Barclays 2015 Annual Report Download - page 204

202 I Barclays PLC Annual Report 2015 home.barclays/annualreport
Risk review
Risk performance
Funding risk – liquidity
Contractual maturity of financial assets and liabilities (including BAGL) (audited)
As at
31 December 2014
On
demand
£m
Not more
than three
months
£m
Over three
months
but not
more
than six
months
£m
Over six
months
but not
more
than nine
months
£m
Over nine
months
but not
more than
one year
£m
Over one
year
but not
more than
two years
£m
Over two
years but
not more
than three
years
£m
Over three
years but
not more
than five
years
£m
Over five
years but
not more
than ten
years
£m
Over ten
years
£m
Total
£m
Assets
Cash and balances
at central banks 39,466 229 – – – – – – – – 39,695
Items in the course
of collection from
other banks 828 382 – – – – – – – – 1,210
Trading portfolio assets 114,717 – – – – – – – – – 114,717
Financial assets
designated at fair value 5,732 3,139 1,540 797 602 2,696 1,322 1,253 1,038 18,538 36,657
Derivative financial
instruments 438,270 26 6 8 7 204 274 443 439 232 439,909
Loans and advances
to banks 5,875 31,138 3,236 225 944 404 233 20 36 – 42,111
Loans and advances
to customers 24,607 99,208 9,225 6,900 9,241 35,477 24,653 48,486 54,168 115,802 427,767
Reverse repurchase
agreements and other
similar secured lending 144 117,977 9,857 2,013 941 28 116 109 22 546 131,753
Available for sale
investments 513 1,324 2,045 3,576 844 10,804 16,705 10,107 23,683 16,465 86,066
Other financial assets – 1,469 – – – 176 – – – – 1,645
Total financial assets 630,152 254,892 25,909 13,519 12,579 49,789 43,303 60,418 79,386 151,583 1,321,530
Other assetsa 36,376
Total assets 1,357,906
Liabilities
Deposits from banks 7,978 48,155 1,041 504 298 187 95 69 57 6 58,390
Items in the course
of collection due to
other banks 1,177 – – – – – – – – – 1,177
Customer accounts 317,449 86,626 7,284 5,442 3,245 4,208 494 1,219 713 1,024 427,704
Repurchase
agreements and
other similar
secured borrowing 40 111,766 7,175 2,847 1,989 119 116 – 427 – 124,479
Trading portfolio
liabilities 45,124 – – – – – – – – – 45,124
Financial liabilities
designated at fair value 665 6,554 3,493 4,056 3,244 7,015 5,524 9,573 6,174 8,851 55,149
Derivative financial
instruments 438,623 29 7 12 5 62 69 78 268 167 439,320
Debt securities in issue 10 19,075 11,146 9,712 4,791 7,568 10,560 10,350 11,376 1,511 86,099
Subordinated liabilities – 235 48 15 – 37 1,259 1,947 10,938 6,674 21,153
Other financial liabilities – 3,060 – – – 815 – – – – 3,875
Total financial
liabilities 811,066 275,500 30,194 22,588 13,572 20,011 18,117 23,236 29,953 18,233 1,262,470
Other liabilitiesa 29,478
Total liabilities 1,291,948
Cumulative liquidity
gap (180,914) (201,522) (205,807) (214,876) (215,869) (186,091) (160,905) (123,723) (74,290) 59,060 65,958
Expected maturity dates do not differ significantly from the contract dates, except for:
 trading portfolio assets and liabilities and derivative financial instruments, which may not be held to maturity as part of the Group’s trading
strategies
 retail deposits, which are included within customer accounts, are repayable on demand or at short notice on a contractual basis. In practice,
these instruments form a stable base for the Group’s operations and liquidity needs because of the broad base of customers, both numerically and
by depositor type (see behavioural maturity profile on page 193) and
 financial assets designated at fair value held in respect of linked liabilities, which are managed with the associated liabilities.
Note
a Other assets includes balances of £7,364m (2014: £15,574m) and other liabilities includes balances of £5,997m (2014: £13,115m) relating to amounts held for sale. Please refer to
Note 44 for details.