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Liquidity risk

Structural liquidity risk is associated with the Bank’s ability to meet its payment obligations and fund its lending activities. The Bank actively monitors liquidity and its forecasts, as well anticipating the measures to be taken in both normal and exceptional market situations resulting from internal causes or market behaviour.

The measures used for liquidity risk control include monitoring changes in the liquidity gap or map, and specific information and analysis of the balances resulting from sales transactions, wholesale maturities, interbank assets and liabilities and other sources of funding. These analyses are performed under normal market conditions or simulating different scenarios of liquidity needs that could stem from different business conditions or market variations.

The measures used for liquidity risk control are the monitoring of changes in the liquidity gap or map.

In 2017 the commercial gap (the difference between customer loans and deposits) remained at similar levels to the previous year, increasing slightly by 55 million euros. The percentage of loans and receivables financed by customer funds at year-end stood at 90.6%. With regard to wholesale funding, the maturity dates in 2017 were partially replaced, thus reducing dependence on wholesale markets by 600 million euros.

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