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 2023
Financial liabilities Demand and deposit liabilities - domestic Demand and deposit liabilities - foreign Derivative financial instruments IMF Government general resource accounts Lease liabilities
5,534,827,978 5,680,620,668
-
-
-
-
145,792,690
-
67,567
136,065
634,094 1,756,650
324,197
2,918,573
- -
- -
-
-
- -
72,055,416 485,367
72,055,416 485,367
-
-
-
-
-
-
-
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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