42 LIQUIDITY RISK
42.1 CONTRACTUAL MATURITY PROFILE OF ASSETS AND LIABILITIES
The table below analyses assets and liabilities of the Group as at 31 December based on the remaining period as at balance sheet date to the contractual maturity date.
Less than 1 week to
1 to 3 3 to 12
1 to 3 More than
No specific In millions
7 days 1 month
months months
years 3 years
maturity Total
2013 Cash and balances with
central banks
15,240 586 671 2,007 222
– –
18,726
Government securities and treasury bills
94 1,803 4,284 9,739 4,453 7,124 –
27,497
Due from banks 14,134 5,124 9,143 11,013
403 –
– 39,817
Derivatives
a
17,426 – – – – – – 17,426
Bank and corporate securities 83 1,548 4,267 3,800 6,956
15,008 1,884 33,546
Loans and advances to customers 16,115 29,755 27,852 47,190 48,153 79,589
– 248,654
Other assets 1,898 468 583
2,807 390 2,168 611
8,925
Associates – – – – – –
1,166 1,166
Properties and other ixed assets – – – – – –
1,449 1,449
Goodwill – – – – – –
4,802 4,802
Total assets 64,990 39,284 46,800 76,556 60,577
103,889 9,912 402,008
Due to banks 6,414 2,268 2,566 1,285 1,039
– –
13,572
Deposits and balances from customers
187,914 40,730 34,087 26,196 2,992 446
– 292,365
Derivatives
a
18,132 – – – – – – 18,132
Other liabilities 2,215 1,083 141 3,711 555 2,558 1,331
11,594
Other debt securities 682 2,512 5,939 7,975 2,779 3,228
– 23,115
Subordinated term debts – – – – –
5,544 – 5,544
Total liabilities
215,357 46,593 42,733 39,167 7,365 11,776 1,331 364,322
Non-controlling interests – – – – – –
3,453 3,453
Shareholders’ funds – – – – – –
34,233 34,233
Total equity – – – – – –
37,686 37,686
a Derivatives financial assets and liabilities are included in the “Less than 7 days” bucket as they are mainly held for trading. Refer to the table in Note 42.2 on cash flows associated with these derivatives
Less than 1 week to
1 to 3 3 to 12
1 to 3 More than
No specific In millions
7 days 1 month
months months
years 3 years
maturity Total
2012 Cash and balances with
central banks
10,257 1,974 4,160 1,381 –
– –
17,772 Government securities
and treasury
bills 172 1,616 5,166 10,747 11,486 7,239
– 36,426 Due
from banks
7,588 4,307 5,664 10,509 1,245
93 –
29,406 Derivatives
a
17,280 – – – – – – 17,280
Bank and corporate securities 17
758 855
3,921 7,731
10,832 1,334
25,448 Loans
and advances
to customers
14,566 23,445 21,014 34,295 44,614 72,585 –
210,519 Other
assets 3,313 159 505 1,454 2,947 233
91 8,702 Associates
– – – – – – 1,236
1,236 Properties
and other
ixed assets – – – – – –
1,442 1,442
Goodwill – – – – – –
4,802 4,802
Total assets
53,193 32,259 37,364 62,307 68,023 90,982 8,905 353,033
Due to
banks 9,619 2,221 1,827 126 1,192 366
– 15,351
Deposits and balances from
customers 159,738 34,136 28,735 26,609 3,575
671 –
253,464 Derivatives
a
17,532 – – – – – – 17,532
Other liabilities
6,434 1,169 381
2,152 587 676 30 11,429
Other debt
securities 1,222 2,729 2,488 2,059 2,124 3,132
– 13,754
Subordinated term
debts – – – – –
5,505 – 5,505
Total liabilities
194,545 40,255 33,431 30,946 7,478 10,350 30
317,035 Non-controlling
interests – – – – – –
4,261 4,261
Shareholders’ funds
– – – – – – 31,737
31,737 Total
equity – – – – – –
35,998 35,998
a Derivatives financial assets and liabilities are included in the “Less than 7 days” bucket as they are mainly held for trading. Refer to the table in Note 42.2 on cash flows associated with these derivatives
The above table includes disclosure of the contractual maturity of inancial liabilities, which approximates the same analysis on an undiscounted basis as total future interest payments are not material relative to the principal amounts. Assets and liabilities including non-maturing savings
current deposits are represented on a contractual basis or in a period when it can legally be withdrawn. On a behavioural basis for liquidity risk analysis, the assets and liabilities cash lows may differ from contractual basis.
42.2 DERIVATIVES
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