Consolidation of Arval exposures adds €20bn to BNP Paribas’ RWAs

Bank shifts exposures from soon-to-be retired equity IRB treatment to standardised approach

BNP Paribas integrated exposures stemming from auto leasing subsidiary Arval into its credit and operational risk frameworks ahead of Basel III implementation next year, generating €20.2 billion ($21.5 billion) in new risk-weighted assets (RWAs) in the third quarter.

In 2021, the European Banking Authority revised rules around simplified weighting of assets in banking groups’ non-bank subsidiaries, a restriction set to expand further under Basel III regulations due to be implemented in the

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Risk.net 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