ECCB 2015/2016 Annual Report

EASTERN CARIBBEAN CENTRAL BANK

NOTES TO FINANCIAL STATEMENTS

Total $

38 The table below summarises the Bank’s exposure to interest rate risks. It includes the Bank’s financial instruments, categor ised by the earlier of contractual repricing or maturity dates. As of March 31, 2016 Up to 1 month $ 1 to 3 months $ 3 months to 1 year $ 1 to 5 years $ Over 5 years $ Non- Interest bearing $ Financial assets Balances with other central banks - - - - - 4,926,288 4,926,288 Balances with foreign banks - - - - - 77,071 77,071 Money market instruments and money at call 1,184,829,346 335,374,959 216,699,126 - - - 1,736,903,431 Financial assets held for trading 245,988 - - - - - 245,988 Available-for-sale - foreign investment securities 113,323,458 70,228,060 489,145,167 1,677,962,767 512,119,385 - 2,862,778,837 Balances with local banks 3,187,985 - - - - - 3,187,985 Term deposits - domestic 1,051,437 1,737,491 7,281,610 - - - 10,070,538 Loans and receivables - participating governments’ securities 3,268,650 1,164,328 - 2,649,918 76,829,294 - 83,912,190 Loans and receivables - participating governments’ advances 24,573,974 - 31,118,318 - - - 55,692,292 Accounts receivable 20,236 120,816 171,632 632,662 35,592 5,663,761 6,644,699 Available-for-sale - domestic investment securities - - - - - 421,686 421,686 1,330,501,074 408,625,654 744,415,853 1,681,245,347 588,984,271 11,088,806 4,764,861,005 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.

(expressed in Eastern Caribbean dollars) March 31, 2016 Eastern Caribbean Central Bank Notes to Financial Statements March 31, 2016 (expressed in Eastern Caribbean dollars) 3. Financial risk management … continued c) Market risk ...continued i) Interest rate risk… continued 3. Financial risk management … continued c) Market risk ... continued

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ECCB A nnual R eport 2015/2016