2020 Universal registration document and annual financial report - BNP PARIBAS452
5 risks and CaPital adequaCy Pillar 3
5
Liquidity risk
➤ TABLE 98: CONTRACTUAL MATURITIES OF THE PRUDENTIAL BALANCE SHEET [Audited]
In millions of euros
31 December 2020
Not determined
Overnight or demand
Up to 1 month (excl.
Overnight) 1 to
3 months 3 months
to 1 year 1 to
5 years
More than
5 years TOTAL
ASSETS
Cash and amounts due from central banks - 309,291 - - - - - 309,291
Financial instruments at fair value through profit and loss
Securities 169,080 - - - - - - 169,080
Loans and repurchase agreements - 44,565 137,791 32,538 22,341 7,225 2,815 247,274
Derivative financial instruments 277,044 - - - - - - 277,044
Derivatives used for hedging purposes 15,569 - - - - - - 15,569
Financial assets at fair value through equity
Debt securities 42 4 450 906 7,940 22,513 27,051 58,907
Equity securities 2,209 - - - - - - 2,209
Financial assets at amortised cost
Loans and advances to credit institutions - 6,933 5,061 2,788 2,912 780 476 18,950
Loans and advances to customers - 9,901 56,941 60,693 140,721 325,263 247,366 840,884
Debt securities 65 325 3,088 3,118 8,142 47,054 57,425 119,218
Remeasurement adjustment on interest rate risk hedged portfolios 5,553 - - - - - - 5,553
Financial assets 469,562 371,018 203,331 100,043 182,056 402,835 335,133 2,063,978
Other non-financial assets 77,029 12,518 10,192 5,311 2,816 56,437 11,767 176,069
TOTAL ASSETS 546,591 383,536 213,523 105,354 184,872 459,272 346,900 2,240,048
LIABILITIES
Deposit from central banks - 1,594 - - - - - 1,594
Financial instruments at fair value through profit and loss
Securities 94,263 - - - - - - 94,263
Deposits and repurchase agreements - 25,498 200,678 45,752 11,492 3,842 1,334 288,595
Issued debt securities - 7 1,497 3,209 11,730 24,521 18,018 58,981
Derivative financial instruments 283,118 - - - - - - 283,118
Derivatives used for hedging purposes 13,523 - - - - - - 13,523
Financial liabilities at amortised cost
Deposits from credit institutions - 9,332 10,491 12,816 3,671 103,773 829 140,913
Deposits from customers - 781,462 84,989 51,138 19,535 8,107 4,202 949,432
Debt securities - - 10,788 23,836 32,965 50,053 34,501 152,144
Subordinated debt - - 13 29 252 4,115 16,300 20,709
Remeasurement adjustment on interest rate risk hedged portfolios 6,153 - - - - - - 6,153
Financial liabilities 397,057 817,893 308,455 136,780 79,645 194,411 75,184 2,009,425
Other non-financial liabilities 146,040 8,173 15,549 4,999 1,465 43,571 10,826 230,623
TOTAL LIABILITIES AND EQUITY 543,097 826,066 324,004 141,779 81,110 237,982 86,010 2,240,048
