422 2019 Universal registration document and annual financial report - BNP PARIBAS
5 risks and CaPital adequaCy Pillar 3
5
Liquidity risk
➤ TABLE 93: SHORT-TERM LIQUIDITY RATIO (LCR)(*) - ITEMISED
In millions of euros
Unweighted value Weighted value
31 December 2019
30 September 2019
30 June 2019
31 March 2019
31 December 2019
30 September 2019
30 June 2019
31 March 2019
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 312,596 311,531 304,489 299,939
CASH OUTFLOWS
2 Retail deposits (including small businesses) 347,460 342,133 337,129 333,974 25,965 25,563 25,216 25,015
3 of which stable deposits 223,862 220,166 215,936 212,517 11,193 11,008 10,797 10,626
4 of which less stable deposits 123,269 121,634 120,869 121,145 14,443 14,222 14,096 14,078
5 Unsecured non-retail funding 430,479 424,733 414,715 405,381 215,636 215,389 210,920 206,062
6 of which operational deposits 123,949 122,005 121,389 121,593 30,188 29,655 29,507 29,614
7 of which non-operational deposits 291,614 287,064 278,342 269,595 170,532 170,070 166,429 162,255
8 of which unsecured debt 14,916 15,664 14,984 14,193 14,916 15,664 14,984 14,193
9 Secured non-retail funding (of which repos) 56,760 53,108 51,703 51,233
10 Additional requirements 302,680 295,199 287,032 285,116 65,394 64,037 61,520 60,903
11 of which outflows related to derivative exposures and other collateral requirements 26,904 26,880 25,715 25,536 26,824 26,764 25,552 25,327
12 of which outflows on secured debt 168 158 156 171 168 158 156 171
13 of which credit and liquidity facilities 275,608 268,161 261,161 259,409 38,403 37,115 35,812 35,406
14 Other contractual funding obligations 45,895 48,161 48,519 50,770 45,895 48,161 48,519 50,770
15 Other contingent funding obligations 49,440 49,543 48,545 46,737 4,270 4,389 4,334 4,188
16 TOTAL CASH OUTFLOWS 413,920 410,647 402,212 398,171
CASH INFLOWS
17 Secured lending (of which reverse repos) 344,729 335,633 328,857 327,367 58,140 54,601 51,909 50,773
18 Inflows from fully performing exposures 85,071 83,785 83,447 83,335 61,497 59,723 58,709 57,997
19 Other cash inflows 46,385 46,062 41,985 40,743 39,696 39,317 35,705 34,955
20 TOTAL CASH INFLOWS 476,185 465,481 454,289 451,446 159,334 153,641 146,322 143,725
EU-20c Inflows subject to 75% cap 401,183 392,633 378,944 373,763 159,334 153,641 146,322 143,725
21 LIQUIDITY BUFFER 312,596 311,531 304,489 299,939
22 TOTAL NET CASH OUTFLOWS 254,587 257,005 255,890 254,446
23 LIQUIDITY COVERAGE RATIO (%) 123% 121% 119% 118%
(*) The data presented in this table are calculated as the rolling average over the twelve latest month-end values.
