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Investor Presentaiton

Return on Equity and Permanent Shareholders' Equity Calculation of Return on Equity in millions of euros Net income Group share Remuneration net of tax of Undated Super Subordinated Notes and exchange effect Net income Group share used for the calculation of ROE/ROTE Average permanent shareholders' equity, not revaluated, used for the ROE calculation (a) Return on Equity (ROE) 31-Dec-21 31-Dec-20 9,488 7,067 -436 -441 9,052 6,626 101,882 98,235 8.9% 6.7% Average tangible permanent shareholders' equity, not revaluated, used for the ROTE calculation (b) Return on Tangible Equity (ROTE) 90,412 86,704 10.0% 7.6% (a) Average Permanent shareholders' equity: average of beginning of the year and end of the period (Permanent Shareholders' equity = Shareholders' equity attributable to shareholders - changes in assets and liabilities recognised directly in equity - Undated Super Subordinated Notes - remuneration net of tax payable to holders of Undated Super Subordinated Notes - dividend distribution assumption); (b) Average Tangible permanent shareholders' equity: average of beginning of the year and end of the period (Tangible permanent shareholders' equity = permanent shareholders' equity - intangible assets - goodwill) Permanent Shareholders' Equity Group share, not revaluated, used for the calculation of ROE vs. ROTE in millions of euros 31-Dec-21 31-Dec-20 Net Book Value 108,573 102,751 (1) of which changes in assets and liabilities recognised directly in equity (valuation reserve) 222 -496 (2) of which 2020 dividend distribution assumption of which assumption of distribution of 50% of 2021 net income Permanent shareholders' equity, not revaluated, used for the calculation of ROE (a) Goodwill and intangibles Tangible permanent shareholders' equity, not revaluated, used for the calculation of ROTE (a) 3,307 (3) 4,527 (4) 103,824 99,940 (1)-(2)-(3)-(4) 11,549 11,392 92,275 88,548 Average permanent shareholders' equity, not revaluated, used for the ROE calculation (b) Average tangible permanent shareholders' equity, not revaluated, used for the ROTE calculation (c) 101,882 98,235 90,412 86,704 (a) Excluding Undated Super Subordinated Notes, remuneration net of tax payable to holders of Undated Super Subordinated Notes, and including the assumptions of distribution of net income; (b) Average Permanent shareholders' equity: average of beginning of the year and end of the period (Permanent Shareholders' equity Shareholders' equity attributable to shareholders - changes in assets and liabilities recognised directly in equity - Undated Super Subordinated Notes - remuneration net of tax payable to holders of Undated Super Subordinated Notes - dividend distribution assumption); (c) Average Tangible permanent shareholders' equity: average of beginning of the year and end of the period (Tangible permanent shareholders' equity = permanent shareholders' equity - intangible assets - goodwill) BNP PARIBAS The bank for a changing world 2021 Full Year Results | 95
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