Investor Presentaiton
Liquidity management and reserve
| Matching of maturities between assets and liabilities
Financing with an original maturity of 12 months or more represent 50% of the total
Average maturity of medium and long term financing raised in 2016: 2.5 years after TLTRO-II participations
122%
LCR
(12/31/16)
132
240
HQLA
ZERO-RISK
POLICY
88
(LEVEL 1)
2015
2016
■Bons du trésor à Taux Fixe (BTF)
■Banque de France Deposit
ECB decisions
(12/09/15)
(03/16/16)
Expiry of the last
BTF in portfolio
(03/30/16)
-0,10%
-0,20%
-0,30%
-0,40%
-0,50%
-0,60%
-0,70%
Jun-15
Sep-15
Dec-15
Mar-16
Jun-16
Sep-16
Dec-16
ECB vs OATS
ECB Deposit rate
OAT-1 year
Financial policy and funding
1 25
Debt Investor Presentation - April 2017
PSA
BANQU
FRANGEView entire presentation