2011 Annual Report - BDO

The following table shows the amounts of the Bank’s resources and liabilities that are subjectto different interest rate arrangements as of December 31, 2011 and 2010 (amounts inthousands):2011 2010R esources Liabilities Resources LiabilitiesSubject to floating interest rates P 246,711 P 953 P 807,300 P 68,828Subject to fixed interest rates 27,225,494 22,232,611 27,886,801 25,817,727Non-interest bearing 746,428 941,311 1,924,819 260,950P 28,218,633 P 23,174,875 P 30,618,920 P 26,147,505The analyses of the groupings of resources, liabilities and off-statement of financial positionitems as of December 31, 2011 and 2010 based on expected interest realization or recognitionare presented below (amounts in millions):2011More MoreOne to than three than one Morethree months to year to than five Non-ratemonths one year five years years sensitive TotalResources:Due from BSP P 4,500 P - P - P - P 2,593 P 7,093Due from other banks - - - - 1,200 1,200Investments 5,294 957 6,053 3,375 2,584 18,263Loans and receivables 221 98 827 388 - 1,534Other resources - - - - 129 129Total Resources 10,015 1,055 6,880 3,763 6,506 28,219Liabilities and EquityDeposit liabilities 10,978 3,475 2,704 - 4,228 21,385Bills payable - - 2 - - 2Other liabilities - - - - 1,788 1,788Total Liabilities 10,978 3,475 2,706 - 6,016 23,175Equity - - - - 5,044 5,044Total Liabilities andEquity 10,978 3,475 2,706 - 11,060 28,219On-book Gap ( 963 ) ( 2,420 ) 4,174 3,763 ( 4,554 ) -Cumulative On-bookGap ( 963 ) ( 3,383 ) 791 4,554 - -Contingent Resources 4,691 1,002 20,885 5,342 - 31,920Contingent Liabilities 4,615 934 20,625 5,320 - 31,494Off-book Gap 76 68 260 22 - 426Cumulative Total Gap ( P 887 ) ( P 3,239 ) P 1,195 P 4,980 P 426 P 426www.bdo.com.ph 61