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NOTESTOTHEFINANCIALSTATEMENTS
31 DECEMBER 2013
37. FINANCIAL RISK MANAGEMENT POLICIES (CONT’D)
Asset liability management (cont’d)
Measurement (cont’d)
The table below shows the Bank’s interest rate risk exposure based on contractual re-pricing gap:
Less than
3 to 12
1 to 5
Over 5 Non-interest
3 months
months
years
years
bearing
Total
RM’000
RM’000
RM’000
RM’000
RM’000
RM’000
2013
Assets
Cash and bank balances
–
–
–
–
38,932
38,932
Deposits and placement
with banks and placement
financial institutions
1,410,276
295,000
–
–
–
1,705,276
Investment securities
35,028
229,344
181,249
–
–
445,621
Amount due from ECR debtors
293,957
88,388
–
–
–
382,345
Loans, advances and financing
57,704
1,246,709
1,807,806
2,189,289
–
5,301,508
Derivative financial instruments
–
–
–
379
–
379
Other assets
–
–
–
–
335,245
335,245
Total assets
1,796,965
1,859,441
1,989,055
2,189,668
374,177
8,209,306
Liabilities and equity
Borrowings
1,800,229
136,306
2,139,946
712,925
–
4,789,406
Derivative financial instruments
–
–
–
58,335
–
58,335
Other liabilities
–
–
–
–
390,450
390,450
Shareholders’ fund
–
–
–
–
2,971,115
2,971,115
Total liabilities and equity
1,800,229
136,306
2,139,946
771,260
3,361,565
8,209,306
Period gap
(3,264) 1,723,135
(150,891) 1,418,408 (2,987,388)
–
Cumulative gap
(3,264) 1,719,871
1,568,980
2,987,388
–
–
162
EXIM Bank Annual Report 2013