Investor Presentaiton

TLAC ratio: ~400bps above the requirement without calling on the Preferred Senior debt allowance as of 01 January 2022 TLAC requirement as at 01.01.22: 22.03% of RWA 22.03% 26.0% -> • Including capital conservation buffer, G-SIB buffer and countercyclical capital buffer (3 bps as of 1Q22) TLAC requirement as at 01.01.22: 6.75% of leverage ratio exposure TLAC requirement as at 01.01.22 0.03% BNP Paribas TLAC ratio as at 01.01.22 BNP Paribas TLAC ratio as at 01.01.221 ✓ 26.0% of RWA: ✓ 16.4% total capital as at 1 January 2022 9.6% of Non Preferred Senior debt² ✓ Without calling on the Preferred Senior debt allowance 7.6% of leverage ratio exposure³ 1.50% 2.50% 9.6% 18.00% 16.4% TLAC ratio excluding buffers Conservation buffer G-SIB buffer Countercyclical buffer Total capital ratio Non Preferred Senior debt² 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 12,832 million euros as at 1 January 2022) are eligible within the limit of 3.5% of risk-weighted assets; BNP Paribas did not use this option as at 1 January 2022; 2. Principal amount outstanding and other regulatory adjustments, including amortised portion of Tier 2 instruments with residual maturity over 1 year; 3. TLAC ratio reached 7.6% of leverage ratio exposure, calculated in accordance with Regulation (EU) 2019/876, without opting for the temporary exclusion related to deposits with Eurosystem central banks authorised by the ECB decision of 18 June 2021 BNP PARIBAS The bank for a changing world 2021 Full Year Results | 99

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