset inflows (+€1.7bn), driven mainly by client acquisitions and by extension of relationships with entrepreneurs €bn Hello bank!: further increase in number of customers (~740k, +12% vs. 30.09.21) Strong growth in fees 3Q21 3Q22 • Deposits • Steep increase in banking fees (+8.4% vs. 3Q21), thanks particularly to cash management, payment means, hedging, trade and insurance fees +5.1% • Higher financial fees (+6.1% vs. 3Q21), driven by a broad product offering and a favourable positioning in customer segments Revenues¹: €1,669m (+6.0% vs. 3Q21) • Net interest income: +4.7%, driven by the increase in volumes and the impact of the interest-rate and market environments •Fees: +7.7%, with an increase across all customer segments, particularly in corporates Operating expenses 1: €1,133m (+0.3% vs. 3Q21) • Ongoing impact of cost-savings measures • Very positive jaws effect (+5.7 pts) 237 249 €bn 3Q21 3Q22 Pre-tax income²: €398m (+14.2% vs. 3Q21) • Cost of risk at a low level • 3Q21 Reminder: positive impact of a non-recurring item 1.. Including 100% of Private Banking in France, including PEL/CEL effects (+€13m in 3Q22, +€3m in 3Q21); 2. Including 2/3 of Private Banking in France, including PEL/CEL effects BNP PARIBAS The bank for a changing world Third quarter 2022 results | 26#27CPBS BNL banca commerciale - 3Q22 - Ongoing impact of the transformation of the operating model Good business drive • Deposits Loans: +3.2% vs. 3Q21, 5.3% rise on the perimeter excluding non-performing loans, good increase in corporate and mortgage loans +11.0% Deposits: +11.0% vs. 3Q21, steep increase in all customer segments, particularly corporates • • Off-balance sheet savings: -6.7% vs. 30.09.21, good increase in life insurance outstandings (+3.0% vs. 30.09.21) in an unfavourable market context Optimising the operating model by outsourcing certain IT and back- office activities in 1H22 Acceleration in the digital transformation and enhanced quality of service Cost variability: total transfer of 803 FTES 65 59 €bn 3Q22 3Q21 Constant improvement in cost of risk Cost of risk Revenues1: €652m (-2.2% vs. 3Q21) -0.5% at constant scope² Net interest income: -0.8%, positive impact of the interest-rate environment on deposits offset by the gradual adjustment in loan margins Fees: -4.1%; stable at constant scope², increase in banking fees offset by the decrease in financial fees Operating expenses¹: €440m (-2.1% vs. 3Q21) -3.6% excluding taxes subject to IFRIC 21; positive jaws effect (+1.5 pt) Impact of the transformation of the operating model and adaptation measures ("Quota 100" retirement plan) (in bps) 179 124 116 75 69 57 2012 2014 2016 2018 2020 3Q22 Pre-tax income³: €95m (+18.3% vs. 3Q21) • +22.3% at constant scope² Decrease in the cost of risk 1. Including 100% of Italian Private Banking; 2. Business divestment effective 02.01.22; 3. Including 2/3 of Italian Private Banking BNP PARIBAS The bank for a changing world Third quarter 2022 results | 27#28- CPBS Commercial & Personal Banking in Belgium - 3Q22 Growth in activity in support of the economy Significant increase in loans¹ (+15.4% vs. 3Q21) • +8.1% at constant scope and exchange rates² • Very strong growth in individual loans (+16.3%), mortgage loans in particular (+18.2%), significant contribution from bpost bank (+€8.5bn) Loans1 +15.4% 137 Strong increase in corporate loans: +11.7% with a high level of factoring activity (+41.9%) 119 €bn 3Q21 3Q22 Accelerated growth in deposits with the integration of bpost bank Deposits¹: +9.3% vs. 3Q21 (+1.3% at constant scope and exchange rates2), significant contribution from bpost bank (+€11.3bn) • Off-balance sheet savings: -5.7% vs. 30.09.21, driven mainly by market performances Deposits¹ +9.3% Revenues³: €917m (-1.7% vs. 3Q21) Net interest income: -2.0%, up at constant scope² and excluding the impact of non-recurring items in 3Q21 Fees: -1.1%, impact of the decrease in financial fees Operating expenses³: €558m (+9.2% vs. 3Q21) +3.0% at constant scope² Increase driven mainly by inflation and despite the impact of cost- savings and optimisation measures 149 162 €bn 3Q21 3Q22 Pre-tax income4: €326m (-13.7% vs. 3Q21) Very high basis of comparison in 3Q21 BNP PARIBAS 1. See slide 58; 2. Consolidation of bpost bank since 01.01.2022; 3. Including 100% of Private Banking in Belgium; 4. Including 2/3 of Private Banking in Belgium The bank for a changing world Third quarter 2022 results | 28#29CPBS-Europe Mediterranean - 3Q22 Good business drive and strong increase in results. Commercial activity Deposits¹ • Loans: +20.3%1 vs. 3Q21, increased volumes in Poland and Turkey Deposits: +27.7%1 vs. 3Q21, up in Poland and Turkey +27.7%1 ◆ Ongoing digitalisation • 3.9 million active digital customers² (+18.2% vs. 30.09.21) • TEB's expertise recognised as "Best SME Mobile Banking App"³ and "Best User Experience Design"³ Limited overall impact from the implementation of IAS 29 and efficiency of the hedging: +€1m on pre-tax income in 3Q22 Revenues4: €607m (+30.5% vs. 3Q21) Strong increase in net interest income, driven by the growth in activity and the interest rate environment Continued strong growth in fees (+27.1% vs. 3Q21) Operating expenses4: €393m (+11.5% vs. 3Q21) Increase driven particularly by high wage inflation Very positive jaws effect (+19.0 ptsб) 43 33 €bn 3Q21 3Q22 Fees trend +27.1%6 109 118 €m 3Q21 3Q22 Pre-tax income5: €250m (+33.5% vs. 3Q21) 1. At constant scope and exchange rates; 2. Perimeter including Turkey, Poland, Morocco and Algeria; 3. 2022 Global Retail Banking Innovation Awards by The Digital Banker 2022 and World's Best Digital Banks Awards 2022 by Global Finance; 4. Including 100% of Private Banking in Turkey and Poland; 5. Including 2/3 of Private Banking in Turkey and Poland; 6. At constant scope and exchanges rates, excluding Turkey at historical exchange rates in accordance with IAS29 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 29#30CPBS BancWest - 3Q22 - Continued strong business activity Sustained business drive Loans: +3.0%¹ vs. 3Q21, increase in mortgage and corporate loans Increase in loan production (+6.7% vs. 3Q21) with a very good business drive in corporate loans (+31.4%² vs. 3Q21) Deposits: -8.8%² vs. 3Q21, decrease in customer deposits³ (-8.5%²), decrease notably linked to money-market deposits Private Banking: $18.5bn in assets under management as at 30.09.22 (+0.8% vs. 30.09.21) Reminder: announcement on 20 December 2021 of the sale of Bank of the West to BMO Financial Group (closing of the transaction expected late 2022)4 Loan production +6.7%¹ 3Q21 Revenues +6.4%² $bn 3Q22 733 588 Revenues5: €733m (+6.4% vs. 3Q21) • Increase in net interest income due to margin improvement and increase in loan volumes • Good performance in banking fees Operating expenses5: €566m (+14.2% vs. 3Q21) Increase notably due to targeted projects (+7.2% excluding direct costs related to the sale) 3Q21 €m 3Q22 Pre-tax income: €103m (-54.1% vs. 3Q21) • Increase in the cost of risk (reminder: release of provisions in 3Q21) 1. At constant scope and exchange rates excluding Paycheck Protection Program loans; 2. At constant scope and exchange rates; 3. Deposits excluding treasury activities; 4. Upon customary condition precedents; see press release of 20 December 2021; 5. Including 100% of Private Banking in the United States; 6. Including 2/3 of Private Banking in the United States BNP PARIBAS The bank for a changing world Third quarter 2022 results | 30#31CPBS Specialised Businesses - Personal Finance - 3Q22 - Growth in revenues and improvement in the risk profile Good level of activity • Loans outstanding Loans outstanding: +4.4%¹ vs. 3Q21 at a higher level than in 2019, consolidation of 50% of Floa's loans outstanding (€1.1bn)² €bn +4.4%¹ • Increase in production (+8.2%³ in 9M22 vs. 9M21) despite a lacklustre environment in the automotive industry Structural improvement in the risk profile throughout the cycle • • Constant portfolio review with long-term, prudent and proactive risk management Decrease in cost of risk throughout the cycle with change in the product mix: increase in the share of auto loans with a more favourable risk profile (2019-3Q22 average cost of risk: ~40 bps5) 94 90 3Q21 3Q22 Improvement of cost of risk with the product mix Personal loans Credit cards Auto loans 51% 43% 36% Change 18% 20% 11% Revenues: €1,345m (+5.8% vs. 3Q21) +2.6% at constant scope² and exchange rates Increase driven by stronger volumes and the increase in production BNP PARIBAS Operating expenses: €689m (+7.0% vs. 3Q21) • • +3.7% at constant scope² and exchange rates Support to business in the mix4 Average CoR5 -190 bps ~345 bps ~45 bps Pre-tax income²: €340m (-9.5% vs. 3Q21) development and targeted projects • 3Q21 reminder: a high basis in other non- operating items 1. +3.2% excluding Floa; 2. Consolidation of 50% of Floa's contribution, effective 01.02.22; 3. +5.3% excluding Floa; 4. Between 31.12.2016 and 30.09.2022; 5. 2019-3Q22 average calculated on the basis of management figures and average outstandings The bank for a changing world Third quarter 2022 results | 31#32- CPBS Specialised Businesses - Arval & Leasing Solutions - 3Q22 Very strong performance and positive jaws effect • • Arval Good organic growth in the financed fleet (+5.5%¹ vs. 3Q21) and continued very high used car prices Signing of an agreement² on the acquisition in the Netherlands of Terberg Business Lease Group, a long-term vehicle leasing specialist with a fleet of 38,000 vehicles Very strong growth in flexible mobility solutions: 50,000 vehicles (+53.6% vs. 30.09.21) Leasing Solutions Increase in outstandings (+2.9%³ vs. 3Q21) and good resilience of business activity Development of an economy-of-use offering with the signing of a partnership with Zuora, supplier of the main cloud-based subscription management platform Revenues: €874m (+32.9% vs. 3Q21) • Very good performance at Arval (with very high used car prices) • Good growth at Leasing Solutions with the increase in outstandings Operating expenses: €341m (+8.6% vs. 3Q21) • Growth at marginal cost with the improvement in productivity • Very positive jaws effect (+24.2 pts) Arval: a balanced distribution in revenues Financial margin 30% 42% Used car sale margin Services margin 28% €bn 9M22 revenues Leasing Solutions: further increase in outstandings +2.9%³ 22 23 22 3Q21 3Q22 Pre-tax income: €502m (x1.7 vs. 3Q21) BNP PARIBAS 1. Increase of the average fleet in thousands of vehicles; 2. Subject to regulatory approval; closing of the deal expected by the end of 2022; 3. At constant scope and exchange rates The bank for a changing world Third quarter 2022 results | 32#33CPBS Specialised Businesses - 3Q22 - New Digital Businesses (Nickel, Floa, Lyf) and Personal Investors NICKEL, a new-generation payment offering • Nickel: number of accounts opened² Continued expansion in Europe with the offering being launched in Belgium and Portugal and a faster pace of account openings since the start of the year (almost 54,000 per month¹) 2.9m accounts opened² as at 30.09.22 (+26.9% vs. 30.09.21); 8,150 points of sale2 (+18.7% vs. 30.09.21) FLOA, the French leader in Buy Now Pay Later • 4m customers as at 30.09.22 (+14.8% vs. 30.09.21) • Good level of production maintained with a tightening in credit standards +1.1m 2.9m 2.3m 1.8m BNP PARIBAS PERSONAL INVESTORS, a specialist in digital banking and investment services • Ongoing increase in the number of customers (+6.0% vs. 3Q21) Normalisation at a high level of order numbers in an unfavourable market context 30.09.20 30.09.21 30.09.22 Floa: number of customers +0.5m Revenues³: €197m (+11.4% vs. 3Q21) Steep increase in New Digital Businesses, driven by business development Personal Investors revenues down in an unfavourable market context Reminder: consolidation of 50% Floa's contribution, effective 01.02.22 Operating expenses³: €149m (+14.9% vs. 3Q21) Driven by the development strategy in New Digital Businesses BNP PARIBAS 4.0m 3.8m 3.5m 31.03.22 30.06.22 30.09.22 Pre-tax income4: €22m (-47.8% vs. 3Q21) Effect of the integration of Floa on the cost of risk, effective 01.02.22 1. On average in 3Q22 in France and Spain; 2. Since inception in France and Spain; 3. Including 100% of Private Banking in Germany; 4. Including 2/3 of Private Banking in Germany The bank for a changing world Third quarter 2022 results | 33#34Investment & Protection Services - 3Q22 Strong results growth in an unfavourable environment Good sales and business drive • • • Resiliency in net asset inflows (+€5.4bn in 3Q22): strong net asset inflows at Wealth Management, particularly in France; slightly positive net asset inflows at Asset Management, driven by medium- and long-term vehicles Good underlying business at Insurance, driven by Savings, and at Real Estate, particularly in Property Management Continued anchoring of ESG within the various businesses Leading positions in sustainable finance at Asset Management: ongoing and gradual increase in the percentage of open funds classified Article 8 or Article 92, reaching 87% as at 30.09.22 Announcement of BNP Paribas Cardif commitments, as part of the Net Zero Asset Owner Alliance, to align its investment portfolios with a carbon- neutral trajectory Real Estate: launch of Pierre Impact, a property fund with a social dimension (classified Article 9) Revenues: €1,632m (+8.9% vs. 3Q21) Increased revenues in Insurance Good growth in revenues at Wealth Management and Real Estate Impact of the market environment on Asset Management revenues Operating expenses €1,087m (+4.8% vs. 3Q21) Driven by business development and targeted initiatives Positive jaws effect (+4.2 pts) Assets under management¹ €bn 1,220 1,175 30.09.21 30.09.22 Pre-tax income €m +34.1% 627 468 Q3 21 Q3 22 Pre-tax income: €627m (+34.1% vs. 3Q21) . Positive impact of a capital gain on sale (by Wealth Management) in 3Q22 • Good contribution by associates 1. Including distributed assets; 2. Percentage of open funds distributed in Europe classified SFDR "Article 8" or "Article 9" as a percentage of assets under management BNP PARIBAS The bank for a changing world Third quarter 2022 results | 34#35IPS Asset inflows and AuM - 9M22 Unfavourable market environment Assets under management: €1,175bn at 30.09.22 Change in assets under management 1 • -3.7% vs. 30.09.21 €bn Market • • Very unfavourable market performance effect: -€148.4bn Favourable foreign exchange effect: +€29.6bn +14.4 effect Net asset inflows Total +29.6 +3.2 Others -148.4 Forex effect 1,175 • Others: +€3.2bn, positive scope impact at Asset Management due mainly to the acquisition of Dynamic Credit Group in the Netherlands and a new partnership in India, offset by the impact of Wealth Management's sale of a portfolio in Spain Net asset inflows: +€14.4bn in 9M22 • • • Wealth Management: very good net asset inflows, driven by activity in Europe, in particular in France and Germany Asset Management: net outflows on the back of strong outflows from money-market funds, offset partly by net inflows into medium- and long-term vehicles Insurance: good net asset inflows particularly in unit-linked products and continued very good gross inflows, particularly in France 1,277 31.12.21 30.09.22 Assets under management¹ as at 30.09.22 €bn Insurance: 248 Wealth Management: 408 Asset Management, including Real Estate and Principal Investments²: 519 1. Including distributed assets; 2. Assets under management of Real Estate Investment Management: €31bn; assets under management of Principal Investments: €1bn BNP PARIBAS The bank for a changing world Third quarter 2022 results | 35#36IPS Insurance - 3Q22 - Strong increase in results Business activity Savings: gross asset inflows of €18.1bn in 9M22, driven by an increase (+6.5%) of gross inflows in France, with unit-linked policies accounting for the vast majority of net inflows Protection: further growth in France with a good performance in credit insurance; internationally, growth driven mainly by Latin America, due to recently formed partnerships Extension of partnerships in Latin America Partnership with Banco de Brasilia for 20-year exclusive distribution of BNP Paribas Cardif's protection products in Brazil New partnership in Chile Revenues: €658m (+7.2% vs. 3Q21) Increase driven by good business momentum in Savings and Protection, partly offset by a lower financial result Decrease in financial result with the more pronounced market decrease in 3Q22 Revenues €m +7.2% 658 613 3Q21 3Q22 Pre-tax income €m +28.4% Operating expenses: €391m (+4.0% vs. 3Q21) • Support of business development and targeted projects 296 231 3Q21 3Q22 Pre-tax income: €296m (+28.4% vs. 3Q22) • Normalisation of the contribution by associates BNP PARIBAS The bank for a changing world Third quarter 2022 results | 36#37IPS - Wealth & Asset Management¹ - 3Q22 Good resilience of business activity on the whole • Wealth Management • Good net asset inflows, especially in Commercial & Personal Banking (particularly in France) and with high-net-worth clients Good increase in loans outstanding: +7.5% vs. 30.09.2021 Asset Management . Positive net asset inflows this quarter in a challenging environment, driven by net asset inflows into medium- and long-term vehicles, offsetting the outflows from money-market funds Development and widening of the responsible and sustainable investment range (87% of assets under management are classified Art. 8 or 92 as at 30.09.22) Real Estate • Good performance, particularly by Property Management Revenues: €974m (+10.1% vs. 3Q21) • Wealth Management: increase driven by growth in net interest income Asset Management: highly unfavourable impact of the market environment • Principal Investments: strong growth Real Estate: increase driven by Property Management Operating expenses: €696m (+5.2% vs. 3Q21) • Positive jaws effect (+4.9 pts) •Driven by business development at Wealth Management and Real Estate • Positive jaws effect on the whole at Asset Management and Principal Investments Acknowledged leadership Outstanding Private Bank in Europe³ Best Private Equity offering4 Open funds classified Art. 8 or 92 Asset Management +6 pts 87% 81% 31.12.21 30.09.22 Pre-tax income: €331m (+39.5% vs. 3Q21) • Positive impact of a capital gain on a sale by Wealth Management in 3Q22 1. Asset Management, Wealth Management, Real Estate and Principal Investments; 2. Assets under management of open funds in Europe classified Article 8 or Article 9 (SFRD); 3. Private Banker International Global Wealth Awards 2022; 4. Global Private Banking Innovation Awards 2022 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 37#38GROUP RESULTS DIVISION RESULTS CONCLUSION 9M22 & 3Q22 DETAILED RESULTS APPENDICES BNP PARIBAS#39Conclusion A solid performance Revenue growth, positive jaws effect, and prudent risk management Strength of BNP Paribas' model Revenues: €12,311m (+8.0 % vs. 3Q21) Positive jaws effect +2.0 points Low cost of risk 31 bps1 Very good level of results Net income²: €2,761m (+10.3% vs. 3Q21) A solid, diversified and integrated model generating growth higher than its underlying economy 1. Cost of risk/ customer loans outstanding at the beginning of the period, excl. the exceptional impact of the "Act on assistance to borrowers" in Poland accounted in cost of risk, 39 bps including this impact; BNP PARIBAS The bank for a changing world 2. Group share Third quarter 2022 results | 39#40GTS 2025 strategic plan Reminder: 2022-2025 Group objectives1 2021 Revenues Net income²: CAGR >+7% CET1 2024: 12.9% Basel 3 (CRR2) fully loaded 2025: 12.0% Basel 3 finalised (CRR3) fully loaded CAGR Average jaws >+3.5% effect: >+2.0 pts³, Cost of risk ~40 bps ROTE 2024: ~11% 2025: >11% positive every year, in all divisions 2025 60% Pay-out ratio With a minimum 50% paid in cash4 1. Scope excluding Bank of the West; 2. Group share; 3. 21-25 CAGR of Revenues minus 21-25 CAGR of Operating Expenses; 4. Subject to General Meeting approval BNP PARIBAS The bank for a changing world Third quarter 2022 results | 40#41BNP PARIBAS GROUP RESULTS DIVISION RESULTS CONCLUSION 9M22 & 3Q22 DETAILED RESULTS APPENDICES#42Main exceptional items - 9M22 Exceptional items Operating expenses • Restructuring costs and adaptation costs (Corporate Centre) IT reinforcement costs (Corporate Centre) 9M22 9M21 -€85m -€103m -€229m -€107m -€314m -€210m Total exceptional operating expenses Cost of risk Impact of "Act on assistance to borrowers" in Poland (Corporate Centre) Total exceptional cost of risk -€204m -€204m Badwill (bpost bank) (Corporate Centre) Other non-operating items • Capital gain on the sale of a stake (Corporate Centre) Impairment (Ukrsibbank) (Corporate Centre) +€244m +€204m -€159m Reclassification to profit and loss of exchange differences¹ (Ukrsibbank) (Corporate Centre) -€274m Goodwill impairments (Corporate Centre) -€149m Capital gain on the sale of a BNP Paribas Asset Management stake in a JV (Wealth and Asset Management) +€96m Capital gain on the sale of buildings (Corporate Centre) +€302m Capital gain on the sale of Allfunds shares² (Corporate Centre) +€444m Total exceptional other non-operating items +€15m +€693m Total exceptional items (pre-tax) -€504m +€483m Total exceptional items (after tax)³ -€383m +€307m 1. Previously recorded in Consolidated Equity; 2. Disposal of 8.69% stake in Allfunds; 3. Group share BNP PARIBAS The bank for a changing world Third quarter 2022 results | 42#439M22 Consolidated Group 9M22 9M21 Revenues €38,310m €35,003m +9.4% 9M22 vs. 9M21 9M22 vs. 9M21 At constant scope &exchange rates +6.9% Operating expenses -€25,229m -€23,181m +8.8% +5.6% Gross operating income €13,081m €11,822m +10.6% +9.2% Cost of risk -€2,192m -€2,415m -9.2% -16.1% Operating income €10,889m €9,407m +15.8% +15.7% Non-operating items €624m €1,060m -41.1% -9.2% Pre-tax income €11,513m €10,467m +10.0% +14.3% Net income, Group share €8,046m €7,182m +12.0% Net income, Group share excluding exceptional items¹ €8,429m €6,875m +22.6% 1. See slide 42 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 43#44CIB 9M22 - Revenues Growth in revenues in all divisions cpbs iPS Corporate & Institutional Banking +14.9% +10.2% at constant scope & exchange rates Commercial, Personal Banking & Services¹ Investment & Protection Operating divisions Services +9.8% +7.6% +3.5% +2.9% +10.5% +7.8% Commercial & at constant scope & at constant scope & at constant scope & Personal Banking exchange rates exchange rates exchange rates +8.0% 13,970 12,608 Specialised Businesses +13.3% 12,934 9M21 10,972 6,448 7,303 4,836 5,005 9M22 €m CIB: very strong increase driven by the very good performances of Global Markets and Securities Services – good resilience of Global Banking in an unfavourable market CPBS: very strong growth in Commercial & Personal Banking, due to higher net interest income and fees - very solid growth in revenues at Specialised Businesses IPS: increase in a very unfavourable market context, driven mainly by the growth in Private Banking (+7.2%) and the good resilience in Insurance 1. Including 100% of Private Banking in Commercial & Personal Banking (including PEL/CEL effects in France) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 44#459M22-Operating expenses Positive jaws effect CIB cpbs iPS Corporate & Institutional Banking +12.5% at constant scope & exchange rates Commercial, Personal Banking & Services¹ Investment & Protection Services Operating divisions +6.5% +6.2% +4.3% +5.0% +4.0% +8.0% +5.0% at constant scope & exchange rates at constant scope & exchange rates at constant scope & exchange rates Commercial & Personal Banking1 +6.2% 9,791 7,119 8,010 9,221 Specialised businesses +6.3% 9M21 3,435 3,651 3,054 3,206 9M22 €m - a positive jaws effect (+2.4 pts) CIB: accompanying business growth and impact of change of scope CPBS: increase in operating expenses with the growth in business activity and scope impacts in Commercial & Personal Banking and Specialised Businesses a positive jaws effect (+3.6 pts) IPS: increase in operating expenses supporting business development and targeted initiatives - BNP PARIBAS The bank for a changing world 1. Including 100% of Private Banking in Commercial & Personal Banking Third quarter 2022 results | 45#469M22 & 3Q22 - BNP Paribas Group 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 €m Group Revenues incl. Interest Income incl. Commissions Operating Expenses and Dep. 12,311 11,398 +8.0% 12,781 -3.7% 38,310 35,003 +9.4% 5,721 5,218 +9.6% 5,695 +0.5% 17,150 16,040 +6.9% 2,572 2,603 -1.2% 2,615 -1.6% 7,824 7,798 +0.3% -7,857 -7,412 +6.0% -7,719 +1.8% -25,229 -23,181 +8.8% Gross Operating Income 4,454 3,986 +11.7% 5,062 -12.0% 13,081 11,822 +10.6% Cost of Risk -947 -706 +34.1% -789 +20.0% -2,192 -2,415 -9.2% Operating Income 3,507 3,280 +6.9% 4,273 -17.9% 10,889 9,407 +15.8% Share of Earnings of Equity-Method Entities 187 131 +42.7% 251 -25.5% 603 356 +69.4% Other Non Operating Items 40 39 +2.6% -22 n.s. 21 704 -97.0% Pre-Tax Income 3,734 3,450 +8.2% 4,502 -17.1% 11,513 10,467 +10.0% Corporate Income Tax -881 -836 +5.4% -1,240 -29.0% -3,168 -2,998 +5.7% Net Income Attributable to Minority Interests Net Income Attributable to Equity Holders Cost/income -92 -111 -17.1% -85 +8.2% -299 -287 +4.2% 2,761 2,503 +10.3% 3,177 -13.1% 8,046 7,182 +12.0% 63.8% 65.0% -1.2 pt 60.4% +3.4 pt 65.9% 66.2% -0.3 pt (9M22 vs. 9M21) Revenues Corporate income tax: average rate of 29.7% in 9M22, impact of booking in the first quarter of taxes and contributions for the year based on the application of IFRIC 21 "Taxes”, of which a large part is not deductible Operating divisions: Operating expenses Gross Operating Income Cost of Risk Operating Income Pre-Tax income At historical scope & exchange rates At constant scope & exchange rates +10.5% +7.8% (3Q22 vs. 3Q21) Revenues +8.0% +15.2% +5.0% +13.1% Operating expenses Gross Operating Income At historical scope & exchange rates At constant scope & exchange rates +8.3% +5.9% +5.3% +2.8% TTETT -13.7% -18.5% +21.7% +22.1% +20.2% +20.6% Cost of Risk Operating Income Pre-Tax income +12.6% +22.6% +10.7% +9.8% +9.8% +18.5% +8.2% +8.6% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 46#47Corporate and Institutional Banking - 9M22 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 €m Corporate and Institutional Banking Revenues Operating Expenses and Dep. 3,799 3,588 +5.9% 4,106 -7.5% 12,608 10,972 +14.9% -2,343 -2,243 +4.5% -2,314 +1.2% -8,010 -7,119 +12.5% Gross Operating Income 1,456 1,346 +8.2% 1,792 -18.7% 4,597 3,853 +19.3% Cost of Risk -90 -24 n.s. -76 +18.1% -168 -253 -33.5% Operating Income 1,366 1,322 +3.4% 1,716 -20.4% 4,429 3,600 +23.0% Share of Earnings of Equity-Method Entities 5 9 -40.2% 9 -43.2% 19 27 -31.6% Other Non Operating Items -3 0 Pre-Tax Income 1,369 1,331 n.s. +2.9% -1 n.s. -3 23 n.s. 1,724 -20.6% 4,445 3,651 +21.8% Cost/Income 61.7% 62.5% -0.8 pt 56.4% +5.3 pt 63.5% 64.9% -1.4 pt Allocated Equity (Єbn, year to date) 29.6 25.8 +14.8% Revenues: +14.9% vs. 9M21 (+10.2% at constant scope and exchange rates) Increase in Global Markets (+27.8%) and Securities Services (+10.4%); decrease in Global Banking (-1.8%) in an unfavourable market context, particularly in 2Q22 and 3Q22 Operating expenses: +12.5% vs. 9M21 (+6.5% vs. 9M21 at constant scope and exchange rates) Support for business development, impact of exchange rates, the change in scope in 1H221 and increase in taxes subject to IFRIC 21 Very positive jaws effect (+2.4 pts) Cost of risk: -33.5% vs. 9M21, low cost of risk, decrease due to a high basis of comparison in 1Q21 Allocated equity: +14.8% vs. 9M21 Increase related to volume growth, impacts of regulations in 1Q22 and impact of markets volatility 1. Consolidation of Exane effective 01.07.21 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 47#48Corporate and Institutional Banking Global Banking - 9M22 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / €m Global Banking Revenues Operating Expenses and Dep. 3Q21 2Q22 9M21 1,181 1,282 -7.9% 1,248 -5.4% 3,696 3,763 -1.8% -663 -640 +3.6% -657 +0.8% -2,135 -1,997 +6.9% Gross Operating Income 518 642 -19.3% 591 -12.3% 1,561 1,766 -11.6% Cost of Risk -116 -24 n.s. -85 +36.5% -181 -273 -33.5% Operating Income 402 618 -35.0% 505 -20.5% 1,380 1,493 -7.6% Share of Earnings of Equity-Method Entities 1 1 +14.0% 1 +35.6% 3 15 -81.0% Other Non Operating Items 0 -3 n.s. 0 -98.2% 0 -3 n.s. Pre-Tax Income 403 616 -34.6% 506 -20.5% 1,383 1,506 -8.2% Cost/Income 56.1% 49.9% +6.2 pt 52.7% +3.4 pt 57.8% 53.1% +4.7 pt Allocated Equity (Ebn, year to date) 16.4 14.0 +17.0% Revenues: -1.8% vs. 9M21 (-6.2% at constant scope and exchange rates) Good resilience in an unfavourable context, particularly in 2Q22 and 3Q22 Further market share gains Operating expenses: +6.9% vs. 9M21 (+2.6% at constant scope and exchange rates) Increase driven by the foreign exchange impact and business development Cost of risk: -33.5% vs. 9M21, low cost of risk, decrease due to a high basis of comparison in 1Q21 Allocated equity: +17.0% vs. 9M21 Increase related to volume growth, impact of regulations in 1Q22 and foreign exchange effect BNP PARIBAS The bank for a changing world Third quarter 2022 results | 48#49Corporate and Institutional Banking Global Markets - 9M22 €m Global Markets Revenues incl. FICC incl. Equity & Prime Services Operating Expenses and Dep. 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 1,986 1,731 +14.7% 2,196 -9.5% 7,003 5,481 +27.8% 1,124 896 +25.5% 1,317 -14.7% 4,140 3,192 +29.7% 863 835 +3.3% 878 -1.8% 2,863 2,289 +25.1% -1,167 -1,137 +2.6% -1,158 +0.8% -4,326 -3,700 +16.9% Gross Operating Income 819 594 +37.9% 1,038 -21.1% 2,678 1,781 +50.3% Cost of Risk 28 -2 n.s. 8 n.s. 15 17 -14.9% Operating Income 847 592 +43.0% 1,046 -19.1% 2,693 1,798 +49.7% Share of Earnings of Equity-Method Entities 3 2 +57.4% 8 -67.8% 13 9 +46.6% Other Non Operating Items -1 4 n.s. -1 +32.8% -1 10 n.s. Pre-Tax Income 848 598 +41.9% 1,053 -19.5% 2,704 1,817 +48.8% Cost/Income 58.8% 65.7% -6.9 pt 52.7% +6.1 pt 61.8% 67.5% -5.7 pt Allocated Equity (Ebn, year to date) 11.8 10.7 +11.1% Revenues: +27.8% vs. 9M21 (+22.3% at constant scope and exchange rates) Very strong growth in demand for derivatives, driven particularly by reallocation and hedging needs in commodities, rates and forex products, and emerging markets Good level of activity overall on equity markets, particularly in derivatives Operating expenses: +16.9% vs. 9M21 (+8.6% at constant scope and exchange rates) Increase driven by the very strong growth in activity, the effects of changes in scope¹ and the increase in taxes subject to IFRIC 21 A positive jaws effect (+10.9 pts) Cost of risk: a very low cost of risk Allocated equity: +11.1% vs. 9M21, increase related particularly to the impact of markets volatility, especially in commodities and on market and counterparty risks BNP PARIBAS 1. Consolidation of Exane, effective 01.07.21 The bank for a changing world Third quarter 2022 results | 49#50Corporate and Institutional Banking Market risks - 3Q22 Average 99% 1-day interval VaR (Value at Risk) Commodities Forex Equities Interest Rates Credit Nettings €m 54 55 42 43 43 43 46 45 5 35 35 33 36 10 36 37 6 34 35 3 29 28 31 6 6 15 5 9 33 31 31 12 8 28 14 4 3 4 4 24 15 13 14 18 21 22 17 31 23 20 21 26 22 19 +22 +FGH 4 9 RH 6 14 20 24 5 27 22 22 25 24 23 27 31 32 33 34 34 27 23 25 26 20 24 17 20 9 33 15 18 19 24 9 26 20 A 3 4 3 2 30 32 16 14 8 25 27 11 19 18 23 24 19 18 16 14 16 17 17 17 15 16 18 21 19 19 17 14 14 11 13 13 +50 40 40 40 41 40 39 42 47 50 51 51 45 44 -42 35 30 28 30 30 28 29 32 N NEF 6 14 16 16 19 10 9 +0000 22 4 5 8 8 거의 30 19 36 7 8 32 35 30 18 18 16 14 15 33 24 20 23 14 2 19 21 23 12 11 9 8 11 11 23 24 26 23 28 30 33 39 39 36 38 +44 52 53 -59 +58 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 13 13 13 14 14 14 14 15 15 15 15 16 16 16 16 17 17 17 17 18 18 18 18 19 19 19 19 20 20 20 20 21 21 21 21 22 22 22 8° • Average VaR at a low level this quarter despite market conditions¹ At a low level, unchanged vs. 2Q22, due to prudent management • No theoretical back-testing event this quarter 37 back-testing events since 01.01.2007, a little more than two per year over a long period, including crises, in line with the internal (1 day, 99%) VaR calculation model 1. VaR calculated to monitor market limits BNP PARIBAS The bank for a changing world Third quarter 2022 results | 50#51Corporate and Institutional Banking Securities Services - 9M22 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / €m Securities Services Revenues Operating Expenses and Dep. 3Q21 2Q22 9M21 632 575 +9.9% 663 -4.6% 1,908 1,728 +10.4% -513 -465 +10.1% -499 +2.7% -1,550 -1,422 +9.0% Gross Operating Income 119 110 +8.7% 164 -27.0% 358 306 +17.2% Cost of Risk -2 2 n.s. 0 n.s. -1 3 n.s. Operating Income 118 112 +5.4% 164 -28.2% 357 309 +15.6% Share of Earnings of Equity-Method Entities 1 6 -75.3% 0 n.s. 3 3 -10.0% Other Non Operating Items -1 -1 +79.3% 0 n.s. -1 16 n.s. Pre-Tax Income 118 117 +0.7% 164 -28.2% 359 328 +9.2% Cost/Income Allocated Equity (Ebn, year to date) 81.1% 80.9% +0.2 pt 75.3% +5.8 pt 81.2% 82.3% -1.1 pt 1.4 1.2 +21.9% Revenues: +10.4% vs. 9M21 (+8.4% at constant scope and exchange rates), favourable impacts of the steep increase in transaction volumes and the interest-rate environment Good control of operating expenses: positive jaws effect (+1.5 pt) 30.09.22 30.09.21 %Var/ 30.09.21 30.06.22 %Var/ 30.06.22 Securities Services Assets under custody (€bn) Assets under administration (€bn) 10,798 2,262 12,273 2,451 -12.0% -7.7% 11,214 2,256 -3.7% +0.3% 3Q22 3Q21 3Q22/3Q21 2Q22 3Q22/2Q22 Number of transactions (in million) 35.5 32.8 +8.2% 38.3 -7.3% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 51#52Commercial, Personal Banking & Services - 9M22 €m Commercial, Personal Banking & Services Revenues Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income 1 Income Attributable to Wealth and Asset Management Pre-Tax Income of Commercial, Personal Banking & Services Cost/Income Allocated Equity (€bn, year to date; including 2/3 of Private Banking in France, Belgium, Italy, Luxembourg, Poland, Turkey, the United States and Germany) 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 7,110 6,485 +9.6% 7,184 -1.0% 21,273 19,382 +9.8% -4,330 -4,046 +7.0% -4,263 +1.6% -13,442 -12,656 +6.2% 2,780 2,439 +14.0% 2,921 -4.8% 7,831 6,726 +16.4% -730 -639 +14.2% -645 +13.1% -1,776 -2,001 -11.2% 2,050 1,800 +13.9% 2,275 -9.9% 6,055 4,724 +28.2% 120 92 +30.5% 157 -23.4% 364 217 +67.9% 5 104 -95.3% 32 -84.5% 43 58 -27.0% 2,175 1,996 +9.0% 2,464 -11.7% 6,461 4,999 +29.2% -83 -70 +18.2% -86 -3.9% -231 -201 +14.6% 2,092 1,926 +8.6% 2,378 -12.0% 6,231 4,798 +29.9% 60.9% 62.4% -1.5 pt 59.3% +1.6 pt 63.2% 65.3% -2.1 pt 47.0 43.3 +8.5% 1. Including 100% of Private Banking in France, Belgium, Italy, Luxembourg, Poland, Turkey, the United States and Germany for the Revenues to Pre-tax income line items Revenues: +9.8% vs. 9M21 • Very strong performance in Commercial & Personal Banking driven by the increase in net interest income and fees Strong increase at Specialised Businesses with very good growth at Arval, a steep increase at Leasing Solutions, and a good level of revenues at Personal Finance Operating expenses: +6.2% vs. 9M21, increase driven by the growth in business activity and scope effects for Commercial & Personal Banking and Specialised Businesses - positive jaws effect (+3.6 pts) Pre-tax income: +29.9% vs. 9M21 Strong increase in GOI (+16.4%) and decrease in the cost of risk (-11.2%) particularly in 1Q22 with releases of BancWest provisions BNP PARIBAS The bank for a changing world Third quarter 2022 results | 52#53CPBS Commercial & Personal Banking in France - 9M22 €m 3Q22 3Q21 3Q22 / 3Q21 2Q22 3Q22/ 9M22 9M21 9M22 / 2Q22 9M21 Commercial & Personal Banking in France¹ Revenues incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of Commercial & Personal Banking in France Cost/Income 1,669 1,574 +6.0% 1,728 -3.5% 5,010 4,661 +7.5% 7889 859 +4.7% 919 -2.2% 2,666 2,516 +5.9% 714 +7.7% 809 -4.9% 2,344 2,145 +9.3% -1,133 -1,129 +0.3% -1,117 +1.4% -3,488 -3,379 +3.2% 536 444 +20.6% 612 -12.4% 1,522 1,282 +18.7% -102 -115 -11.8% -64 +59.4% -259 -342 -24.3% 434 329 +31.9% 548 -20.8% 1,263 941 +34.3% 0 0 n.s. 1 -99.7% 1 -1 n.s. 1 54 -99.0% 25 -97.9% 26 54 -51.7% 434 383 +13.6% 574 -24.3% 1,290 993 +29.9% -36 -34 +7.3% -42 -14.0% -110 -92 +19.9% 398 349 +14.2% 531 -25.1% 1,180 901 +30.9% 67.9% 71.8% -3.9 pt 64.6% +3.3 pt 69.6% 72.5% -2.9 pt Allocated Equity (€bn, year to date; including 2/3 of Private Banking in France) 11.1 10.7 +4.1% 1. Including 100% of Private Banking in France for the Revenues to Pre-tax income line items¹ Revenues: +7.5% vs. 9M21 • Net interest income: +5.9%, increase driven by higher volumes and the impact of the interest-rate and market environments; good performance by the Specialised Subsidiaries • Fees: +9.3%, marked increase in all fees Operating expenses: +3.2% vs. 9M21 · Increase driven by business development and impact of cost-savings measures; very positive jaws effect (+4.2 pts) Pre-tax income: +30.9% vs. 9M21, very strong growth in GOI and decrease in the cost of risk reminder from 3Q21: positive impact from a non-recurring item BNP PARIBAS The bank for a changing world 1. PEL/CEL effect: +€38m in 9M22 (+€24m in 9M21) Third quarter 2022 results | 53#54CPBS Commercial & Personal Banking in France - Volumes 3Q22 %Var/3Q21 %Var/2Q22 9M22 %Var/9M21 Average outstandings (€bn) LOANS 211.6 +5.9% +1.9% 207.4 +4.3% Individual Customers 111.4 +4.7% +1.2% 109.9 +5.5% Incl. Mortgages 99.8 +4.6% +1.2% 98.6 +5.6% Incl. Consumer Lending 11.6 +5.3% +1.2% 11.4 +5.0% Corporates 100.2 +7.4% +2.7% 97.5 +3.0% DEPOSITS AND SAVINGS 248.8 +5.1% +2.1% 244.1 +5.7% Current Accounts 172.0 +4.5% +1.2% 169.3 +6.6% Savings Accounts 68.4 +1.9% +0.8% 67.9 +1.7% Market Rate Deposits 8.4 +64.7% +40.6% 7.0 +26.9% €bn OFF BALANCE SHEET SAVINGS Life Insurance Mutual Funds 30.09.22 %Var/ 30.09.21 %Var/ 30.06.22 100.5 33.2 -1.5% -17.0% -0.4% -5.0% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 54#55CPBS BNL banca commerciale - 9M22 - €m BNL bc¹ Revenues incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of BNL bc Cost/Income Allocated Equity (€bn, year to date; including 2/3 of Private Banking in Italy) 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 652 667 -2.2% 671 -2.8% 1,978 2,012 -1.7% 382 385 -0.8% 387 -1.4% 1,149 1,169 -1.7% 271 282 -4.1% 284 -4.8% 829 843 -1.6% -440 -449 -2.1% -416 +5.6% -1,310 -1,342 -2.4% 213 218 -2.4% 255 -16.7% 669 670 -0.2% -114 -130 -12.7% -110 +3.8% -351 -345 +1.8% 99 88 +12.8% 146 -32.0% 318 325 -2.4% 0 0 n.s. 0 n.s. 0 0 -9.2% 0 0 n.s. 2 -98.5% 2 0 n.s. 99 88 +13.0% 148 -32.8% 320 325 -1.7% -4 -8 -42.2% -8 -46.0% -20 -26 -23.2% 95 80 +18.3% 139 -32.0% 299 299 +0.2% 67.4% 67.3% +0.1 pt 62.0% +5.4 pt 66.2% 66.7% -0.5 pt 6.0 5.3 +12.2% 1. Including 100% of Private Banking in Italie for the Revenues to Pre-tax income line items • Revenues: -1.7% vs. 9M21 (-0.2% at constant scope¹) Net interest income (-1.7%): decrease despite higher volumes and the gradual adjustment in margins • Fees (-1.6%): rise at constant scope 1 (+1.9%) driven by banking fees, particularly with corporate clients Operating expenses: -2.4% vs. 9M21 (-0.4% at constant scope¹) • Impact of the transformation of the operating model and adaptation measures ("Quota 100” retirement plan) Positive jaws effect (+0.9 pt excluding taxes subject to IFRIC 21) Pre-tax income: +0.2% vs. 9M21 (+1.4% at constant scope¹) 1. Business divestment effective 02.01.22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 55#56CPBS BNL banca commerciale - Volumes 3Q22 %Var/3Q21 %Var/2Q22 9M22 %Var/9M21 Average outstandings (€bn) LOANS 79.1 +3.2% +1.2% 78.6 +2.7% Individual Customers 38.5 +1.5% +0.5% 38.2 +1.1% Incl. Mortgages 27.5 +4.2% +1.0% 27.1 +4.0% Incl. Consumer Lending 5.0 +3.9% +0.4% 4.9 +2.4% Corporates 40.6 +5.0% +1.8% 40.4 +4.1% DEPOSITS AND SAVINGS 65.4 +11.0% +0.0% 64.4 +10.3% Individual Deposits 38.1 +4.3% -0.3% 38.1 +6.6% Incl. Current Accounts 38.0 +4.5% -0.2% 37.9 +6.7% Corporate Deposits 27.2 +21.9% +0.5% 26.3 +16.1% €bn OFF BALANCE SHEET SAVINGS Life Insurance Mutual Funds 30.09.22 %Var/ 30.09.21 %Var/ 30.06.22 25.6 14.9 +3.0% -19.6% -0.1% -2.7% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 56#57CPBS Commercial & Personal Banking in Belgium - 9M22 €m Commercial & Personal Banking in Belgium¹ Revenues incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of Commercial & Personal Banking in Belgium Cost/Income Allocated Equity (Єbn, year to date; including 2/3 of Private Banking in Belgium) 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 636 281 -558 ཅེ ཤྩ ཆུ ྂ ⌘ + ⌘ ° ཉྩུ ཙྪཱ ⌘ 917 933 -1.7% 965 -5.0% 2,817 2,655 +6.1% 649 -2.0% 677 -6.1% 1,945 1,823 +6.7% 284 -1.1% 288 -2.6% 872 832 +4.8% -511 +9.2% -554 +0.8% -2,017 -1,844 +9.4% 359 422 -15.0% 412 -12.9% 800 811 -1.3% -17 -36 -53.0% -16 +2.5% -16 -127 -87.8% 342 386 -11.5% 396 -13.6% 785 684 +14.8% 0 5 n.s. 1 n.s. 0 4 -90.8% 3 6 -50.5% 3 -2.3% 10 13 -18.5% 345 397 -13.2% 399 -13.6% 796 701 +13.5% -19 -20 -2.6% -20 -3.8% -49 -54 -8.5% 326 377 -13.7% 379 -14.1% 747 647 +15.4% 60.9% 54.8% +6.1 pt 57.3% +3.6 pt 71.6% 69.5% +2.1 pt 6.1 5.2 +17.5% 1. Including 100% of Private Banking in Belgium for the Revenues to Pre-tax income line items Revenues: +6.1% vs. 9M21 (+1.1% at constant scope and exchange rates) • Net interest income: +6.7% (+0.3% at constant scope and exchange rates), strong growth driven mainly by increased deposits volumes supported by the integration of bpost bank and the increase in credit volumes - 3Q21 reminder: impact of non-recurring items • Fees: +4.8%, strong increase in fees in all customer segments Operating expenses: +9.4% vs. 9M21 (+3.5% at constant scope and exchange rates), driven by the growth in business activity and inflation despite the impact of cost-savings and optimisation measures Pre-tax income: +15.4% vs. 9M21, impact of the decrease in cost of risk BNP PARIBAS The bank for a changing world Third quarter 2022 results | 57#58CPBS - Commercial & Personal Banking in Belgium Volumes 3Q22 %Var/3Q21 %Var/2Q22 9M22 %Var/9M21 Average outstandings (€bn) LOANS 136.9 +15.4% +1.9% 133.9 +14.8% Individual Customers 87.8 +16.3% +1.4% 86.6 +15.8% Incl. Mortgages 65.1 +18.2% +1.4% 64.5 +18.1% Incl. Consumer Lending 0.3 +14.6% -18.9% 0.3 +12.9% Incl. Small Businesses 22.4 +11.0% +1.7% 21.8 +9.5% Corporates and Local Governments 49.1 +13.8% +2.7% 47.4 +12.9% DEPOSITS AND SAVINGS 162.4 +9.3% +0.4% 161.6 +9.5% Current Accounts 75.7 +9.8% -0.3% 76.8 +12.2% Savings Accounts 83.7 +8.2% +0.5% 82.3 +7.0% Term Deposits 3.0 +32.7% +20.3% 2.6 +13.5% €bn OFF BALANCE SHEET SAVINGS Life Insurance Mutual Funds 30.09.22 %Var/ 30.09.21 %Var/ 30.06.22 24.4 37.1 -0.7% -8.7% -1.1% -1.8% Restatement of 2021 outstandings related to the integration of an activity BNP PARIBAS The bank for a changing world Third quarter 2022 results | 58#59CPBS - Commercial & Personal Banking in Luxembourg - 9M22 €m Commercial & Personal Banking in Luxembourg Revenues incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of Commercial & Personal Banking in Luxembourg Cost/Income Allocated Equity (Єbn, year to date; including 2/3 of Private Banking in Luxembourg) 3Q22 3Q21 3Q22 / 3Q21 2Q22 3Q22 / 9M22 9M21 9M22 / 2Q22 9M21 116 107 +8.4% 114 94 86 +9.3% 90 +2.2% +4.3% 22 21 +4.7% 24 -6.0% -62 -62 +0.3% -66 -4.9% -208 54 45 +19.5% 48 +11.9% 3 -7 n.s. 3 -7.5% 56 38 +48.1% 51 +10.8% , £ - ៩៩ ៨ ន ៩ 345 314 +9.8% 252 +7.8% 62 +17.8% -205 +1.7% 136 109 +25.0% -5 n.s. 104 +41.7% 0 0 n.s. 0 -40.5% 0 0 n.s. 1 0 n.s. 0 n.s. 3 0 n.s. 58 38 +51.0% 51 +13.6% 150 104 +44.2% -1 -2 -22.0% -2 -22.1% -5 -4 +4.4% 56 37 +54.0% 49 +14.8% 145 100 +45.9% 53.8% 58.1% -4.3 pt 57.8% -4.0 pt 60.4% 65.3% -4.9 pt 0.8 0.7 +11.5% 1. Including 100% of Private Banking in Luxembourg for the Revenues to Pre-tax Income line items Revenues: +8.4% vs. 3Q21; +9.8% vs. 9M21 • Net interest income: +9.3% vs. 3Q21; +7.8% vs. 9M21, increase driven by higher volumes and good performance of margins on corporate clients Fees: +4.7% vs. 3Q21; +17.8% vs. 9M21, increase driven by banking fees and corporate clients Operating expenses: +0.3% vs. 3Q21; +1.7% vs. 9M21, control of operating expenses and very positive jaws effect (+8.1 pts in 9M22) Pre-tax income: +54.0% vs. 3Q21; +45.9% vs. 9M21, favourable impact of the cost of risk BNP PARIBAS The bank for a changing world Third quarter 2022 results | 59#60CPBS - Commercial & Personal Banking in Luxembourg Volumes Average outstandings (€bn) 3Q22 %Var/3Q21 %Var/2Q22 9M22 %Var/9M21 LOANS 13.0 +6.4% +0.8% 12.9 +6.8% Individual Customers 8.1 +3.8% +0.9% 8.1 +4.1% Corporates and Local Governments 4.9 +11.1% +0.7% 4.8 +11.5% DEPOSITS AND SAVINGS 31.0 +8.9% +1.9% 30.0 +8.9% Current Accounts 19.1 +7.0% -1.1% 18.7 +7.6% Savings Accounts Term Deposits 8.7 -2.7% +0.1% 8.7 -1.1% 3.1 +95.3% +33.0% 2.6 +89.9% €bn OFF BALANCE SHEET SAVINGS Life Insurance Mutual Funds 30.09.22 %Var/ 30.09.21 %Var/ 30.06.22 1.0 1.9 -6.6% -13.8% -1.6% -4.0% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 60#61CPBS - Europe-Mediterranean - 9M22 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 €m Europe-Mediterranean Revenues incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of Europe-Mediterranean Cost/Income 607 511 +18.8% 566 +7.2% 1,812 1,491 +21.5% 488 401 +21.7% 455 +7.3% 1,462 1,150 +27.1% 118 109 +8.1% 111 +6.7% 350 342 +2.4% -393 -383 +2.6% -418 -5.9% -1,232 -1,211 +1.8% 214 128 +67.0% 148 +44.2% 579 280 n.s. -55 -15 n.s. -48 +14.8% -143 -112 +27.1% 159 113 +40.7% 100 +58.3% 437 168 n.s. 100 71 +40.7% 132 -24.3% 302 188 +60.8% -5 -1 n.s. -29 -82.2% -34 -50 -30.9% 253 183 +38.4% 203 +24.9% 704 306 n.s. -3 -1 n.s. -3 +16.6% -10 -6 +70.0% 250 182 +37.4% 200 +25.0% 694 300 n.s. 64.7% 74.9% -10.2 pt 73.8% -9.1 pt 68.0% 81.2% -13.2 pt Allocated Equity (€bn, year to date; including 2/3 of Private Banking in Poland and Turkey) 5.4 5.0 +7.6% 1. Including 100% of Private Banking in Turkey and Poland for the Revenues to Pre-tax income line items . Foreign exchange effect impact driven by the euro's appreciation vs. the Turkish lira and zloty TRY/EUR¹: -44.6% vs. 3Q21, -3.7% vs. 2Q22, -46.6% vs. 9M21 • PLN/EUR²: -3.6% vs. 3Q21, -1.9% vs. 2Q22, -2.6% vs. 9M21 Limited overall impact of the implementation of IAS 29, and taking into account the efficiency of the hedging with the CPI linkers (inflation linked bonds) portfolio since 01.01.22 : -€2m in pre-tax income At constant scope and exchange rates³ vs. 9M21 Revenues: +31.9%, driven by strong growth in net interest income Operating expenses4: +8.9%, very positive jaws effect (+23.0 pts) Pre-tax income5: x2.0, limited overall impact from the effects induced by the hyperinflation situation in Turkey 1. Average exchange rates until 31.03.22 and, effective 01.04.22, end-of-period exchange rate taken into account with the application in Turkey of IAS 29; 2. Average exchange rates; 3. At constant scope and exchange rates excluding Turkey at historical exchange rates in accordance with IAS 29; 4. Including 100% of Private Banking in Turkey and Poland; 5. Including 2/3 of Private Banking in Turkey and Poland BNP PARIBAS The bank for a changing world Third quarter 2022 results | 61#62CPBS Europe-Mediterranean - Volumes and risks %Var/3Q21 %Var/2Q22 %Var/9M21 at constant at constant at constant 3Q22 historical scope and exchange scope and historical 9M22 historical exchange Average outstandings (€bn) rates rates scope and exchange rates LOANS DEPOSITS 35.4 42.5 +1.5% +4.9% +20.3% +27.7% +0.4% +1.2% +4.1% +4.4% 34.9 41.1 +2.0% +3.0% +20.8% +24.4% Geographical breakdown in loans outstanding in 3Q221 - Cost of risk/loans outstanding Poland 54% Turkey 25% Annualised cost of risk / outstandings as at beginning of period 3Q21 4Q21 1Q22 2Q22 3Q22 Turkey Poland Others Europe-Mediterranean 0.04% 0.61% 0.62% 0.22% 1.05% 0.06% -0.03% 0.16% 0.63% 0.31% 0.51% 0.79% 0.83% 0.64% 0.69% 0.17% 0.34% 0.43% 0.53% 0.58% Mediterranean 17% Africa 4% TEB: a solid and well capitalised bank • • Solvency ratio² of 17.63% as at 30.09.22 Very largely self-financed 1.0% of the Group's loans outstanding as of 30.09.22 1. Based on the perimeter as of 30.09.22; 2. Capital Adequacy Ratio (CAR) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 62#63CPBS BancWest - 9M22 - €m BancWest Revenues 1 incl. net interest income incl. fees Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of BancWest Cost/Income Allocated Equity (Єbn, year to date; including 2/3 of Private Banking in the United States) • 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 615 118 -566 ០៩ ៦ ១ខា គឺ ៖ ៥ 733 588 +24.6% 657 +11.6% 2,009 1,801 +11.6% 493 +24.9% 542 +13.4% 1,676 1,524 +10.0% 96 +23.4% 114 +3.0% 332 276 +20.2% -425 +33.0% -495 +14.3% -1,536 -1,241 +23.8% 167 163 +2.8% 162 +3.5% 473 560 -15.5% -49 23 n.s. -30 +63.3% 115 21 n.s. 119 186 -36.1% 132 -10.0% 588 581 +1.3% 0 n.s. 0 n.s. 0 0 n.s. 2 9 -78.6% 2 -1.9% 4 13 -73.4% 121 195 -38.0% 134 -9.9% 592 594 -0.4% -18 -6 n.s. -11 +65.5% -35 -18 +99.8% 103 189 -45.6% 123 -16.5% 556 576 -3.5% 77.2% 72.3% +4.9 pt 75.4% +1.8 pt 76.5% 68.9% +7.6 pt 5.6 4.9 +12.4% 1. Including 100% of U.S Private Banking for the Revenues to Pre-tax Income line items Foreign exchange effect: appreciation of the dollar compared to the euro • USD/EUR¹: +17.1% vs. 3Q21, +5.8% vs. 2Q22, +12.4% vs. 9M21 At constant scope and exchange rates vs. 9M21 Revenues²: -0.8%, +1.9% excluding the impact of a positive non-recurring item in 1H21, positive effects of margin improvement and loan volumes increase, good performance of banking fees Operating expenses²: +10.4%, increase notably due to targeted projects Cost of risk²: significant release of provisions (stages 1 & 2) in 1Q22 related to the public health crisis, partially offset by provisions in 2Q22 and 3Q22 Pre-tax income³: -14.9% 1. Average exchange rates; 2. Including 100% of Private Banking in the United States; 3. Including 2/3 of Private Banking in the United States BNP PARIBAS The bank for a changing world Third quarter 2022 results | 63#64CPBS BancWest - Volumes %Var/3Q21 %Var/2Q22 %Var/9M21 at constant at constant at constant 3Q22 historical scope and exchange historical scope and exchange 9M22 historical Average outstandings (€bn) rates rates scope and exchange rates LOANS 58.6 +20.6% +3.0% +6.8% +0.9% 54.9 +11.7% -0.7% Individual Customers 25.5 +27.8% +9.1% +9.0% +3.0% 23.5 +18.1% +4.9% Incl. Mortgages 11.3 +42.3% +21.5% +11.9% +5.8% 10.2 +27.4% +13.3% Incl. Consumer Lending 14.2 +18.2% +0.9% +6.7% +0.9% 13.3 +11.8% -0.7% Commercial Real Estate 16.1 +14.2% -2.5% +4.1% -1.5% 15.4 +10.6% -1.8% Corporate Loans 17.0 +17.1% -0.0% +6.0% +0.2% 16.0 +4.4% -7.1% DEPOSITS AND SAVINGS 75.3 +6.7% -8.8% +3.9% -1.8% 73.4 +8.1% -4.1% Customer Deposits 69.9 +7.2% -8.5% +3.6% -2.1% 68.1 +8.3% -3.9% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 64#65CPBS - Specialised Businesses - Personal Finance - 9M22 3Q22 3Q21 3Q22/ 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 €m Personal Finance Revenues 1,345 1,271 +5.8% 1,371 -1.9% 4,104 3,922 +4.7% Operating Expenses and Dep. -689 -644 +7.0% -718 -4.1% -2,183 -2,094 +4.2% Gross Operating Income 656 627 +4.6% 653 +0.5% 1,922 1,827 +5.2% Cost of Risk -336 -303 +10.8% -309 +8.9% -960 -968 -0.8% Operating Income 320 324 -1.1% 344 -7.1% 962 859 +11.9% Share of Earnings of Equity-Method Entities 22 16 +34.7% 26 -15.7% 62 30 n.s. Other Non Operating Items -2 36 n.s. -12 -86.2% -14 27 n.s. Pre-Tax Income Cost/Income Allocated Equity (Ebn, year to date) 340 376 -9.5% 358 -5.0% 1,010 917 +10.1% 51.2% 50.7% +0.5 pt 52.4% -1.2 pt 53.2% 53.4% -0.2 pt 8.1 7.8 +3.8% At constant scope and exchange rates vs. 9M21 • • • Revenues: +1.7%, increase driven by volumes and the recovery in production, +4.7% at historical scope and exchange rates, with the consolidation of 50% of Floa, effective 01.02.22 Operating expenses: +1.5%, increase driven by support to business development, +4.2% at historical scope and exchange rates Pre-tax income: +8.0%, increase driven mainly by higher GOI and the decrease in the cost of risk BNP PARIBAS The bank for a changing world Third quarter 2022 results | 65#66CPBS - Specialised Businesses - Personal Finance Volumes and risks Average outstandings (€bn) TOTAL CONSOLIDATED OUTSTANDINGS TOTAL OUTSTANDINGS UNDER MANAGEMENT (1) %Var/3Q21 %Var/2Q22 %Var/9M21 at constant at constant at constant scope and 3Q22 scope and scope and historical historical 9M22 historical exchange exchange exchange rates rates rates 94.4 +4.4% +3.0% +0.7% +0.7% 93.6 +3.0% +1.6% 110.0 +5.2% +3.2% +1.0% +1.0% 108.9 +4.4% +1.3% (1) Including 100% of outstandings of subsidiaries not fully owned as well as of all partnerships Cost of risk/outstandings Annualised cost of risk/ outstandings as at beginning of 3Q21 4Q21 1Q22 2Q22 3Q22 period France 1.04% 1.41% 1.13% 1.70% 2.11% Italy 1.28% 0.70% 1.64% 1.56% 1.22% Spain 1.88% 2.37% 1.40% 1.56% 1.64% Other Western Europe 1.08% 1.57% 0.98% 0.77% 0.72% Eastern Europe 1.00% 1.51% 1.25% -0.35% 1.40% Brazil 5.79% 7.05% 6.61% 6.11% 6.42% Others 1.75% 1.67% 1.73% 0.75% 1.28% Personal Finance 1.30% 1.50% 1.34% 1.29% 1.39% BNP PARIBAS The bank for a changing world Third quarter 2022 results | 66#67CPBS Specialised Businesses - 9M22 - Arval & Leasing Solutions €m Arval & Leasing Solutions Revenues Operating Expenses and Dep. 3Q22 3Q21 3Q22/ 2Q22 3Q22/ 9M22 9M21 9M22 / 3Q21 2Q22 9M21 874 658 +32.9% 895 -2.2% 2,580 1,966 +31.2% -341 -314 +8.6% -341 -0.1% -1,048 -971 +8.0% Gross Operating Income 534 344 +54.9% 553 -3.6% 1,532 996 +53.8% Cost of Risk -38 -54 -30.5% -49 -23.2% -116 -120 -2.8% Operating Income 496 291 +70.8% 505 -1.7% 1,416 876 +61.6% Share of Earnings of Equity-Method Entities 1 3 -57.6% 1 +37.9% 6 5 +27.7% Other Non Operating Items 5 0 n.s. 40 -88.1% 45 0 n.s. Pre-Tax Income Cost/Income Allocated Equity (Ebn, year to date) 502 293 +71.2% 545 -8.0% 1,467 881 +66.5% 39.0% 47.7% -8.7 pt 38.1% +0.9 pt 40.6% 49.4% -8.8 pt 3.4 3.2 +5.5% Revenues: +31.2% vs. 9M21 • Very good performance at Arval driven by very high used car prices and by organic growth in the financed fleet • Good increase at Leasing Solutions, driven by higher outstandings Operating expenses: +8.0% vs. 9M21 • Growth at marginal cost with the improvement in productivity • Very largely positive jaws effect (+23.2 pts) Pre-tax income: +66.5% vs. 9M21 (reminder: 9M22 impact of the effects induced by the hyperinflation situation in Turkey (application of IAS 29) in the amount of €44m on “Other non-operating items") BNP PARIBAS The bank for a changing world Third quarter 2022 results | 67#68CPBS - Specialised businesses Arval & Leasing Solutions Arval %Var/3Q21 %Var/2Q22 %Var/9M21 3Q22 historical at constant scope and exchange rates at constant scope and historical at constant 9M22 historical exchange rates scope and exchange rates Average outstandings (€bn) Consolidated Outstandings Financed vehicles ('000 of vehicles) 26.9 1,520 +11.1% +5.5% +10.6% +5.5% +2.7% +1.3% +2.8% +1.3% 26.2 1,501 +10.1% +6.0% +9.4% +6.0% Leasing Solutions Average outstandings (€bn) Consolidated Outstandings %Var/3Q21 %Var/2Q22 %Var/9M21 3Q22 historical at constant scope and exchange rates historical at constant scope and exchange rates at constant 9M22 historical scope and exchange rates 22.6 +2.9% +2.9% +1.1% +1.4% 22.4 +3.3% +3.0% Reminder: restatement of 2021 outstandings related to the integration of an activity BNP PARIBAS The bank for a changing world Third quarter 2022 results | 68#69CPBS Specialised Businesses - 9M22 New Digital Businesses and Personal Investors €m New Digital Businesses & Personal Investors Revenues Operating Expenses and Dep. Gross Operating Income Cost of Risk Operating Income Share of Earnings of Equity-Method Entities Other Non Operating Items Pre-Tax Income Income Attributable to Wealth and Asset Management Pre-Tax Income of New Digital Businesses & Personal Investors Cost/Income Allocated Equity (€bn, year to date; including 2/3 of Private Banking in Germany) 3Q22 3Q21 3Q22/ 2Q22 3Q22/ 9M22 9M21 9M22 / 3Q21 2Q22 9M21 -149 1742220♡ON 177 +11.4% 217 -9.1% 619 560 +10.5% -130 +14.9% -139 +7.0% -420 -370 +13.6% 48 47 +1.7% 77 -38.1% 198 190 +4.5% -23 -1 n.s. -23 -0.0% -58 -4 n.s. 25 46 -45.4% 54 -54.1% 140 186 -24.6% -2 -2 +2.5% -2 +1.2% -7 -9 -15.9% 0 n.s. 1 -79.1% 1 0 n.s. 23 43 -47.7% 53 -56.9% 134 178 -24.7% 0 -39.6% 0 -36.1% -1 -2 -13.3% 43 -47.8% 52 -57.0% 132 32 176 -24.8% 75.7% 73.4% +2.3 pt 64.3% +11.4 pt 68.0% 66.1% +1.9 pt 0.5 0.4 +37.5% 1. Including 100% of Private Banking in Germany for the Revenues to Pre-tax income line items Revenues¹: +10.5% vs. 9M21 Strong expansion at Nickel and consolidation of 50% of Floa's contribution (reminder: consolidation effective since 01.02.22) Decrease in Personal Investors revenues in an unfavourable market context Operating expenses¹: +13.6% vs. 9M21, increase driven by development and start-up costs in New Digital Businesses Pre-tax income²: -24.8% vs. 9M21, effect of the consolidation of Floa on the cost of risk 1. Including 100% of Private Banking in Germany; 2. Including 2/3 of Private Banking in Germany BNP PARIBAS The bank for a changing world Third quarter 2022 results | 69#70CPBS Specialised Businesses - New Digital Businesses and Personal Investors Nickel . 2.9 million accounts opened ¹ as of the end of September 2022 (+26.9% vs. 30.09.21) --Floa Consolidation of 50% of Floa effective 01.02.22 4 million customers as at the end of September 2022 (+14.8% vs. 30.09.21) Personal Investors 3Q22 %Var/3Q21 %Var/2Q22 9M22 %Var/9M21 Average outstandings (€bn) LOANS 0.6 +3.5% +0.9% DEPOSITS 30.6 +7.6% +0.0% 0.6 30.5 +3.4% +12.0% 30.09.22 €bn %Var/ 30.09.21 %Var/ 30.06.22 ASSETS UNDER MANAGEMENT European Customer Orders (millions) 150.0 10.1 -6.9% -5.3% +1.9% +0.5% 1. Since inception in France and Spain BNP PARIBAS The bank for a changing world Third quarter 2022 results | 70#71IPS - Investment & Protection Services - 9M22 €m 3Q22 3Q21 3Q22 / 2Q22 3Q22/ 9M22 9M21 9M22 / 3Q21 2Q22 9M21 Investment & Protection Services Revenues Operating Expenses and Dep. 1,632 1,498 +8.9% 1,723 -5.3% 5,005 4,836 +3.5% -1,087 -1,038 +4.8% -1,068 +1.8% -3,206 -3,054 +5.0% Gross Operating Income 545 461 +18.3% 655 -16.8% 1,799 1,783 +0.9% Cost of Risk 2 -6 n.s. -6 n.s. -11 -14 -21.4% Operating Income 547 455 +20.2% 649 -15.8% 1,788 1,768 +1.1% Share of Earnings of Equity-Method Entities 42 17 n.s. 66 -36.3% 160 100 +60.2% Other Non Operating Items 39 -4 n.s. 13 n.s. 91 94 -3.6% Pre-Tax Income Cost/Income Allocated Equity (€bn, year to date) 627 468 +34.1% 729 -13.9% 2,038 1,962 +3.9% 66.6% 69.3% -2.7 pt 62.0% +4.6 pt 64.1% 63.1% +1.0 pt 10.0 11.8 -15.3% Revenues: +3.5% vs. 9M21 • • Increase in Insurance revenues driven by Savings and Protection on the whole, offset by the decrease in financial result due to the impact of the market decrease Increase in Wealth Management and Real Estate revenues Very unfavourable impact of the market environment on Asset Management revenues Very strong increase in Principal Investments revenues • Increase driven by business development and targeted initiatives Operating expenses: +5.0% vs. 9M21 Pre-tax income: +3.9% vs. 9M21 • Increase in contribution by associates Note: Stability in "Other non-operating items" due to the capital gain on sales by Asset Management in 9M21 and by Insurance and Wealth Management in 9M22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 71#72IPS Insurance - 9M22 €m Insurance Revenues Operating Expenses and Dep. Gross Operating Income 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / 3Q21 2Q22 9M21 658 613 +7.2% 787 -16.5% 2,166 2,171 -0.3% -391 -376 +4.0% -396 -1.2% -1,171 -1,126 +4.0% 267 237 +12.3% 391 -31.8% 995 1,046 -4.8% Cost of Risk 0 0 -34.0% -1 -67.6% -1 -1 +89.7% Operating Income 266 237 +12.4% 390 -31.8% 993 1,045 -4.9% Share of Earnings of Equity-Method Entities 31 -2 n.s. 48 -35.1% 115 56 n.s. Other Non Operating Items -1 -4 -67.2% 14 n.s. 14 -4 n.s. Pre-Tax Income 296 231 +28.4% 453 -34.6% 1,122 1,097 +2.3% Cost/Income Allocated Equity (Єbn, year to date) 59.5% 61.3% -1.8 pt 50.3% +9.2 pt 54.1% 51.8% +2.3 pt 7.1 9.2 -23.0% Technical reserves: -1.2% vs. 9M21 Revenues: -0.3% vs. 9M21 Overall increase in Savings and Protection revenues Decrease in financial result, due to the greater market decrease and despite the increase in capital gains Operating expenses: +4.0% vs. 9M22, driven by support for business development and ongoing targeted projects Pre-tax income: +2.3% vs. 9M22, increase in the contribution of associates and capital gains on the sale of businesses in 2Q22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 72#73IPS - Wealth & Asset Management - 9M22 3Q22 3Q21 3Q22 / 2Q22 3Q22/ 9M22 9M21 9M22 / 3Q21 2Q22 9M21 €m Wealth and Asset Management Revenues Operating Expenses and Dep. 974 885 +10.1% 936 +4.1% 2,839 2,665 +6.5% -696 -662 +5.2% -672 +3.5% -2,035 -1,928 +5.6% Gross Operating Income 278 223 +24.6% 264 +5.5% 804 737 +9.1% Cost of Risk 2 -5 n.s. -5 n.s. -10 -13 -27.9% Operating Income 280 218 +28.7% 259 +8.3% 794 724 +9.8% Share of Earnings of Equity-Method Entities 11 19 -44.6% 18 -39.5% 45 44 +2.2% Other Non Operating Items 40 0 n.s. -1 n.s. 77 98 -21.4% Pre-Tax Income 331 237 +39.5% 276 +20.1% 916 866 +5.9% Cost/Income Allocated Equity (€bn, year to date) 71.4% 74.8% -3.4 pt 71.8% -0.4 pt 71.7% 72.3% 2.9 2.6 -0.6 pt +12.4% • Revenues: +6.5% vs. 9M21 Very good performance by Wealth Management Impact of the unfavourable market environment on Asset Management revenues • Very strong growth at Principal Investments Strong increase in Real Estate revenues (particularly in Advisory) Operating expenses: +5.6% vs. 9M21 Support for business development Pre-tax income: +5.9% vs. 9M22; reminder: capital gains on sales by Asset Management in 1Q21 and by Wealth Management in 3Q22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 73#74IPS - Insurance and WAM1 Business activity 30.09.22 30.09.21 €bn %Var/ 30.09.21 30.06.22 %Var/ 30.06.22 Assets under management (€bn) 1,175.5 1,220.3 -3.7% 1,197.6 -1.8% Insurance 248.4 276.8 -10.3% 255.2 -2.6% Wealth Management 407.7 411.9 -1.0% 411.4 -0.9% AM+RE+PI 519.3 531.6 -2.3% 531.0 -2.2% Asset Management 487.8 502.1 -2.9% 499.7 -2.4% Real Estate Services 30.6 28.9 +6.0% 30.4 +0.7% Principal Investment 0.9 0.6 +51.7% 0.9 +1.3% Net asset flows (€bn) Insurance Wealth Management AM+RE+PI Asset Management • Real Estate Services Principal Investment 3Q22 3Q21 %Var/ 3Q21 2Q22 %Var/ 2Q22 5.4 12.8 -57.9% 9.0 -40.2% -0.2 1.4 n.s. 1.7 n.s. 4.2 3.6 +17.8% 6.7 -36.7% 1.4 7.9 -82.6% 0.7 +88.7% 0.8 7.5 -89.6% 0.4 +84.8% 0.6 0.2 n.s. 0.3 +94.2% 0.0 0.1 n.s. 0.0 n.s. • Assets under management: - €22bn vs. 30.06.22, including Market effect: -€31.0bn, very unfavourable due to financial market trends Net asset inflows: +€5.4bn, very good net asset inflows at Wealth Management; positive net asset inflows in 3Q22 at Asset Management, driven by medium- and long-term vehicles, partly offset by net asset outflows from money-market funds Forex effect: + €12bn, with the depreciation of the euro 1. Wealth Management, Asset Management, Real Estate and Principal Investments BNP PARIBAS The bank for a changing world Third quarter 2022 results | 74#75IPS - Insurance & WAM1 Insurance and WAM Breakdown in assets by client segment Asset Management Breakdown in AuM as at 30.09.22 €1,220bn €1,175bn 28% Corporates & Institutionals 27% Bonds 27% Alternatives and others 8% Diversified 27% 52% 53% Individuals Money-market 16% -57% 20% External distribution 20% Equities 21% 30.09.21 30.09.22 €488bn 1. Wealth Management, Asset Management, Real Estate and Principal Investments BNP PARIBAS The bank for a changing world Third quarter 2022 results | 75#763Q22 Corporate Centre - 3Q22 3Q21 3Q22 / 2Q22 3Q22 / 9M22 9M21 9M22 / €m Corporate Center Revenues 3Q21 2Q22 9M21 -46 -10 n.s. -50 -7.9% -30 313 n.s. Operating Expenses and Dep. -199 -178 +11.7% -168 +18.2% -878 -639 +37.4% Incl. Restructuring, IT Reinforcement and Adaptation Costs -129 -62 n.s. -110 +17.9% -314 -210 +49.7% Gross Operating Income -245 -187 +30.5% -218 +12.2% -908 -326 n.s. Cost of Risk -128 -38 n.s. -63 n.s. -244 -159 +53.4% Operating Income -372 -225 +65.1% -281 +32.6% -1,152 -485 n.s. Share of Earnings of Equity-Method Entities 19 13 +52.8% 19 +3.1% 61 12 n.s. Other Non Operating Items Pre-Tax Income Allocated Equity (Єbn, year to date) -1 -61 -98.5% -66 -98.7% -110 529 n.s. -354 -274 +29.3% -328 +7.8% -1,201 56 n.s. 3.7 4.2 -12.9% Revenues Revaluation of proprietary credit risk included in derivatives (DVA): +€94m Operating expenses Restructuring and adaptation costs: -€32m (-€20m in 3Q21) IT reinforcement costs: -€97m (-€42m in 3Q21) Cost of risk Impact of the "Act on assistance to borrowers" in Poland: -€204m Other non-operating items 3Q21 reminder: Capital gain on the sale of Allfunds shares¹: +€144m Goodwill impairments: -€149m BNP PARIBAS 1. Disposal of 1.97% stake in Allfunds The bank for a changing world Third quarter 2022 results | 76#779M22 Corporate Centre - Revenues Revaluation of proprietary credit risk included in derivatives (DVA) (+€202m), offset by a negative non- recurring item in 1Q22 Reminder 9M21: +€58m capital gain on the sale of 4.99% in SBI Life Operating expenses • Increase in taxes subject to IFRIC 211 in 1Q22 Restructuring and adaptation costs: -€85m (-€103m in 9M21) IT reinforcement costs: -€229m (-€107m in 9M21) Cost of risk Impact of the "Act on assistance to borrowers" in Poland: -€204m Other non-operating items Badwill (bpost bank): +€244m Capital gain on the sale of a stake: +€204m Impairment (Ukrsibbank): -€159m Reclassification to profit and loss of exchange differences (Ukrsibbank)²: -€274m 9M21 reminders: Capital gain on the sale of Allfunds shares³: +€444m • Capital gain on the sale of buildings (exceptional item): +€302m Goodwill impairments: -€149m 1. Booking in 1Q of almost the entire amount of taxes and contributions for the year, based on the application of IFRIC 21 "Taxes", including the estimated contribution to the Single Resolution Fund; 2. Previously recorded in Consolidated Equity; 3. Disposal of 8.69% stake in Allfunds BNP PARIBAS The bank for a changing world Third quarter 2022 results | 77#78GROUP RESULTS DIVISION RESULTS CONCLUSION 9M22 & 3Q22 DETAILED RESULTS APPENDICES BNP PARIBAS#79Number of Shares and Earnings per Share Number of Shares in millions Number of Shares (end of period) Number of Shares excluding Treasury Shares (end of period) Average number of Shares outstanding excluding Treasury Shares 30-Sep-22 30-Sep-21 1,234 1,250 1,233 1,246 1,233 1,248 Reminder: cancellation of 15,466,915 shares acquired under BNP Paribas' share buyback, which was executed between 1 November 2021 and 6 December 2021 Earnings per Share in millions Average number of Shares outstanding excluding Treasury Shares Net income attributable to equity holders 30-Sep-22 30-Sep-21 1,233 1,248 8,046 7,182 Remuneration net of tax of Undated Super Subordinated Notes -293 -316 Exchange rate effect on reimbursed Undated Super Subordinated Notes -123 -18 Net income attributable to equity holders, after remuneration and exchange rate effect on Undated Super Subordinated Notes 7,630 6,848 Net Earnings per Share (EPS) in euros 6.19 5.49 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 79#80Capital Ratios and Book Value Per Share Capital Ratios Total Capital Ratio (a) Tier 1 Ratio (a) Common equity Tier 1 ratio (a) 30-Sep-22 31-Dec-21 30-Sep-21 15.9% 16.4% 16.6% 13.5% 14.0% 14.3% 12.1% 12.9% 13.0% (a) CRD4, on risk-weighted assets of €766bn as at 30.09.22, €714bn as at 31.12.21 and €712bn as at 30.09.21; refer to slide 89 Book value per Share in millions of euros Shareholders' Equity Group share of which changes in assets and liabilities recognised directly in equity (valuation reserve) 30-Sep-22 30-Sep-21 120,764 116,169 (1) -1,388 304 of which Undated Super Subordinated Notes 10,820 9,208 (2) of which remuneration net of tax pay able to holders of Undated Super Subordinated Notes 38 57 (3) Net Book Value (a) 109,906 106,904 (1)-(2)-(3) Goodwill and intangibles 12,154 11,227 Tangible Net Book Value (a) 97,752 95,677 Number of Shares excluding Treasury Shares (end of period) in millions 1,233 1,246 Book Value per Share (euros) 89.1 85.8 of which book value per share excluding valuation reserve (euros) 90.2 85.6 Net Tangible Book Value per Share (euros) 79.3 76.8 (a) Excluding Undated Super Subordinated Notes and remuneration net of tax pay able to holders of Undated Super Subordinated Notes BNP PARIBAS The bank for a changing world Third quarter 2022 results | 80#81Return on Equity and Permanent Shareholders' Equity Calculation of Return on Equity in millions of euros Net income Group share Exceptional items (after tax) (a) 30-Sep-22 8,046 30-Sep-21 7,182 (1) -383 307 of which exceptional items (not annualised) -159 455 NO of which IT reinforcement and restructuring costs (annualised) Contribution to the Single Resolution Fund (SRF) and levies after tax Net income Group share, not revaluated (exceptional items, contribution to SRF and taxes not annualised) (b) Remuneration net of tax of Undated Super Subordinated Notes and exchange effect Impact of annualised IT reinforcement and restructuring costs Net income Group share used for the calculation of ROE/ROTE (c) Average permanent shareholders' equity, not revaluated, used for the ROE calculation (d) Return on Equity (ROE) -224 -148 -1,664 -1,298 11,634 10,054 (4) (5) (6) -587 -433 -299 -197 10,748 9,424 106,097 102,204 10.1% 9.2% 94,245 11.4% Average tangible permanent shareholders' equity, not revaluated, used for the ROTE calculation (e) Return on Tangible Equity (ROTE) 90,894 10.4% (a) See slide 8; (b) Annualised net income Group share as at 30 September, (6)=4/3*[(1)-(2)-(5)]+(3)+(5); (c) Annualised Group share as at 30 September; (d) Average Permanent shareholders' equity: average of beginning of the year and end of the period including in particular annualised net income as at 30 September with exceptional items and contribution to SRF and taxes not annualised (Permanent Shareholders' equity = Shareholders' equity attributable to shareholders - changes in assets and liabilities recognised directly in equity - Undated Super Subordinated Notes - remuneration net of tax payable to holders of Undated Super Subordinated Notes - dividend distribution assumption); (e) Average Tangible permanent shareholders' equity: average of beginning of the year and end of the period including in particular annualised net income as at 30 September with exceptional items and contribution to SRF and taxes not annualised (Tangible permanent shareholders' equity = permanent shareholders' equity - intangible assets - goodwill) -Permanent Shareholders' Equity Group share, not revaluated, used for the calculation of ROE/ROTE in millions of euros Net Book Value of which changes in assets and liabilities recognised directly in equity (valuation reserve) of which 2021 dividend distribution project of which 2022 net income distribution project Annualisation of restated result (a) Restatement of remuneration of Undated Super Subordinated Notes for the annualised calculation Permanent shareholders' equity, not revaluated, used for the calculation of ROE (b) Goodwill and intangibles Tangible permanent shareholders' equity, not revaluated, used for the calculation of ROTE (b) Average permanent shareholders' equity, not revaluated, used for the ROE calculation (c) Average tangible permanent shareholders' equity, not revaluated, used for the ROTE calculation (d) 30-Sep-22 30-Sep-21 109,906 106,904 (1) -1,388 304 (2) 4,709 (3) 6,043 (4) 3,289 2,675 (5) -171 -99 (6) 108,369 104,467 (1)-(2)-(3)-(4)+(5)+(6) 12,154 96,215 11,227 93,240 106,097 94,245 102,204 90,894 (a) 1/3 of 9M Net Income Group share excluding exceptional items but including IT reinforcement, adaptation and restructuring costs and excluding contribution to SRF and levies after tax; (b) Excluding Undated Super Subordinated Notes, remuneration net of tax payable to holders of Undated Super Subordinated Notes, and including the assumptions of distribution of net income; (c) Average Permanent shareholders' equity: average of beginning of the year and end of the period including in particular annualised net income as at 30 September with exceptional items and contribution to SRF and taxes not annualised (Permanent Shareholders' equity Shareholders' equity attributable to shareholders - changes in assets and liabilities recognised directly in equity - Undated Super Subordinated Notes - remuneration net of tax payable to holders of Undated Super Subordinated Notes - dividend distribution assumption); (d) Average Tangible permanent shareholders' equity: average of beginning of the year and end of the period including in particular annualised net income as at 30 September with exceptional items and contribution to SRF and taxes not annualised (Tangible permanent shareholders' equity = permanent shareholders' equity - intangible assets - goodwill) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 81#82A Solid Financial Structure Doubtful loans/gross outstandings Doubtful loans (a) / Loans (b) 30-Sep-22 1.7% 30-Sep-21 2.0% (a) Impaired loans (stage 3) to customers and credit institutions, not netted of guarantees, including on-balance sheet and off-balance sheet and debt securities measured at amortized costs or at fair value through shareholders' equity; (b) Gross loans outstanding to customers and credit institutions, on-balance sheet and off-balance sheet and including debt securities measured at amortized costs or at fair value through shareholders' equity (excluding insurance) Coverage ratio €bn Allowance for loan losses (a) Doubtful loans (b) Stage 3 coverage ratio 30-Sep-22 30-Sep-21 14.7 20.1 73.1% 17.0 23.1 73.6% (a) Stage 3 provisions; (b) Impaired loans (stage 3) to customers and credit institutions, on-balance sheet and off-balance sheet, netted of guarantees received, including debt securities measured at amortized costs or at fair value through shareholders' equity (excluding insurance) BNP PARIBAS The bank for a changing world Third quarter 2022 results | 82#83Common Equity Tier 1 ratio Basel 3 Common Equity Tier 1 ratio¹ (Accounting capital to prudential capital reconciliation) €bn Consolidated Equity Undated super subordinated notes 2021 net income distribution project 2022 net income distribution project 30-Sep-22 30-Jun-22 125.4 120.5 -10.8 -7.9 0.0 0.0 -4.3 -2.8 Regulatory adjustments on equity² -1.2 -1.8 Regulatory adjustments on minority interests -2.9 -2.8 Goodwill and intangible assets -10.9 -10.6 Deferred tax assets related to tax loss carry forwards -0.2 -0.2 Other regulatory adjustments -1.2 -1.3 Deduction of irrevocable payments commitments -1.1 -1.1 Common Equity Tier One capital 92.8 92.0 Risk-weighted assets 766 756 Common Equity Tier 1 Ratio 12.1% 12.2% 1. CRD4; 2. Including Prudent Valuation Adjustment and IFRS 9 transitional provisions BNP PARIBAS The bank for a changing world Third quarter 2022 results | 83#84Medium/Long Term Regulatory Funding Continued presence in debt markets 2022 MLT regulatory issuance plan¹: ~€ 20.5bn Capital instruments: ~€5.5bn; €6.6bn already issued² of which the following main benchmark trades: AT1: ⚫$1.25bn priced on 05.01.22, PerpNC5³, at 4.625% (sa, 30/360); equiv. 5Y US Treasuries+320 bps • $2bn priced on 08.08.22, PerpNC74, • at 7.75% (sa, 30/360); equiv. 5Y US Treasuries+490 bps € 1bn priced on 30.08.22, PerpNC7.255, at 6.875% (sa, Act/Act); equiv. mid-swap€+464 bps • Non Preferred Senior debt: ~ €15bn; €12.7bn already issued² of which the following main benchmark trades: • • • • • €1.5bn priced on 04.01.22, 8.5NC7.57, at mid-swap€+83 bps CHF220m priced on 06.01.22, 6NC58, at CHF mid-swap+68 bps Dual tranche priced on 12.01.22: $1.75bn, 6NC58, at US Treasuries+110 bps $1.25bn, 11NC109, at US Treasuries+140 bps A$525m priced on 17.02.22, dual tranche fixed rate and floating rate notes, 6NC58, at 3M BBSW+150 bps £450m priced on 17.02.22, 7Y bullet, at UK Gilt+155 bps €1.5bn priced on 31.03.22, 10Y bullet, at mid-swap€+90 bps €1.5bn priced on 18.05.22, 6.2NC5.210, at mid-swap€+137 bps €1.5bn priced on 25.08.22, 7Y bullet, at mid-swap€+160 bps Tier 2: SGD350m priced on 15.02.22, 10NC56, at 3.125% (sa, Act/365); equiv. 5Y mid-swap SORA-OIS+140 bps • €1.5bn priced on 25.03.22, 10NC56, 2.5% (a, Act/Act), equiv. mid-swap€+160 bps ⚫SGD300m priced on 04.07.22, 10NC56, at 5.25% (sa, Act/365); equiv. 5Y mid-swap SORA-OIS+275 bps • CHF200m priced on 30.08.22, 7Y bullet, at CHF mid-swap+140bps Around 97% of the regulatory issuance plan realised as of 20 October 2022 1. Subject to market conditions, indicative amounts; 2. As of 20 October 2022, € valuation based on historical FX rates for cross-currency swapped issuances and on 30 September 2022 for other issuances; 3. Perpetual, callable on year 5, and every 5 year thereafter; 4. Perpetual, callable on year 7, and every 5 year thereafter; 5. Perpetual, callable on year 7.25, and every 5 year thereafter; 6. 10-year maturity callable on year 5 only; 7. 8.5-year maturity callable on year 7.5 only; 8. 6-year maturity callable on year 5 only; 9. 11-year maturity callable on year 10 only; 10. 6.2-year maturity callable on year 5.2 only BNP PARIBAS The bank for a changing world Third quarter 2022 results | 84#85TLAC ratio: ~460bps above the requirement without calling on the Preferred Senior debt allowance 26.7% TLAC requirement as at 30.09.22: 22.12% of RWA Including capital conservation buffer, G-SIB buffer, countercyclical capital buffer (4 bps as of 3Q22) and systemic risk buffer¹ (8 bps as of 3Q22) • TLAC requirement as at 30.09.22: 6.75% of leverage ratio exposure -> BNP Paribas TLAC ratio as at 30.09.222 ✓ 26.7% of RWA: 15.9% total capital as at 30 September 2022 10.8% of Non Preferred Senior debt³ ✓ Without calling on the Preferred Senior debt allowance 7.7% of leverage ratio exposure 22.12% TLAC requirement as at 30.09.22 0.12% 1.50% 2.50% BNP Paribas TLAC ratio as at 30.09.22 10.8% 18.00% 15.9% TLAC ratio excluding buffers Conservation buffer G-SIB buffer Total capital ratio Non Preferred Senior debt³ Countercyclical buffer and Systemic risk buffer 1. Systemic risk buffer at Group level resulting from additional capital requirement for mortgage portfolios in Belgium, replacing former add-on on RWA, with an overall neutral impact; 2. In accordance with Regulation (EU) No.575/2013 as amended by Regulation (EU) No. 2019/876, Article 72b paragraphs 3 and 4, some Preferred Senior debt instruments (amounting to 7,144 million euros as at 30 September 2022) are eligible within the limit of 3.5% of risk-weighted assets; BNP Paribas did not use this option as at 30 September 2022; 3. Principal amount outstanding and other regulatory adjustments, including amortised portion of Tier 2 instruments with residual maturity over 1 year. BNP PARIBAS The bank for a changing world Third quarter 2022 results | 85#86Distance to MDA restrictions Reminder: Pillar 2 is composed of: "Pillar 2 Requirement" (public), applicable to CET1, Tier 1 and Total Capital ratios "Pillar 2 Guidance" (not public), not applicable for distributable amount restrictions (MDA - Maximum Distributable Amount) Capital requirements as at 30.09.221 Countercyclical buffer and Systemic risk buffer G-SIB buffer Conservation buffer P2R Capital requirements as at 30.09.221: 13.51% Pillar 1 " CET1: 9.40% 11.16% 0.12% Tier 1: 11.16% 9.40% 1.50% Total Capital: 13.51% 0.12% 2.50% 0.12% 1.50% MREL requirement as at 30.09.22 : 1.50% 1.39% Distance³ to possible M-MDA restrictions: in force since 01.01.22 but not constraining, as higher than the distance to MDA restrictions 2.50% 2.50% 1.04% 0.78% 8.00% Distance³ as at 30.09.22 to Maximum Distributable Amount restrictions² equal to the lowest of the calculated amounts: €17.9bn 6.00% 4.50% BNP Paribas Capital ratios as of 30 September 2022 Distance³ as of 30 September 2022 to Maximum Distributable Amount restrictions² CET1 Tier 1 Total Capital Ratio 12.1% 13.5% 15.9% 270 bps €20.7bn 235 bps €17.9bn 240 bps €18.3bn 1. Including a countercyclical capital buffer of 4 bps and a systemic risk buffer of 8 bps; 2. As defined by the Article 141 of CRD4; 3. Calculated on the basis of €766bn RWA as of 30.09.22 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 86#87Variation in the Cost of Risk by Business Unit (1/2) Cost of risk/Customer loans at the beginning of the period (in annualised bps) 2019 2020 1Q21 2Q21 3Q21 4Q21 2021 1Q22 2Q22 3Q22 Commercial, Personal Banking & Services¹ Loan outstandings as of the beg. of the quarter (Єbn) Cost of risk (Em) Cost of risk (in annualised bp) 603.3 620.6 625.0 624.4 629.7 633.5 628.2 643.1 659.1 676.8 2,922 4,212 668 694 639 597 2,598 401 645 730 48 68 43 44 41 38 41 25 39 43 Commercial & Personal Banking in the Euro Zone¹ Loan outstandings as of the beg. of the quarter (Єbn) 391.1 408.1 421.0 420.8 426.6 429.9 424.6 437.5 448.6 459.5 Cost of risk (Em) 883 1,268 281 249 Cost of risk (in annualised bp) 23 31 27 222 288 211 1,030 198 187 230 24 27 21 24 18 17 20 20 CPBF1 Loan outstandings as of the beg. of the quarter (Єbn) 190.4 202.2 212.5 212.9 215.7 214.7 214.0 218.3 221.0 226.7 Cost of risk (Em) 329 496 125 Cost of risk (in annualised bp) 17 25 225 101 115 99 441 93 64 102 102 24 19 25 21 19 21 17 12 18 BNL bc¹ Loan outstandings as of the beg. of the quarter (€bn) 77.2 76.6 78.9 77.5 78.2 Cost of risk (Em) 490 525 110 105 Cost of risk (in annualised bp) 64 69 56 54 26 80.5 78.8 81.5 79.1 80.3 130 143 487 128 110 114 67 71 62 63 55 57 CPBB¹ Loan outstandings as of the beg. of the quarter (€bn) 113.0 117.8 117.9 118.4 120.5 122.5 119.8 125.0 135.8 139.6 Cost of risk (Em) 55 230 47 45 36 -28 28 99 90 -17 16 17 Cost of risk (in annualised bp) 1. With Private Banking at 100% 5 19 16 15 12 -9 8 -6 5 5 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 87#88Variation in the Cost of Risk by Business Unit (2/2) Cost of risk/Customer loans at the beginning of the period (in annualised bps) 2019 2020 1Q21 2Q21 3Q21 4Q21 2021 1Q22 2Q22 3Q22 Commercial & Personal Banking outside the Euro Zone¹ Loan outstandings as of the beg. of the quarter (Єbn) Cost of risk (Em) Cost of risk (in annualised bp) 95.8 95.3 86.9 86.9 85.8 87.1 86.7 87.2 89.2 94.5 547 759 32 67 -8 8 99 -154 78 104 57 80 15 31 -4 4 11 -71 35 44 BancWest¹ Loan outstandings as of the beg. of the quarter (€bn) 55.1 55.8 49.8 51.1 49.0 49.3 49.8 50.6 52.5 56.6 Cost of risk (Em) 148 322 -7 8 -23 -24 -45 -194 30 49 Cost of risk (in annualised bp) 27 58 -5 7 -19 -20 -9 -153 23 34 Europe-Mediterranean¹ Loan outstandings as of the beg. of the quarter (€bn) 40.7 39.5 37.2 35.8 36.8 37.8 36.9 36.6 36.7 37.9 Cost of risk (Em) 399 437 39 58 15 32 144 39 48 55 Cost of risk (in annualised bp) 98 111 42 65 17 34 39 43 553 53 58 Personal Finance Loan outstandings as of the beg. of the quarter (€bn) 93.5 94.4 93.1 93.4 93.5 92.5 93.1 94.0 96.0 96.9 Cost of risk (Em) 1,354 1,997 321 344 303 346 1,314 315 309 336 Cost of risk (in annualised bp) 145 212 138 147 130 150 141 134 129 139 CIB Global Banking Loan outstandings as of the beg. of the quarter (€bn) 145.6 164.4 144.7 154.0 153.1 156.5 152.1 163.0 169.5 178.7 Cost of risk (Em) 223 1,308 185 Cost of risk (in annualised bp) 15 80 51 40 64 24 -72 201 -20 85 116 17 60 -18 13 ? -5 20 26 Group² Loan outstandings as of the beg. of the quarter (€bn) 827.1 867.3 846.9 866.8 873.9 883.0 867.7 903.8 942.7 963.7 Cost of risk (Em) 3,203 5,717 896 813 706 510 2,925 456 789 947 Cost of risk (in annualised bp) 39 66 42 38 32 23 34 20 33 39 1. With Private Banking at 100%; 2. Including cost of risk of market activities, Investment and Protection Services and Corporate Centre BNP PARIBAS The bank for a changing world Third quarter 2022 results | 88#89Risk-Weighted Assets Basel 3 Risk-Weighted Assets¹: €766bn as at 30.09.22 (€756bn as at 30.06.22) The +€10bn change is mainly explained by: . +€9bn increase in credit risk • +€3bn increase in counterparty risk • -2€bn decrease in market risk bn€ Credit risk Operational Risk Counterparty Risk Market vs. Foreign exchange Risk Securitisation positions in the banking book Others² Basel 3 RWA¹ 30.09.22 30.06.22 591 581 61 62 52 48 27 29 1225 20 766 756 1720 16 1. CRD4; 2. Including the DTAs and significant investments in entities in the financial sector subject to 250% weighting BNP PARIBAS The bank for a changing world Third quarter 2022 results | 89#90Basel 31 risk-weighted assets by business as at 30.09.22 Global Markets & Securities Services: 14% CIB: 34% Global Banking: IPS: 6% 20% Other Activities: 4% CPBF: 13% Insurance & WAM: 6% New Digital Businesses: 1% Arval & Leasing Solutions: 4% Personal BNL bc: 6% CPBB: 7% CPBL: 1% CPBS: 56% Commercial & Personal Banking in the Euro zone: 27% Europe-Mediterranean: 7% BancWest: 7% Commercial & Personal Banking outside the Finance: 10% Euro zone: 14% CPBS Specialised Businesses: 15% 1. CRD4 BNP PARIBAS The bank for a changing world Third quarter 2022 results | 90