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) 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 2024
Financial liabilities Demand and deposit liabilities - domestic
5,177,267,570 5,385,890,262
-
-
-
129,319,035
79,303,657
-
2,721,099
Lease liabilities
660,176
1,753,845
70,359
78,546
158,173
Demand and deposit liabilities - foreign Derivative financial instruments IMF Government general resource accounts
-
-
-
-
-
77,771,381
77,771,381
-
-
-
-
-
25,297
25,297
-
-
-
-
-
1,178,996
1,178,996
79,461,830
660,176
1,753,845
70,359 5,256,243,244 5,467,587,035
129,397,581
Total interest sensitivity gap
34,545,604
1,286,085,816 1,227,257,080 1,400,108,446 1,058,386,164 92,996,235 (5,030,288,137)
Cumulative gap
-
34,545,604
1,286,085,816 2,513,342,896 3,913,451,342 4,971,837,506 5,064,833,741
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