(expressed in Eastern Caribbean dollars)
March 31, 2015
Eastern Caribbean Central Bank
Notes to Consolidated Financial Statements
March 31, 2015
(expressed in Eastern Caribbean dollars)
38
3. Financial risk management
…
continued
c) Market risk
...continued
i)
Interest rate risk
…
continued
The table below
summarises the Bank’s exposure to interest rate risks. It includes the Bank’s financial instruments, categorised by the earl
ier of
contractual repricing or maturity dates.
As of March 31, 2015
Up to 1 month
$
1 to 3 months
$
3 months to
1 year
$
1 to 5 years
$
Over 5 years
$
Non- Interest
bearing
$
Total
$
Financial assets
Balances with other central banks
-
-
-
-
-
13,034,602
13,034,602
Balances with foreign banks
-
-
-
-
-
73,225
73,225
Money market instruments and money at call 1,061,675,137 228,443,559
67,441,586
-
-
- 1,357,560,282
Financial assets held for trading
2,781,551
1,714,100
-
-
-
-
4,495,651
Available-for-sale - foreign investment
securities
56,080,896 185,654,809
410,668,025
1,476,053,121 411,485,856
- 2,539,942,707
Balances with local banks
2,464,446
-
-
-
-
-
2,464,446
Due from local banks
9,572,418
-
-
-
-
-
9,572,418
Term deposits - domestic
1,124,762
1,828,287
8,069,603
-
-
-
11,022,652
Loans and receivables - participating
governments’ securities
-
10,993,296
3,740,000
3,430,314
82,062,340
-
100,225,950
Loans and receivables - participating
governments’ advances
50,000,314
5,054,843
12,435,570
-
-
-
67,490,727
Accounts receivable
25,836
35,217
183,670
790,725
59,864
5,968,211
7,063,523
Available-for-sale - domestic investment
securities
-
-
-
-
-
421,686
421,686
1,183,725,360 433,724,111
502,538,454 1,480,274,160 493,608,060
19,497,724 4,113,367,869
ECCB
ANNUAL REPORT 2014/2015
79
EASTERN CARIBBEAN CENTRAL BANK
3.
Financial risk management
…continued
c) Market risk
...continued
i) Interest rate risk…continued
The table below summarises the Bank’s exposure to interest rate risks. It includes the Bank’s financial instruments, categorised by the earlier
of contractual repricing or maturity dates.
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS
