A new contribution to the exchange bias phenomenon in antiferromagnetic-ferromagnetic bilayers is presented, based on the intrinsic Peierls potential experienced by narrow magnetic domain walls moving through the antiferromagnet crystal lattice. Although the model is developed in the ideal case of a perfect crystalline structure with an atomically flat interface, this new contribution is expected to play a significant role at the grain scale in polycrystalline realistic samples. The thermal variation of the hysteresis loss in such bilayers is interpreted by a random walk process of the domain wall through the antiferromagnet. This new contribution yields a relationship between exchange bias and coercivity.