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