2022 Full Year Results
TLAC ratio: ~460bps above the requirement without calling on the Preferred Senior
debt allowance as at 1st January 2023
TLAC requirement as at 01.01.23: 22.17% of RWA
26.7%
•
Including capital conservation buffer, G-SIB buffer, countercyclical
capital buffer (10 bps) and systemic risk buffer (8 bps)
22.17%
BNP Paribas
TLAC ratio
as at 31.12.22
TLAC requirement as at 01.01.23: 6.75% of leverage ratio
exposure
TLAC
requirement
as at 01.01.23
BNP Paribas TLAC ratio as at 31.12.221
26.7% of RWA:
✓ 16.2% of total capital as at 31.12.22
10.6% of Non Preferred Senior debt²
✓ Without calling on the Preferred Senior debt allowance
8.4% of leverage ratio exposure
0.17%
1.50%
10.6%
2.50%
18.00%
16.2%
TLAC ratio excluding buffers
Conservation buffer
G-SIB buffer
Total capital ratio
Non Preferred Senior debt²
Countercyclical buffer and systemic risk buffer
1. 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 7,095 million euros as at
31 December 2022) are eligible within the limit of 3.5% of risk-weighted assets; BNP Paribas did not use this option as at 31 December 2022;
2. Principal amount outstanding and other regulatory adjustments, including amortised portion of Tier 2 instruments with residual maturity over 1 year
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2022 Full Year Results | 97View entire presentation