ECCB 2014-2015 Annual Report and Statement of Accounts

EASTERN CARIBBEAN CENTRAL BANK

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

Total $

39 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 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

$

(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 i) Interest rate 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

As of March 31, 2015 i) Interest rate risk…continued

80

ECCB ANNUAL REPORT 2014/2015