4252019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
Liquidity risk
In millions of euros
31 December 2018
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 - 185,351 - - - - - 185,351
Financial instruments at fair value through profit and loss
Securities 121,986 - - - - - - 121,986
Loans and repurchase agreements - 39,275 89,897 34,508 16,681 3,294 2,211 185,867
Derivative financial instruments 233,148 - - - - - - 233,148
Derivatives used for hedging purposes 9,763 - - - - - - 9,763
Financial assets at fair value through equity
Debt securities 110 54 988 1,038 8,857 20,448 25,752 57,246
Equity securities 2,151 - - - - - - 2,151
Financial assets at amortised cost
Loans and advances to credit institutions - 6,395 4,779 2,822 2,635 3,030 115 19,776
Loans and advances to customers - 20,927 58,280 62,043 109,839 289,935 234,586 775,611
Debt securities - 79 3,187 3,575 8,804 30,749 29,773 76,167
Remeasurement adjustment on interest rate risk hedged portfolios 2,798 - - - - - - 2,798
Financial assets 369,956 252,080 157,131 103,986 146,817 347,457 292,437 1,669,864
Other non-financial assets 36,304 9,840 12,411 8,643 12,807 59,898 15,788 155,691
TOTAL ASSETS 406,260 261,920 169,543 112,629 159,624 407,355 308,225 1,825,555
LIABILITIES
Deposit from central banks - 1,354 - - - - - 1,354
Financial instruments at fair value through profit and loss
Securities 75,189 - - - - - - 75,189
Deposits and repurchase agreements - 11,464 152,756 28,146 5,981 3,563 2,129 204,039
Issued debt securities - 2 1,538 1,873 6,950 26,321 14,438 51,121
Derivative financial instruments 226,040 - - - - - - 226,040
Derivatives used for hedging purposes 11,738 - - - - - - 11,738
Financial liabilities at amortised cost
Deposits from credit institutions - 10,179 13,052 8,733 4,842 35,812 906 73,524
Deposits from customers - 628,059 70,809 51,847 31,502 16,713 4,108 803,037
Debt securities - 277 7,520 33,556 44,662 43,344 26,794 156,153
Subordinated debt - - 2 2 235 561 15,166 15,966
Remeasurement adjustment on interest rate risk hedged portfolios 2,470 - - - - - - 2,470
Financial liabilities 315,437 651,335 245,677 124,156 94,172 126,314 63,541 1,620,631
Other non-financial liabilities 99,591 10,235 18,406 10,460 7,516 38,867 19,848 204,924
TOTAL LIABILITIES AND EQUITY 415,028 661,570 264,083 134,616 101,688 165,181 83,389 1,825,555
