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Investor Presentaiton

Variation in the Cost of Risk by Business Unit (1/2) Cost of risk/Customer loans at the beginning of the period (in annualised bp) 2018 2019 1Q20 2Q20 3Q20 4Q20 2020 1Q21 2Q21 3Q21 4Q21 2021 Domestic Markets' Loan outstandings as of the beg. of the quarter (Єbn) 401.3 414.0 422.1 427.2 435.5 439.0 431.0 445.0 444.2 450.4 453.9 448.4 Cost of risk (Em) 1,046 1,021 313 331 353 458 1,456 315 284 343 243 1,185 Cost of risk (in annualised bp) 26 25 30 31 32 42 34 28 26 30 21 26 FRB¹ 1 Loan outstandings as of the beg. of the quarter (€bn) 185.2 190.4 195.1 198.7 205.3 209.5 202.2 212.5 212.9 215.7 214.7 214.0 Cost of risk (Em) 288 329 Cost of risk (in annualised bp) 16 17 172 101 90 90 21 18 32 137 169 496 125 101 115 99 90 441 27 32 25 24 19 21 19 21 BNL bc' Loan outstandings as of the beg. of the quarter (€bn) 78.6 77.2 74.8 75.7 77.5 78.6 76.6 78.9 77.5 78.2 80.5 78.8 Cost of risk (Em) 592 490 120 122 122 161 525 110 105 130 143 487 Cost of risk (in annualised bp) 75 64 64 64 63 82 69 56 54 67 71 62 BRB¹ Loan outstandings as of the beg. of the quarter (Єbn) 106.4 113.0 117.3 118.6 118.5 116.8 117.8 117.9 118.4 120.5 122.5 119.8 Cost of risk (Em) 43 55 54 80 29 Cost of risk (in annualised bp) 4 18 188 27 27 10 622 67 230 47 45 36 -28 23 19 16 15 12 29 99 -9 1. With Private Banking at 100% BNP PARIBAS The bank for a changing world 2021 Full Year Results | 101
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