2020 Universal registration document and annual financial report - BNP PARIBAS 453
5risks and CaPital adequaCy Pillar 3
5
Liquidity risk
In millions of euros
31 December 2019
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 - 155,400 - - - - - 155,400
Financial instruments at fair value through profit and loss
Securities 132,341 - - - - - - 132,341
Loans and repurchase agreements - 36,023 104,796 34,055 16,809 3,379 2,847 197,910
Derivative financial instruments 247,521 - - - - - - 247,521
Derivatives used for hedging purposes 12,451 - - - - - - 12,451
Financial assets at fair value through equity
Debt securities 87 5 626 799 4,128 28,610 19,478 53,734
Equity securities 2,266 - - - - - - 2,266
Financial assets at amortised cost
Loans and advances to credit institutions - 7,388 6,744 3,155 2,695 1,153 239 21,374
Loans and advances to customers - 18,599 60,047 65,149 118,795 319,230 248,628 830,448
Debt securities 0 101 2,614 3,505 8,682 37,209 57,360 109,471
Remeasurement adjustment on interest rate risk hedged portfolios 4,351 - - - - - - 4,351
Financial assets 399,017 217,516 174,828 106,663 151,109 389,581 328,553 1,767,267
Other non-financial assets 62,573 13,595 8,039 5,802 3,904 47,518 11,937 153,370
TOTAL ASSETS 461,590 231,112 182,867 112,465 155,013 437,099 340,491 1,920,637
LIABILITIES
Deposit from central banks - 2,985 - - - - - 2,985
Financial instruments at fair value through profit and loss
Securities 65,490 - - - - - - 65,490
Deposits and repurchase agreements - 13,931 163,083 31,261 3,875 1,636 1,309 215,095
Issued debt securities - 19 1,496 2,722 10,992 26,021 17,585 58,835
Derivative financial instruments 238,214 - - - - - - 238,214
Derivatives used for hedging purposes 14,277 - - - - - - 14,277
Financial liabilities at amortised cost
Deposits from credit institutions - 9,744 12,543 20,499 15,941 19,051 728 78,507
Deposits from customers - 677,022 77,780 48,309 24,111 9,975 4,971 842,167
Debt securities - 3 5,465 26,452 46,612 49,046 34,030 161,608
Subordinated debt - 7 5 18 272 1,421 16,596 18,319
Remeasurement adjustment on interest rate risk hedged portfolios 3,989 - - - - - - 3,989
Financial liabilities 321,969 703,710 260,373 129,261 101,803 107,150 75,217 1,699,484
Other non-financial liabilities 135,210 9,154 14,714 5,796 2,168 43,771 10,341 221,153
TOTAL LIABILITIES AND EQUITY 457,179 712,864 275,087 135,057 103,971 150,920 85,558 1,920,637
