GENERAL MEETING DRAFT - Bankier.pl

Quantitative information
423
>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
1. Banking portfolio: distribution by maturity (repricing date) of financial assets and liabilities (� '000)
Type / Residual maturity
On
demand
Up to 3
months
3to6
months
6 months
to 1 year
1to
5years
5to
10 years
over 10
years
Unspecified
maturity
1. Balance-sheet assets 156,725,923 233,444,396 35,011,494 40,527,692 105,892,763 60,470,008 64,714,437 10,389,383
1.1 Debt securities 539,946 29,580,224 6,658,726 8,004,350 25,760,520 15,035,590 5,039,779 181,452
- With prepayment option 3,372 386,237 156,978 7,208 24,748 37,983 - 405
- Other 536,574 29,193,987 6,501,748 7,997,142 25,735,772 14,997,607 5,039,779 181,047
1.2 Loans to banks 19,080,315 39,849,324 2,262,568 502,213 1,819,937 1,756,538 410,171 256,839
1.3 Loans to customers 137,105,662 164,014,848 26,090,200 32,021,129 78,312,306 43,677,880 59,264,487 9,951,092
- Current accounts 55,120,867 954,434 177,965 327,251 1,211,595 225,720 79,308 615,928
- Other loans 81,984,795 163,060,414 25,912,235 31,693,878 77,100,711 43,452,160 59,185,179 9,335,164
- With prepayment option 39,517,583 35,383,631 7,933,133 1,506,957 10,261,776 5,909,289 24,804,205 403,583
- Other 42,467,212 127,676,783 17,979,102 30,186,921 66,838,935 37,542,871 34,380,974 8,931,581
2. Balance-sheet liabilities 248,436,924 216,122,082 44,375,178 46,307,241 90,962,207 34,114,745 21,882,438 2,001,200
2.1 Deposits from customers 219,780,806 90,967,362 25,625,290 19,710,042 18,449,878 3,692,968 7,150,514 1,882,145
- Current accounts 209,493,635 20,581,546 2,476,219 6,506,037 3,970,937 152,481 6,642 1,545,152
- Other loans 10,287,171 70,385,816 23,149,071 13,204,005 14,478,941 3,540,487 7,143,872 336,993
- With prepayment option 348 398,113 66,985 74,571 54,288 3,626 48 17,223
- Other 10,286,823 69,987,703 23,082,086 13,129,434 14,424,653 3,536,861 7,143,824 319,770
2.2 Deposits from banks 26,862,631 38,633,192 2,686,753 7,757,202 17,944,118 8,831,179 3,814,169 64,107
- Current accounts 15,585,951 1,423,550 101,540 70,980 338,421 92,745 49,153 62,363
- Other loans 11,276,680 37,209,642 2,585,213 7,686,222 17,605,697 8,738,434 3,765,016 1,744
2.3 Debt securities in issue 1,775,986 86,521,528 16,063,135 18,839,997 54,568,211 21,590,598 10,917,755 54,948
- With prepayment option 735 1,658,582 130,918 72,506 1,117,662 352,935 1,901,650 -
- Other 1,775,251 84,862,946 15,932,217 18,767,491 53,450,549 21,237,663 9,016,105 54,948
2.4 Other liabilities 17,501 - - - - - - -
- With prepayment option - - - - - - - -
- Other 17,501 - - - - - - -
3. Financial derivatives
3.1 Phisically settled
financial derivatives
Amounts as at 12.31.2009
-Option
+ Long positions - - - - 2,100 - - -
+ Short positions - - - - 2,100 - - -
- Other derivatives
+ Long positions - 516,864 92,223 - 346,845 294,668 77,546 -
+ Short positions - 516,864 92,223 - 98,550 314,845 90,888 -
3.2 Cash settled financial
derivatives
- Options
+ Long positions - 252,032 331,704 7,176 308,431 48,547 - -
+ Short positions - 252,059 331,816 7,176 311,061 48,547 - -
- Other derivatives
+ Long positions 54,504,981 106,082,715 12,906,561 25,956,243 31,163,419 10,782,524 3,103,027 -
+ Short positions 41,544,392 112,809,990 16,859,685 23,675,123 29,418,787 11,681,488 3,855,546 -
This distribution is made on the basis of the period between the balance sheet date and the first following yield review date. For fixed-rate transactions the
residual life is the period from the balance sheet date to final maturity.
On balance sheet items are disclosed at their carrying value.
Derivatives are shown, under the double entry method, at settlement value for those with underlying securities and at the notional value for those without
underlying securities; options are shown at their delta equivalent value.