Investor Presentaiton
Distance to MDA restrictions as of 1 January 2022
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 01.01.221:
Capital requirements as at 01.01.221
Countercyclical buffer
P2R
G-SIB buffer
Conservation buffer
Pillar 1
13.28%
10.97%
0.03%
"
CET1: 9.23%
Tier 1: 10.97%
9.23%
1.50%
0.03%
Total Capital: 13.28%
2.50%
0.03%
1.50%
1.50%
1.25%
2.50%
MREL requirement as at 01.01.22 :
2.50%
0.94%
Distance to M-MDA restriction in force since 01.01.22 but not
constraining, as higher than the distance to MDA restrictions
0.70%
8.00%
6.00%
4.50%
Distance as at 01.01.22 to Maximum Distributable
Amount restrictions² equal to the lowest of the
calculated amounts: €21.8bn
CET1
Tier 1
Total Capital
Ratio
16.4%
BNP Paribas Capital ratios as of 1 January 20223
12.9%
14.0%
Distance³ as of 1 January 2022 to
Maximum Distributable Amount restrictions²
365 bps
€26.1bn
305 bps
€21.8bn
310 bps
€22.3bn
1. The increase of Pillar 2 Requirement (P2R) will only be effective in March 2022, including a countercyclical capital buffer of 3 bps; 2. As defined by the Article 141 of CRD4; 3. Calculated on the basis of pro
forma capital as of 1 January 2022, after deduction of €235m of no longer eligible capital instruments, and of RWA (€714bn) as of 01.01.22
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