La banque d'un monde qui change 2004 - BNP Paribas

NOTE 28MATURITY SCHEDULE OF LOANS, DEPOSITSAND INTEREST RATE INSTRUMENTSIn millions of euros, at 31 DecemberMaturityDemand Maturing within Maturing after 3 months Maturing after 1 Maturing after Totaland overnight 3 months but within 1 year but within 5 years 5 yearsLOANS (GROSS)Interbank and money-market items (note 3) 48,291 227,952 16,044 9,412 14,323 316,022- Cash and amounts due from central banksand post office banks 6,843 6,843- Treasury bills and money-market instruments 103,644 6,324 6,945 11,539 128,452- Due from credit institutions 41,448 124,308 9,720 2,467 2,784 180,727Customer items (note 4) 19,269 78,259 34,625 78,924 55,773 266,850- Due from customers 19,269 75,637 31,082 66,611 53,262 245,861- Leasing receivables 2,622 3,543 12,313 2,511 20,989Bonds and other fixed income instruments (note 5) - 55,424 2,033 6,722 3,124 67,303- Trading account securities 46,191 46,191- Securities available for sale 6,418 673 3,594 1,460 12,145- Debt securities held to maturity 2,815 1,360 3,128 1,664 8,967DEPOSITSInterbank and money-marketitems and securities (note 14) 58,547 160,081 21,429 3,012 3,069 246,138- Total interbank and money-market items 58,547 159,901 21,146 2,832 2,537 244,963- Interbank market securities 180 283 180 532 1,175Customer deposits, retail certificates of deposit,and negotiable certificates of deposit (note 15) 113,684 153,488 19,416 25,488 16,192 328,268- Total customer deposits 113,684 101,330 6,921 9,353 6,424 237,712- Total bonds and negotiable short-term debt instruments 52,158 12,495 16,135 9,768 90,556The BNP Paribas Group manages its liquidity within gap limits,all currencies combined, that are determined by the GeneralManagement Committee:• the maximum mismatch on weighted balance sheetand off-balance sheet commitments maturing in more thanone year (attributing standard maturities to commitmentswith no contractual maturity) is set at 25% of loansmaturing in more than one year;• the maximum mismatch on commitments with a contractualmaturity, that are scheduled to mature in more than oneyear, is set at 150% of stable funds with no contractualmaturity (customer demand deposits and savings depositsnet of overdrafts, shareholders’ equity net of fixed assets).BNP Paribas continually seeks to comply with regulatoryguidelines with respect to its short-term (one-month)liquidity ratio and its ratio of shareholders’ equity tolong-term funding (funds maturing in more than five years).Maturities of bonds and subordinated debt are presentedin notes 16 and 20.254BNP PARIBAS - ANNUAL REPORT 2004