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 $
1 to 3 months $
3months to 1 year $
Non-Interest bearing $
1 to 5 years $
Over 5 years $
Total $
As of 31 March 2022
Financial liabilities Demand and deposit liabilities - domestic Demand and deposit liabilities - foreign Derivative financial instruments IMF Government general resource accounts Lease liabilities
149,700,815
-
5,372,248,466 5,521,949,281
-
-
-
57,107
93,353
414,083
1,432,100
417,377
-
2,414,020
55,169,474 1,377,886
55,169,474 1,595,349
-
-
- -
-
-
217,463
-
-
-
-
1,256,870
1,256,870
-
-
-
-
1,432,100
149,975,385
93,353
414,083
417,377
5,430,052,696 5,582,384,994
Total interest sensitivity gap
448,847,492
174,776,186 527,544,754
3,697,092,106 379,909,904 (5,257,441,458) (29,271,016)
-
Cumulative gap
448,847,492
623,623,367 1,151,168,432 4,848,260,538
5,228,170,442
(29,271,016)
64
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