Securitisation setback causes credit risk build-up at BNPP

BNP Paribas postponed a number of securitisations intended to offload exposures in the first quarter, contributing to a €16.2 billion ($18.1 billion) increase in its credit risk-weighted assets.

The French bank’s credit RWAs stood at €520 billion at end-March, up from €503.8 billion at end-December – a 3% increase quarter-on-quarter.

Higher credit RWAs powered an overall increase in the group’s total RWAs, which stood at €667 billion at the end of Q1, up €20 billion (3%) on Q4 2018, and €32

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: