2020 Universal registration document and annual financial report - BNP PARIBAS450
5 risks and CaPital adequaCy Pillar 3
5
Liquidity risk
➤ TABLE 97: SHORT-TERM LIQUIDITY RATIO (LCR)(*) ITEMISED (EU LIQ1)
In millions of euros
Unweighted value Weighted value
31 December 2020
30 September 2020
30 June 2020
31 March 2020
31 December 2020
30 September 2020
30 June 2020
31 March 2020
Number of data points used in the calculation of averages 12 12 12 12 12 12 12 12
HIGH QUALITY LIQUID ASSETS (HQLA)
1 TOTAL HIGH QUALITY LIQUID ASSETS 402,229 364,708 336,152 315,418
CASH OUTFLOWS
2 Retail deposits (including small businesses) 387,214 375,480 364,160 352,805 28,510 27,787 27,124 26,458
3 of which stable deposits 236,283 232,446 228,839 225,798 11,814 11,622 11,442 11,290
4 of which less stable deposits 139,998 135,331 131,000 126,697 16,633 16,024 15,457 14,859
5 Unsecured non-retail funding 435,870 447,005 461,606 438,818 241,495 232,003 224,589 216,856
6 of which operational deposits 138,861 134,853 130,682 126,151 34,031 33,019 31,963 30,790
7 of which non-operational deposits 283,845 299,382 317,101 298,280 194,299 186,214 178,803 171,680
8 of which unsecured debt 13,165 12,770 13,824 14,387 13,165 12,770 13,824 14,387
9 Secured non-retail funding (of which repos) 68,179 66,268 64,606 60,953
10 Additional requirements 336,410 327,797 318,929 310,508 82,605 78,133 72,132 68,226
11 of which outflows related to derivative exposures and other collateral requirements 43,221 39,365 33,251 29,346 43,123 39,277 33,175 29,289
12 of which outflows on secured debt 81 77 80 94 81 77 80 94
13 of which credit and liquidity facilities 293,108 288,356 285,599 281,068 39,400 38,779 38,877 38,843
14 Other contractual funding obligations 57,167 54,476 51,560 47,600 57,212 54,508 51,581 47,600
15 Other contingent funding obligations 154,854 131,130 108,829 78,560 2,898 3,318 3,779 4,252
16 TOTAL CASH OUTFLOWS 480,898 462,016 443,811 424,346
CASH INFLOWS
17 Secured lending (of which reverse repos) 382,821 375,454 376,334 363,913 158,451 127,026 94,436 61,566
18 Inflows from fully performing exposures 83,900 84,163 84,358 84,568 61,541 61,552 61,493 61,526
19 Other cash inflows 64,851 62,199 57,168 53,111 58,372 55,319 49,949 45,547
20 TOTAL CASH INFLOWS 531,572 521,816 517,859 501,592 278,364 243,897 205,877 168,638
EU-20c Inflows subject to 75% cap 404,821 409,331 420,034 418,357 183,290 180,748 174,783 168,638
21 LIQUIDITY BUFFER 402,229 364,708 336,152 315,418
22 TOTAL NET CASH OUTFLOWS 297,609 281,268 269,028 255,708
23 LIQUIDITY COVERAGE RATIO (%) 135% 129% 125% 123%
(*) The data presented in this table are calculated as the rolling average over the twelve latest month-end values.
