GENERAL MEETING DRAFT - Bankier.pl

Early Warning Indicators
The Early Warming Indicators, EWI, are a tool to assist the liquidity managers to assess the current
market situation. As with any indicator it should never be used on an auto-pilot basis.
A number of indicators have been developed to capture potential strains in the market. The
indicators are clustered as:
� UniCredit related
� Financial Sector related
� Market related
The EWI are one of the tools that the management can use to decide whether to change from
Business as Usual to a contingent situation.
Quantitative Information
1.Time breakdown by contractual residual maturity of financial assets and liabilities (� '000)
Items/Maturities
On
demand
1to
7days
2009 CONSOLIDATED REPORTS AND ACCOUNTS
7to
15 days
15 days to
1month
Amounts as at 12.31.2009
1to
3months
3to
6months
6months
to 1 year
1to
5 years
Over
5 years
Unspecified
maturity
Balance sheet assets 107,987,878 30,916,397 14,478,672 34,944,772 49,277,043 39,403,434 55,815,308 194,222,306 200,809,160 43,901,438
A.1 Government securities 215,945 717,416 1,337,125 50,581 1,466,481 5,880,254 8,768,064 20,781,624 15,817,883 3,424
A.2 Other debt securities 254,588 65,437 1,722,967 1,519,890 3,503,524 2,952,650 4,597,619 27,416,233 27,003,114 7,887,316
A.3 Units in investment funds 205,665 30,115 - 62 5 62 125 261,913 136,384 4,467,779
A.4 Loans 107,311,680 30,103,429 11,418,580 33,374,239 44,307,033 30,570,468 42,449,500 145,762,536 157,851,779 31,542,919
- Banks 30,492,231 11,206,901 4,008,029 6,740,011 11,344,247 2,499,192 4,173,577 1,558,467 1,526,310 3,334,576
- Customers 76,819,449 18,896,528 7,410,551 26,634,228 32,962,786 28,071,276 38,275,923 144,204,069 156,325,469 28,208,343
Balance sheet liabilities 250,747,694 47,723,892 26,883,898 35,514,419 73,268,365 46,062,703 46,683,177 122,064,041 83,672,215 10,969,089
B.1 Deposits and current accounts 246,116,817 25,005,485 14,943,805 18,939,354 33,809,117 19,830,873 22,087,118 26,515,650 10,533,446 4,421,807
- Banks 22,360,380 13,233,832 7,751,217 4,359,560 7,258,900 2,397,940 3,035,644 7,456,624 5,389,296 259,212
- Customers 223,756,437 11,771,653 7,192,588 14,579,794 26,550,217 17,432,933 19,051,474 19,059,026 5,144,150 4,162,595
B.2 Debt securities 865,881 5,941,071 8,299,020 11,604,084 26,882,270 14,069,661 14,919,035 76,013,685 56,159,909 232,705
B.3 Other liabilities
Off-balance sheet "transactions"
C.1 Physically settled financial
derivatives
3,764,996 16,777,336 3,641,073 4,970,981 12,576,978 12,162,169 9,677,024 19,534,706 16,978,860 6,314,577
- Long positions 210,081 29,759,489 14,233,147 14,580,110 32,073,057 12,437,258 5,478,208 23,791,950 5,519,155 2
- Short positions
C.2 Cash settled financial
derivatives
209,983 32,319,392 12,206,275 14,541,348 34,338,471 8,967,166 5,662,425 24,830,775 6,369,364 1
- Long positions 26,055,163 1,957,701 4,105,916 8,218,355 154,070,358 536,093,045 148,684,313 150,069,514 76,315,092 566
- Short positions
C.3 Deposit to be received
25,605,069 1,978,832 5,536,774 11,354,045 354,469,843 59,858,749 144,821,601 137,923,812 104,849,943 566
- Long positions 767,624 1,202,896 - 198 1,149 51,064 1,337 212 - -
- Short positions
C.4 Irrevocable commitments to
disburse funds
896 1,433,678 22,538 144,203 290,133 109,892 22,929 212 - -
- Long positions 11,969,420 12,207,243 749,792 5,276,974 5,005,604 3,751,404 15,838,203 29,024,430 9,804,348 4,868,226
- Short positions 40,063,299 2,761,306 449,467 3,771,281 2,113,385 2,879,501 14,178,694 19,259,582 3,992,266 4,583,831
C.5 Written guarantees 2,636,825 23,902 79,420 96,180 206,635 335,655 509,259 1,425,560 448,069 3,163,232
448