management 2019s discussion and analysis we believe our credit ratings are primarily based on the credit rating agencies 2019 assessment of : 2030 our liquidity , market , credit and operational risk management practices ; 2030 the level and variability of our earnings ; 2030 our capital base ; 2030 our franchise , reputation and management ; 2030 our corporate governance ; and 2030 the external operating environment , including , in some cases , the assumed level of government or other systemic support . certain of our derivatives have been transacted under bilateral agreements with counterparties who may require us to post collateral or terminate the transactions based on changes in our credit ratings . we assess the impact of these bilateral agreements by determining the collateral or termination payments that would occur assuming a downgrade by all rating agencies . a downgrade by any one rating agency , depending on the agency 2019s relative ratings of us at the time of the downgrade , may have an impact which is comparable to the impact of a downgrade by all rating agencies . we allocate a portion of our gcla to ensure we would be able to make the additional collateral or termination payments that may be required in the event of a two-notch reduction in our long-term credit ratings , as well as collateral that has not been called by counterparties , but is available to them . the table below presents the additional collateral or termination payments related to our net derivative liabilities under bilateral agreements that could have been called at the reporting date by counterparties in the event of a one-notch and two-notch downgrade in our credit ratings. .
what is the difference in the required additional collateral or termination payments for a two-notch downgrade and additional collateral or termination payments for a one-notch downgrade in millions in 2013?
$ in millions 2014 2013 additional collateral or termination payments for a one-notch downgrade $ 1072 $ 911 additional collateral or termination payments for a two-notch downgrade 2815 2989 cash flows as a global financial institution , our cash flows are complex and bear little relation to our net earnings and net assets . consequently , we believe that traditional cash flow analysis is less meaningful in evaluating our liquidity position than the liquidity and asset-liability management policies described above . cash flow analysis may , however , be helpful in highlighting certain macro trends and strategic initiatives in our businesses . year ended december 2014 . our cash and cash equivalents decreased by $ 3.53 billion to $ 57.60 billion at the end of 2014 . we used $ 22.53 billion in net cash for operating and investing activities , which reflects an initiative to reduce our balance sheet , and the funding of loans receivable . we generated $ 19.00 billion in net cash from financing activities from an increase in bank deposits and net proceeds from issuances of unsecured long-term borrowings , partially offset by repurchases of common stock . year ended december 2013 . our cash and cash equivalents decreased by $ 11.54 billion to $ 61.13 billion at the end of 2013 . we generated $ 4.54 billion in net cash from operating activities . we used net cash of $ 16.08 billion for investing and financing activities , primarily to fund loans receivable and repurchases of common stock . year ended december 2012 . our cash and cash equivalents increased by $ 16.66 billion to $ 72.67 billion at the end of 2012 . we generated $ 9.14 billion in net cash from operating and investing activities . we generated $ 7.52 billion in net cash from financing activities from an increase in bank deposits , partially offset by net repayments of unsecured and secured long-term borrowings . 78 goldman sachs 2014 annual report .