IRP_CECABANK_2018

53 / 94

P. 53 2018 Pillar 3 Disclosures
Interest-rate risk in positions not included in the trading book
0<=1M 1<=2M 2<=3M 3<=4M 4<=5M 5<=6M 6<=12M 1<=2Y 2<=5Y 5<=10Y 10<=20Y 20<=30Y
ASSETS
6,094,867 142,042 162,277 96,342 41,695 7,840 173,565 345,000 551,600 250,200 7,000 41,107
1. Cash and balances with central banks
3,122,687
2. Available-for-sale financial assets
1,036,784 136,434 126,101 64,270 25,250
171,140 345,000 521,600 200,200 7,000 1,356
2.1 Debt securities
1,036,784 136,434 126,101 64,270 25,250
171,140 345,000 521,600 200,200 7,000
2.2 Equity instruments
1,356
3. Loans and receivables
1,203,565
609 1,176 12,072 2,745
340 2,425
30,000 50,000
3.1 Debt securities
22,352
2,007
30,000 50,000
3.2 Customer credit
65,753
609
476
363
739
340 2,425
3.3 Credit institution deposits
1,115,459
700 11,709
4. Hedging derivatives
731,832 5,000 35,000 20,000 13,700 7,500
5. Investments
39,751
LIABILITIES
6,105,953 5,585 21,846 28,750 23,950 11,455 3,989 306,399 330,571 157,924 7,735
58
1.
Financial liabilities, amortised costand fair value with changes in P&L
1,509,733 5,585 3,846 4,418 1,750 1,455 3,989
99
190
324
235
58
1.1 Credit institution deposits
1,207,415 5,585 3,846 4,418 1,750 1,455 3,989
99
190
324
235
58
1.2 Temporary assignment of assets
302,318
1.3 Debts represent. by tradable securities
2. Customer deposits
4,596,220
63,281
3. Hedging derivatives
18,000 24,332 22,200 10,000
306,300 267,100 157,600 7,500
GAP
-11,086 136,457 140,431 67,593 17,745 -3,615 169,576 38,601 221,029 92,276
-735 41,050
ACCUMULATED GAP
-11,086 125,371 265,802 333,395 351,140 347,525 517,101 555,702 776,731 869,007 868,272 909,321
Thousands of euro.
8|