KB prezent. angl - Komerční banka

CZK million On demand Up to 3 months 1 year to Over Maturity Total
to 7 days 3 months to 1 year 5 years 5 years undefined
On balance sheet net liquidity
gap at 31 December 2003 (227,257) 91,738 37,951 44,294 53,746 (472) 0
Off balance sheet assets * 14,564 32,930 57,541 19,855 5,179 25,605 155,674
Off balance sheet liabilities * 14,375 27,135 16,232 7,578 1,180 777 67,277
Off balance sheet net liquidity
gap at 31 December 2003 189 5,795 41,309 12,277 3,999 24,828 88,397
Total assets at 31 December 2002 90,681 120,062 33,015 66,443 59,710 76,071 445,982
Total liabilities at 31 December 2002 276,599 52,982 25,484 31,038 9,385 50,494 445,982
On balance sheet net liquidity
gap at 31 December 2002 (185,918) 67,080 7,531 35,405 50,325 25,577 0
Off balance sheet net liquidity
gap at 31 December 2002 144 9,617 33,627 19,024 11,595 22,487 96,494
Note: * Off balance sheet assets and liabilities include amounts receivable and payable arising from FX spot, forward and option contracts and
receivables and payables under guarantees, letters of credit and committed facilities.
(F) Aggregate assets and liabilities in foreign currencies
CZK million 2003 2002 2001
Assets
CZK 414,880 385,157 338,732
Foreign currency 36,517 60,825 90,927
Total assets 451,397 445,982 429,659
Liabilities
CZK 409,240 394,218 366,450
Foreign currency 42,157 51,764 63,209
Total liabilities 451,397 445,982 429,659
Off balance sheet assets
CZK 418,508 438,200 394,298
Foreign currency 85,914 92,713 84,694
Total off balance sheet assets 504,422 530,913 478,992
Off balance sheet liabilities
CZK 745,989 753,294 720,535
Foreign currency 85,758 106,625 118,067
Total off balance sheet liabilities 831,747 859,919 838,602
(G) Operational risk
The Bank does not presently monitor and manage operational risk centrally. Operational risk is monitored at the level of organisational
units. Pursuant to the anticipated introduction of a capital requirement in respect of operational risk, the Bank has been centrally
monitoring and reporting significant events of operational risk to its parent company since mid-2003. Management of the Bank are
currently not considering putting other tools in place for measuring and managing operational risk.
(H) Legal risk
The Bank regularly monitors and evaluates legal disputes filed against it. The Bank categorises the estimated risk of loss in the
disputes into three categories: low risk (below 50 percent), medium risk and high risk. In order to cover all contingent liabilities arising
from legal disputes, the Bank establishes a reserve equal to the claimed amount in respect of all litigation, where it is named as
a defendant and the likelihood of loss has been estimated to exceed 50 percent. The Bank also manages its legal risk through the
assessment of legal risks involved in the contracts to which the Bank is a party.