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Liquidity risk
The contractual maturities of financial liabilities, including estimated interest payments and excluding the impact of
netting agreements, are as shown in the following table.
Insofar as these cash flows depend on future floating interest rates, the level of which was unknown on the balance
sheet date, these cash flows have been estimated on the basis of rates prevailing on the balance sheet date.
EUR’000
December 31, 2010
Carrying
amount
Contractual
cash flows
6 months
or less
6 - 12
months
1 – 2
years
2 – 5
years
> 5
years
Non-derivative financial liabilities
Syndicated bank
loans
Syndicated
289,902 (377,756) (17,045) (17,837) (36,428) (306,446) 0
bank loans
International
14,318 (16,500) (5,625) (3,625) (7,250) 0 0
Subordinated
bank loans
237,586 (570,930) (6,181) (6,181) (13,101) (43,835) (501,632)
Capex facility
drawing
3,960 (3,960) (3,960) 0 0 0 0
Finance lease
liabilities
13,854 (14,689) (2,393) (2,393) (2,854) (6,619) (430)
Trade and other
payables
271,738 (271,738) (271,738) 0 0 0 0
Bank overdrafts 866 (866) (866) 0 0 0 0
derivative financial liabilities
Interest rate swaps
used for hedging
832,224 (1,256,439) (307,808) (30,036) (59,633) (356,900) (502,062)
Cash flow 13,973 (15,633) (3,483) (3,087) (5,035) (4,028) 0
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