GENERAL MEETING DRAFT - Bankier.pl

449
>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
1.1 Time breakdown by contractual residual maturity of financial assets and liabilities - Currency: Euro (� '000)
Items/Maturities
On
demand
1to
7days
7to
15 days
15 days to
1month
1to
3months
3to
6months
6months
to 1 year
1to
5years
Over
5years
Unspecified
maturity
Balance sheet assets 97,914,103 27,207,532 11,891,503 26,933,576 40,518,674 32,466,853 46,614,639 167,070,773 169,892,591 42,429,942
A.1 Government securities 16,165 242,821 876,374 44,197 999,955 5,285,940 7,520,376 16,599,880 14,001,348 3,019
A.2 Other debt securities 228,479 64,702 617,131 1,432,177 3,169,888 2,471,684 3,724,009 25,126,980 24,757,106 7,868,766
A.3 Units in investment funds 127,019 30,115 - 62 - 62 125 1,387 126,186 4,218,790
A.4 Loans 97,542,440 26,869,894 10,397,998 25,457,140 36,348,831 24,709,167 35,370,129 125,342,526 131,007,951 30,339,367
- Banks 26,516,269 9,099,530 3,425,174 4,162,969 8,962,653 2,208,716 3,998,230 1,083,734 1,455,677 3,258,490
- Customers 71,026,171 17,770,364 6,972,824 21,294,171 27,386,178 22,500,451 31,371,899 124,258,792 129,552,274 27,080,877
Balance sheet liabilities 227,012,398 35,528,261 16,749,542 20,950,042 41,613,093 40,020,546 39,275,378 114,819,623 76,394,960 9,267,940
B.1 Deposits and current accounts 223,276,372 16,689,387 9,254,948 10,700,805 20,479,538 14,950,903 16,462,178 23,511,768 9,585,328 3,269,358
- Banks 19,739,637 9,151,766 4,995,780 1,465,199 4,900,279 2,106,782 2,812,257 6,967,679 4,877,387 233,371
- Customers 203,536,735 7,537,621 4,259,168 9,235,606 15,579,259 12,844,121 13,649,921 16,544,089 4,707,941 3,035,987
B.2 Debt securities 854,050 3,151,513 4,065,722 5,681,810 12,817,039 13,104,137 13,427,738 72,618,284 50,674,652 218,847
B.3 Other liabilities 2,881,976 15,687,361 3,428,872 4,567,427 8,316,516 11,965,506 9,385,462 18,689,571 16,134,980 5,779,735
Off-balance sheet "transactions"
C.1 Physically settled financial
derivatives
Amounts as at 12.31.2009
- Long positions 209,709 12,706,305 3,199,162 3,622,230 5,406,957 5,844,213 2,008,526 5,127,106 2,060,128 1
- Short positions 194,254 19,455,547 7,790,603 8,557,342 20,170,623 4,866,542 3,210,315 9,202,615 3,934,291 1
C.2 Cash settled financial
derivatives
- Long positions 24,802,964 822,416 2,810,160 5,682,618 150,179,622 533,233,570 144,693,988 143,319,207 73,202,950 538
- Short positions 24,439,132 844,545 4,316,521 8,847,770 350,706,796 57,168,539 141,265,013 132,628,029 102,766,687 28
C.3 Deposit to be received
- Long positions 389,459 1,069,837 - - - 49,010 - - - -
- Short positions 896 1,290,177 20,011 - 80,190 97,033 20,000 - - -
C.4 Irrevocable commitments to
disburse funds
- Long positions 9,079,026 12,196,964 674,746 4,830,841 3,581,656 2,561,520 10,369,992 24,568,083 8,662,306 4,423,090
- Short positions 34,371,520 2,751,056 392,971 3,525,759 1,653,122 1,948,637 8,819,268 15,776,949 3,139,259 4,141,229
C.5 Written guarantees 2,535,797 3,240 6,844 29,455 52,269 118,953 204,332 632,058 209,033 2,645,964
1.2 Time breakdown by contractual residual maturity of financial assets and liabilities - Currency: Dollars (� '000)
Items/Maturities
On
demand
1to
7days
7to
15 days
15 days to
1month
1to
3months
3to
6months
6months
to 1 year
1to
5years
Over
5years
Unspecified
maturity
Balance sheet assets 3,166,841 1,759,884 202,981 1,736,818 1,996,013 1,345,557 2,352,995 8,329,449 5,715,050 466,517
A.1 Government securities - - - 1 3,293 42 150,646 361,161 379,643 405
A.2 Other debt securities 209 - 86 27,420 54,233 57,233 160,580 534,353 1,091,690 18,487
A.3 Units in investment funds 78,091 - - - - - - 207,455 - 134,263
A.4 Loans 3,088,541 1,759,884 202,895 1,709,397 1,938,487 1,288,282 2,041,769 7,226,480 4,243,717 313,362
- Banks 2,018,166 1,182,708 32,847 284,276 369,172 168,162 133,934 249,421 13,563 38,495
- Customers 1,070,375 577,176 170,048 1,425,121 1,569,315 1,120,120 1,907,835 6,977,059 4,230,154 274,867
Balance sheet liabilities 5,742,846 6,141,575 6,113,497 8,219,178 19,940,059 2,676,243 2,379,840 2,759,250 3,533,838 428,865
B.1 Deposits and current accounts 5,407,525 3,462,768 2,400,782 3,210,651 4,495,342 1,839,927 1,810,720 1,612,312 660,797 414,122
- Banks 1,838,727 2,887,772 1,913,519 2,049,900 1,678,946 226,270 209,786 410,236 401,050 16,751
- Customers 3,568,798 574,996 487,263 1,160,751 2,816,396 1,613,657 1,600,934 1,202,076 259,747 397,371
B.2 Debt securities - 2,272,922 3,694,795 4,809,825 12,025,261 748,081 479,825 945,390 2,783,000 -
B.3 Other liabilities 335,321 405,885 17,920 198,702 3,419,456 88,235 89,295 201,548 90,041 14,743
Off-balance sheet "transactions"
C.1 Physically settled financial
derivatives
Amounts as at 12.31.2009
- Long positions 118 14,087,042 7,826,728 8,382,711 15,726,058 4,477,205 1,920,540 15,608,339 1,231,064 -
- Short positions 256 7,521,979 3,321,106 4,294,613 6,304,608 2,536,036 1,539,005 13,125,867 1,910,090 -
C.2 Cash settled financial
derivatives
- Long positions 495,634 124,448 509,226 742,416 1,771,711 411,207 1,279,788 1,864,774 1,145,873 27
- Short positions 419,912 124,571 452,336 720,489 1,726,314 301,421 880,686 882,063 354,286 524
C.3 Deposit to be received
- Long positions 328,128 124,055 - 175 1,149 2,054 1,337 212 - -
- Short positions - 123,867 51 143,328 173,925 12,859 2,868 212 - -
C.4 Irrevocable commitments to
disburse funds
- Long positions 177,936 6,894 22,048 50,371 99,687 316,163 723,554 1,622,058 463,199 252,194
- Short positions 1,365,272 6,894 3,498 497 11,328 69,595 636,103 1,197,819 176,325 252,194
C.5 Written guarantees 91,615 1,560 4,633 5,082 36,413 22,649 51,173 66,358 10,200 213,620