ECCB 2025-2026 Annual Report

Eastern Caribbean Central Bank Notes to the Financial Statements For the year ended 31 March 2026 (expressed in Eastern Caribbean dollars)

3. Financial risk management (continued) c) Market risk (continued) i) Interest rate risk (continued) The Bank’s investments in foreign securities, money market instruments and money at call for which rates vary with market movements, exposed the Bank to cash flow and fair value interest rate risk. The table below summarises the Bank’s exposure to interest rate risks. It includes the Bank’s financial instruments, categorised by the earlier of contractual repricing or maturity dates.

3 months to 1 year $

Non-Interest bearing $

Up to 1 month $

1 to 3 months $

1 to 5 year $

Over 5 years $

Total $

As of 31 March 2026

Financial assets Regional and foreign currencies Balances with other central banks Balances with foreign banks Money market instruments and money at call Derivative financial instruments Foreign investment securities Cash and balances with local banks

- - -

- - -

- - -

- - - - -

- - - - - - -

98,930,412 16,066,360

98,930,412 16,066,360

78,314

78,314

764,645,341 72,661,010 179,516,765

45,084,429 1,061,907,545

-

-

-

76,723

76,723

466,775,966 878,611,157 2,771,060,111 695,743,147

- 4,812,190,381

6,594,027

-

-

-

-

6,594,027

Participating governments’ securities Participating governments’ advances Accounts receivable

5,612,098

3,075,949 23,399,199

95,125,672

100,883,535

- 228,096,453

69,728,506 1,393,823

6,305,607 41,268,000

-

-

- 117,302,113

3,914

42,954

124,535

6,000

-

1,571,226

1,314,749,761 960,657,637 3,015,287,029 790,993,354

100,889,535

160,236,238 6,342,813,554

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