Landeskreditbank Baden-Württemberg - L-Bank

Notes to the annual financial statements of
Landeskreditbank Baden-Württemberg – Förderbank –
for the financial year ended December 31, 2002
Dec. 31, 2002 Dec. 31, 2001 Dec. 31, 2002 Dec. 31, 2002
Nominal values Nominal values
Credit risk
equivalents Replacement costs
EUR million EUR million EUR million EUR million
Transactions involving derivatives – by
contracting party (incl. commercial
transactions)
• Banks in the OECD ..................... 71,195 65,476 934 2,068
• Public-sector institutions in the OECD ...... 75 0 0 0
• Other counterparties (incl. stock exchange
contracts) ............................. 6,429 5,379 324 258
Total .................................... 77,699 70,855 1,258 2,326
Transactions involving derivatives
Dec. 31, 2002 Dec. 31, 2001 Dec. 31, 2002 Dec. 31, 2001
Interest rate risks Interest rate risks Currency risks Currency risks
EUR million EUR million EUR million EUR million
Transactions involving derivatives – maturity
(incl. commercial transactions)
Residual maturities
• up to 3 months ................... 5,850 3,810 169 0
• up to 1 year ..................... 6,615 6,384 28 0
• up to 5 years .................... 24,422 22,518 3,144 0
• more than 5 years ................ 36,256 36,398 435 0
Total ............................. 73,143 69,110 3,776 0
Dec. 31, 2002 Dec. 31, 2001
Credit derivatives
Credit derivatives
EUR million EUR million
Residual maturities
• up to 3 months ........................................... 100 0
• up to 1 year ............................................. 55 0
• up to 5 years ............................................. 340 0
• more than 5 years ......................................... 285 0
Total ...................................................... 780 0
F-61