2018 Registration document and annual fi nancial report - BNP PARIBAS420
5 RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Liquidity risk
➤ TABLE 90 : SHORT-TERM LIQUIDITY RATIO (LCR)(*) - ITEMISED
In billions of euros
Unweighted value Weighted value
31 December
2018
30 September
2018
30 June 2018
31 March
2018
31 December
2018
30 September
2018
30 June 2018
31 March
2018
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 298 299 303 311
CASH OUTFLOWS
2 Retail deposits (including small businesses) 330 327 324 321 25 25 24 24
3 of which stable deposits 209 208 206 204 10 10 10 10
4 of which less stable deposits 121 119 118 117 14 14 14 14
5 Unsecured non-retail funding 402 402 407 413 204 205 210 216
6 of which operational deposits 123 123 125 125 30 30 31 31
7 of which non-operational deposits 266 264 266 270 160 160 163 167
8 of which unsecured debt 14 15 16 19 14 15 16 19
9 Secured non-retail funding (of which repos) 52 54 54 54
10 Additional requirements 284 291 300 306 62 70 82 91
11 of which outfl ows related to derivative exposures and other collateral requirements 27 36 48 57 27 36 47 57
12 of which outfl ows on secured debt - - - - - - - -
13 of which credit and liquidity facilities 257 255 252 248 35 35 34 34
14 Other contractual funding obligations 50 46 43 38 50 46 43 38
15 Other contingent funding obligations 45 42 40 39 4 4 3 3
16 TOTAL CASH OUTFLOWS 397 404 417 427
CASH INFLOWS
17 Secured lending (of which reverse repos) 49 47 45 44
18 Infl ows from fully performing exposures 82 81 79 76 56 55 53 51
19 Other cash infl ows 42 49 64 74 35 43 56 65
20 TOTAL CASH INFLOWS 140 145 154 160
EU-20c Infl ows subject to 75% cap 140 145 154 160
21 LIQUIDITY BUFFER 298 299 303 311
22 TOTAL NET CASH OUTFLOWS 256 258 262 267
23 LIQUIDITY COVERAGE RATIO (%) 117% 116% 116% 116%
(*) The data presented in this table are calculated as the rolling average over the twelve latest month-end values.
