2011 Annual Report - BDO

NOTES TOFINANCIAL STATEMENTS2010More MoreOne to than three than one Morethree months to year to than fivemonths one year five years years TotalResources:Due from BSP P 7,056 P - P - P - P 7,056Due from other banks 957 - 202 - 1,159Trading and investmentsecurities 6,600 1,542 3,245 7,301 18,688Loans and receivables 821 147 1,763 866 3,597Other resources - - - 119 119Total Resources 15,434 1,689 5,210 8,286 30,619Liabilities and Equity:Deposit liabilities 2,672 145 331 18,733 21,881Bills payable 243 - 2 2,213 2,458Other liabilities - - - 1,809 1,809Total Liabilities 2,915 145 333 22,755 26,148Equity - - - 4,471 4,471Total Liabilities and Equity 2,915 145 333 27,226 30,619On-book Gap 12,519 1,544 4,877 ( 18,940 ) -Cumulative On-book Gap 12,519 14,063 18,940 - -Contingent Resources 13,860 5,682 8,798 2,420 30,760Contingent Liabilities 13,810 5,679 8,688 2,417 30,594Off-book Gap 50 3 110 3 166Cumulative Total Gap P 12,569 P 14,116 P 19,103 P 166 P -Contractual Maturity Analysis - Derivative Financial LiabilitiesAs of December 31, 2011 and 2010, the Bank’s derivative financial liabilities for whichcontractual maturities are essential for the understanding of cash flows have contractualmaturities as follows (amounts in thousands):2011More MoreOne to than three than one Morethree months to year to than fivemonths one year five years years TotalForwards P 29,349 P 199 P 334,062 P 236,241 P 599,851Interest rate swaps 970 15,388 7,266 - 23,624Cross-currency swaps 299 527,056 277,473 18,643 823,471P 30,618 P 542,643 P 618,801 P 254,884 P 1,446,946