ECCB 2015/2016 Annual Report

EASTERN CARIBBEAN CENTRAL BANK

NOTES TO FINANCIAL STATEMENTS

Total $

Financial assets Balances with other central banks - - - - - 13,034,602 13,034,602 Balances with foreign banks - - - - - 73,225 73,225

40 Money market instruments and money at call 1,061,675,137 228,443,559 67,441,586 - - - 1,357,560,282 Financial assets held for trading 2,781,551 1,714,100 - - - - 4,495,651 Available-for-sale - foreign investment securities 56,080,896 185,654,809 410,668,025 1,476,053,121 411,485,856 - 2,539,942,707 Balances with local banks 2,464,446 - - - - - 2,464,446 Due from local banks 9,572,418 - - - - - 9,572,418 Term deposits - domestic 1,124,762 1,828,287 8,069,603 - - - 11,022,652 Loans and receivables - participating governments’ securities - 10,993,296 3,740,000 3,430,314 82,062,340 - 100,225,950 Loans and receivables - participating governments’ advances 50,000,314 5,054,843 12,435,570 - - - 67,490,727 Accounts receivable 25,836 35,217 183,670 790,725 59,864 5,968,211 7,063,523 Available-for-sale - domestic investment securities - - - - - 421,686 421,686

$

(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

1,183,725,360 433,724,111 502,538,454 1,480,274,160 493,608,060 19,497,724 4,113,367,869

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

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ECCB A nnual R eport 2015/2016