ECCB 2014-2015 Annual Report and Statement of Accounts

EASTERN CARIBBEAN CENTRAL BANK

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

Total $

Financial liabilities Demand and deposit liabilities – domestic 101,672,563 – – – – 3,559,324,614 3,660,997,177 Demand and deposit liabilities – foreign – – – – – 772,956 772,956

Financial liabilities held for trading – – – – – 4,207,943 4,207,943 IMF Government general resource accounts – – – – – 1,085,333 1,085,333 101,672,563 – – – – 3,565,390,846 3,667,063,409

41 Total interest repricing gap, March 31, 2014 730,716,594 427,845,607 550,228,763 1,613,233,073 250,726,742 (3,554,620,020) 18,130,759

$

(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) 3. Financial risk management … continued c) Market risk … continued Up to 1 month $ 1 to 3 months $ 3 months to 1 year $ 1 to 5 years $ Over 5 years $ Non- Interest bearing 3. Financial risk management …continued c) Market risk ...continued

i) Interest rate risk... continued As of March 31, 2014 i) Interest rate risk…continued

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ECCB ANNUAL REPORT 2014/2015