(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)
39
3. Financial risk management
…
continued
c) Market risk
…
continued
i)
Interest rate risk
…
continued
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 liabilities
Demand and deposit liabilities - domestic
168,692,681
–
–
–
–
3,919,971,998 4,088,664,679
Demand and deposit liabilities - foreign
–
–
–
–
–
884,599
884,599
Financial liabilities held for trading
–
–
–
–
–
1,566,227
1,566,227
IMF Government general resource accounts
–
–
–
–
–
1,087,376
1,087,376
168,692,681
–
–
–
–
3,923,510,200 4,092,202,881
Total interest repricing gap, March 31, 2015 1,015,032,679 433,724,111 502,538,454 1,480,274,160 493,608,060 (3,904,012,476)
21,164,988
EASTERN CARIBBEAN CENTRAL BANK
ECCB
ANNUAL REPORT 2014/2015
80
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS
3.
Financial risk management
…continued
c) Market risk
...continued
i) Interest rate risk…continued
