2018 Registration document and annual fi nancial report - BNP PARIBAS422
5 RISKS AND CAPITAL ADEQUACY PILLAR 3
5
Liquidity risk
➤ TABLE 91 : CONTRACTUAL MATURITIES OF THE PRUDENTIAL BALANCE SHEET [Audited]
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 profi t 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 fi nancial 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 fi nancial 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 profi t 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 fi nancial 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 315,437 651,334 245,678 124,157 94,172 126,314 63,541 1,620,631
Other non fi nancial liabilities 99,591 10,235 18,406 10,460 7,516 38,867 19,848 204,924
TOTAL LIABILITIES AND EQUITY 415,028 661,569 264,084 134,617 101,688 165,181 83,389 1,825,555
