Rothschild Bank AG Zurich - Rothschild | Private Banking & Trust

F Notes to the
Consolidated Financial Statements
21 Interest risks –Interest rate risk sensitivity for +/- 100 basis points (bps)
CHF EUR GBP USD Other Total
1000 CHF
31.03.2006
+100 bps –4,480 –970 –203 –224 –16 –5,893
–100 bps 4,692 1,005 208 227 6 6,138
31.03.2005
+100 bps –4,406 –977 –222 –228 20 –5,813
–100 bps 4,196 1,021 227 232 2 5,678
For a description of the interest rate risks, see the corresponding notes to the risk management on page 23.
22 Liquidity risks – Maturity structure
Maturity Maturity Maturity Maturity
Redeemable within within 3- within after Total
as at 31st March 2006 At sight by notice 3 months 12 months 1–5 years 5 years 31.3.2006
1000 CHF 1000 CHF 1000 CHF 1000 CHF 1000 CHF 1000 CHF 1000 CHF
Cash and balances
with central banks 16,500 16,500
Placements with banks 197,117 742,607 42,967 982,691
Loans and advances to customers
Financial assets at fair value
39,590 65,805 68,719 174,114
through profi t or loss 15,733 15,733
Derivative fi nancial instruments 12,635 12,635
Available-for-sale fi nancial assets 2,281 4,482 26,654 92,155 37,430 163,002
Investments in associates – – – – – – 60
Property plant and equipment – – – – – – 81,962
Intangible assets – – – – – – 1,232
Deferred tax assets – – – – – – 2,038
Pension assets
Accrued income,
– – – – – – 598
prepaid expenses and other assets – – – – – – 25,509
Total assets 244,266 39,590 812,894 138,340 92,155 37,430 1,476,074
Money market instruments 50 50
Loans and advances due to banks 84,600 555 85,155
Derivative fi nancial instruments 11,807 11,807
Client deposits
Accrued expenses,
322,326 453,793 121,398 7,979 905,496
deferred income and other liabilities – – – – – – 23,151
Current tax liabilities – – – – – – 7,431
Deferred tax liabilities – – – – – – 13,429
Pension obligations – – – – – – 6,013
Provisions – – – – – – 456
Total liabilities 418,783 453,793 121,953 7,979 0 0 1,052,988
Part 2
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Rothschild Bank AG Zürich