ECCB 2023-2024 Annual Report

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2024 (Expressed in Eastern Caribbean dollars) 3. Financial risk management (continued) b) Credit risk (continued) (ii) Credit quality analysis (continued)

Investment securities and money market instruments and money at call The table below sets out the credit quality of the Bank’s foreign debt securities (note 9) and money market instruments and money at call (note 6) by rating agency designation at 31 March 2024 and 31 March 2023, based on Moody’s, S&P or Fitch:

Foreign investment securities Rated (Moody’s, S&P or Fitch) Foreign debt securities

2024

2023

$

$

4,099,310,109 31,540,260 40,008,985 111,306,154 31,898,414

Aaa Aa1 Aa2 Aa3 AA + AA-

3,585,624,333 40,409,547 117,994,909 142,797,500 70,725,412 21,452,083 3,979,003,784

-

4,314,063,922

Unrated

2024

2023

$

$

78,205 624,186 702,391

Foreign equity securities at FVOCI Domestic equity securities at FVOCI

78,205 624,186 702,391

50