Third Quarter 2022 Results
Distance 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
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Third quarter 2022 results | 86View entire presentation