ECCB 2015/2016 Annual Report

EASTERN CARIBBEAN CENTRAL BANK

NOTES TO FINANCIAL STATEMENTS

Total $

39 IMF Government general resource accounts – – – – – 1,083,238 1,083,238 281,010,092 – – – – 4,480,533,627 4,761,543,719 Total interest repricing gap, March 31, 2016 1,049,490,982 408,625,654 744,415,853 1,681,245,347 588,984,271 (4,469,444,821) 3,317,286 Financial liabilities Demand and deposit liabilities - domestic 281,010,092 – – – – 4,471,447,227 4,752,457,319 Demand and deposit liabilities - foreign – – – – – 1,807,143 1,807,143 Financial liabilities held for trading – – – – – 6,196,019 6,196,019

$

(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 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, 2016

75

75

ECCB A nnual R eport 2015/2016