Third Quarter 2022 Results

TLAC ratio: ~460bps above the requirement without calling on the Preferred Senior debt allowance 26.7% TLAC requirement as at 30.09.22: 22.12% of RWA Including capital conservation buffer, G-SIB buffer, countercyclical capital buffer (4 bps as of 3Q22) and systemic risk buffer¹ (8 bps as of 3Q22) • TLAC requirement as at 30.09.22: 6.75% of leverage ratio exposure -> BNP Paribas TLAC ratio as at 30.09.222 ✓ 26.7% of RWA: 15.9% total capital as at 30 September 2022 10.8% of Non Preferred Senior debt³ ✓ Without calling on the Preferred Senior debt allowance 7.7% of leverage ratio exposure 22.12% TLAC requirement as at 30.09.22 0.12% 1.50% 2.50% BNP Paribas TLAC ratio as at 30.09.22 10.8% 18.00% 15.9% TLAC ratio excluding buffers Conservation buffer G-SIB buffer Total capital ratio Non Preferred Senior debt³ Countercyclical buffer and Systemic risk buffer 1. Systemic risk buffer at Group level resulting from additional capital requirement for mortgage portfolios in Belgium, replacing former add-on on RWA, with an overall neutral impact; 2. 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 7,144 million euros as at 30 September 2022) are eligible within the limit of 3.5% of risk-weighted assets; BNP Paribas did not use this option as at 30 September 2022; 3. Principal amount outstanding and other regulatory adjustments, including amortised portion of Tier 2 instruments with residual maturity over 1 year. BNP PARIBAS The bank for a changing world Third quarter 2022 results | 85

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