2 Liquidity risk
audited information

Liquidity risk means that current and future payment obligations may not be completely fulfilled or not fulfilled on time or, in the case of a liquidity squeeze, refinancing funds may only be available at higher market rates (refinancing costs), or that assets may only be liquidated at markdowns to market rates (market liquidity risk). The LLB's liquidity risk measurement is based on a system that monitors the maturities structure of cash flows. The following table shows the maturities according to contractual periods.

Maturity of financial assets and liabilities (nominal)

 Download Excel

in CHF thousands

Sight
deposits

Callable

Due within 3 months

Due
between
3 months to
12 months

Due between 12 months to 5 years

Due
after 5
years

Total

31.12.2009

 

 

 

 

 

 

 

Cash and balances
with central banks

395'827

0

0

0

0

0

395'827

Due from banks

978'288

171'826

5'572'092

1'184'060

179'451

0

8'085'717

Due from customers

414'934

1'505'858

1'570'900

1'234'376

4'459'537

642'530

9'828'135

Trading portfolio assets

0

0

72

204

1'890

1'708

3'874

Derivative financial instruments

7'064'294

0

0

0

0

0

7'064'294

Financial investments at fair value through profit and loss

0

3'265'845

64'207

67'638

427'813

105'363

3'930'867

Total financial assets

8'853'343

4'943'529

7'207'271

2'486'278

5'068'691

749'601

29'308'714

 

 

 

 

 

 

 

 

Financial liabilities

 

 

 

 

 

 

 

Due to banks

150'482

0

177'986

114'354

41'105

0

483'927

Due to customers

5'033'183

6'149'183

1'955'870

833'149

532'769

20'990

14'525'144

Liabilities from
insurance contracts

0

132'887

0

0

0

0

132'887

Financial liabilities

0

3'398'267

0

0

0

0

3'398'267

Derivative financial instruments

7'064'294

0

0

0

0

0

7'064'294

Debt issued

0

0

199'759

421'865

1'244'526

266'102

2'132'252

Total financial liabilities

12'247'959

9'680'337

2'333'615

1'369'368

1'818'400

287'092

27'736'771

 

 

 

 

 

 

 

 

Net liquidity exposure

–3'394'616

–4'736'808

4'873'656

1'116'910

3'250'291

462'509

1'571'943

 

 

 

 

 

 

 

 

Contingent liabilities

200'173

 

 

 

 

 

 

 Download Excel

in CHF thousands

Sight
deposits

Callable

Due within 3 months

Due
between
3 months to
12 months

Due between 12 months to 5 years

Due
after 5
years

Total

31.12.2008

 

 

 

 

 

 

 

Cash and balances
with central banks

333'988

0

0

0

0

0

333'988

Due from banks

1'225'122

295'957

6'934'540

653'244

256'076

52'410

9'417'349

Due from customers

450'680

3'294'109

1'784'078

907'019

2'763'040

505'747

9'704'673

Trading portfolio assets

0

0

0

311

1'622

1'551

3'484

Derivative financial instruments

6'990'866

0

0

0

0

0

6'990'866

Financial investments at fair value through profit and loss

0

2'564'787

72'544

63'248

300'660

90'104

3'091'343

Total financial assets

9'000'656

6'154'853

8'791'162

1'623'822

3'321'398

649'812

29'541'703

 

 

 

 

 

 

 

 

Financial liabilities

 

 

 

 

 

 

 

Due to banks

284'386

141'170

301'120

83'423

62'734

0

872'833

Due to customers

3'463'444

5'423'537

4'829'737

885'315

13'666

21'681

14'637'380

Liabilities from
insurance contracts

0

98'557

0

0

0

0

98'557

Financial liabilities

0

2'841'524

0

0

0

0

2'841'524

Derivative financial instruments

6'990'866

0

0

0

0

0

6'990'866

Debt issued

0

0

193'147

534'322

1'628'614

188'781

2'544'864

Total financial liabilities

10'738'696

8'504'788

5'324'004

1'503'060

1'705'014

210'462

27'986'024

 

 

 

 

 

 

 

 

Net liquidity exposure

–1'738'040

–2'349'935

3'467'158

120'762

1'616'384

439'350

1'555'679

 

 

 

 

 

 

 

 

Contingent liabilities

252'282

 

 

 

 

 

 

Access by topics

Top10 Pages

Access by content

Access by topics

Topics provide immmediate
access to important information
of the Annual Report.
Please choose from the following subjects: