Investor Presentaiton

Risk-Weighted Assets -Basel 3 Risk-Weighted Assets¹: €714bn as at 31.12.21 (€696bn as at 31.12.20) The +€18bn change is mainly explained by: . +€27bn increase in credit risk • -€8bn decrease in operational risk • -€1bn decrease in counterparty risk bn€ Credit risk Operational Risk 31.12.21 30.09.21 31.12.20 554 553 527 63 63 71 Counterparty Risk 40 42 41 Market vs. Foreign exchange Risk 25 23 25 Securitisation positions in the banking book Others² 14 12 14 18 17 17 Basel 3 RWA¹ 714 712 696 1. CRD4; 2. Including the DTAs and significant investments in entities in the financial sector subject to 250% weighting BNP PARIBAS The bank for a changing world 2021 Full Year Results | 106

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