Annual report 2011 - VTB

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VTB BankNotes to the Consolidated Financial Statements – 31 December 2011 and 2010(in billions of Russian Roubles)38. Financial Risk Management (continued)Current and non-current assets and liabilities (continued)The table below shows assets and liabilities at 31 December 2010 by their remaining contractual maturity.Less than1 yearMore than1 yearOverdue,maturityundefinedAssetsCash and short-term funds 275.5 – – 275.5Mandatory cash balances with central banks 21.9 4.5 – 26.4Financial assets at fair value through profit or loss 324.1 13.8 6.7 344.6Financial assets pledged under repurchaseagreements and loaned financial assets 10.6 6.3 – 16.9Due from other banks 319.6 29.9 0.4 349.9Loans and advances to customers 778.5 1,932.0 74.9 2,785.4Financial assets available-for-sale 18.7 8.4 28.8 55.9Investments in associates and joint ventures – – 15.7 15.7Investment securities held-to-maturity 2.2 32.0 – 34.2Premises and equipment – – 113.2 113.2Investment property – – 102.2 102.2Intangible assets and goodwill – – 30.5 30.5Deferred tax asset – – 37.9 37.9Other assets 47.7 26.8 28.1 102.6Total assets 1,798.8 2,053.7 438.4 4,290.9LiabilitiesDue to other banks 342.9 54.4 – 397.3Customer deposits 1,712.5 500.4 – 2,212.9Other borrowed funds 114.5 71.2 – 185.7Debt securities issued 223.2 369.9 – 593.1Deferred tax liability – – 7.3 7.3Other liabilities 73.8 31.1 6.0 110.9Subordinated debt – 205.5 – 205.5Total liabilities 2,466.9 1,232.5 13.3 3,712.7Total87
VTB BankNotes to the Consolidated Financial Statements – 31 December 2011 and 2010(in billions of Russian Roubles)39. Fair Values of Financial InstrumentsThe following table presents a fair value of financial instruments in comparison with its carrying amount as at31 December 2011 and 2010:31 December 2011 31 December 2010CarryingamountFairvalueCarryingamountFairvalueFinancial assetsCash and short-term funds 407.0 407.0 275.5 275.5Financial assets at fair value through profit or loss 571.5 571.5 344.6 344.6Financial assets pledged under repurchaseagreements and loaned financial assets 198.6 198.6 16.9 16.9Due from other banks 424.6 424.6 349.9 350.0Russia 170.0 170.1 174.5 174.6OECD 204.6 204.4 163.0 163.0Other 50.0 50.1 12.4 12.4Loans and advances to customers 4,301.6 4,339.0 2,785.4 2,886.8Loans to legal entities 3,522.3 3,550.4 2,281.7 2,364.2Loans to individuals 779.3 788.6 503.7 522.6Financial assets available-for-sale 167.7 167.7 55.9 55.9Investment securities held-to-maturity 32.4 31.8 34.2 34.2Other financial assets 17.5 17.5 21.9 21.9Financial liabilitiesDue to other banks 699.7 703.6 397.3 397.3Customer deposits 3,596.7 3,577.8 2,212.9 2,237.0Deposits of legal entities 2,435.3 2,433.8 1,465.0 1,473.9Deposits of individuals 1,161.4 1,144.0 747.9 763.1Other borrowed funds 734.6 725.7 185.7 183.3Debt securities issued 664.5 652.3 593.1 603.2Subordinated debt 241.1 238.5 205.5 205.1Other financial liabilities 149.6 149.6 65.5 65.5The Group uses the following hierarchy for determining and disclosing the fair value of financial instruments byvaluation technique:Level 1: quoted (unadjusted) prices in active markets for identical assets or liabilities;Level 2: techniques for which all inputs which have a significant effect on the recorded fair value areobservable, either directly or indirectly; andLevel 3: techniques which use inputs which have a significant effect on the recorded fair value that are notbased on observable market data.The following table shows an analysis of financial instruments recorded at fair value by level of the fair value hierarchyas at 31 December 2011:Level 1 Level 2 Level 3 TotalFinancial assetsNon-derivative financial assets at fair value throughprofit or lossFinancial assets held for trading 408.1 52.0 1.7 461.8Financial assets designated as at fair valuethrough profit or loss 19.1 1.9 9.8 30.8Trading Derivative financial instruments 10.2 68.0 0.7 78.9Hedging Derivative financial instruments – 0.5 – 0.5Financial assets pledged under repurchaseagreements and loaned financial assetsFinancial assets held for trading 3.4 – – 3.4Financial assets designated as at fair valuethrough profit or loss 4.1 0.1 – 4.2Financial assets available-for-sale 1.7 0.6 – 2.3Financial assets available-for-sale 20.6 97.7 49.4 167.7Financial liabilitiesTrading Derivative financial instruments (9.7) (71.6) (0.2) (81.5)Other financial liabilities – – (21.1) (21.1)88
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VTB Annual Report 2011Statement of
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VTB Annual Report 20111. Financial
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VTB Annual Report 20113. The econom
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VTB Annual Report 20113. The econom
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VTB Annual Report 20114. Management
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Today, about 16 million individuals
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VTB Annual Report 20115. Corporate
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VTB Annual Report 20118. 8. Выд
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VTB Annual Report 20118. Summary co
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VTB Annual Report 20119. Summary fi
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VTB Annual Report 201111. Other Gro
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VTB Annual Report 201111. Other Gro
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VTB Annual Report 201112. Sharehold
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VTB Annual Report 2011144VTB places
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VTB BankConsolidated Financial Stat
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VTB BankConsolidated Statements of
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VTB BankConsolidated Statements of
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VTB BankNotes to the Consolidated F
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Annual report 2011 - VTB

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