2022 Full Year Results

Risk-Weighted Assets Basel 3 Risk-Weighted Assets¹: €745bn as at 31.12.22 (€714bn as at 31.12.21) The +€31bn change is mainly explained by: • +€26bn increase in credit risk • +€2bn increase in counterparty risk • +€2bn increase in securitisation positions in the banking book bn€ Credit risk 31.12.22 30.09.22 31.12.21 580 591 554 Operational Risk 62 61 63 Counterparty Risk 42 52 40 Market vs. Foreign exchange Risk 26 27 25 Securitisation positions in the banking book Others² 16 15 14 20 20 18 Basel 3 RWA¹ 745 766 714 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 2022 Full Year Results | 102

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