ECCB 2022-2023 Annual Report and Financial Statements

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2023 (expressed in Eastern Caribbean dollars)

3. Financial risk management (continued)

c) Market risk (continued)

i)

Interest rate risk (continued)

Up to 1 month $

3 months to 1 year $

Non-Interest bearing $

1 to 3 months $

1 to 5 years $

Over 5 years $

Total $

As of 31 March 2023

Financial liabilities Demand and deposit liabilities - domestic Demand and deposit liabilities - foreign Derivative financial instruments IMF Government general resource accounts Lease liabilities

145,792,690

5,534,827,978 5,680,620,668

-

-

-

-

67,567

136,065

634,094

1,756,650

324,197

2,918,573

-

72,055,416

72,055,416

- -

- -

-

-

- -

485,367

485,367

-

-

1,176,612

1,176,612

-

-

-

-

-

145,860,257

136,065

634,094

1,756,650

324,197

5,608,545,373 5,757,256,636

Total interest sensitivity gap

910,169,395

274,254,332 1,178,112,416 2,870,675,645

103,850,907 (5,438,345,480) (101,282,785)

-

Cumulative gap

910,169,395 1,184,423,727 2,362,536,143 5,233,211,788

5,337,062,695

(101,282,785)

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