UOB Annual Report 2002 - United Overseas Bank

The Group – 2001
Non- Over 7 Over Over Over Total Effective
Interest Up to Days to 1 to 3 3 to 12 1 to 3 Over Interest Interest
Total Bearing 7 Days 1 Month Months Months Years 3 Years Bearing Rate
$’000 $’000 $’000 $’000 $’000 $’000 $’000 $’000 $’000 %
Liabilities
Current, fixed,
savings
accounts
and other
deposits of
non-bank
customers 74,451,684 6,749,568 23,058,979 19,585,026 11,491,515 13,029,302 375,723 161,571 67,702,116 1.93
Deposits and
balances of
banks and
agents, and
bills and
drafts
payable 18,218,984 125,177 5,810,760 4,374,135 5,163,894 2,745,018 – – 18,093,807 2.95
Debts issued 3,639,095 – – – 2,345,343 – – 1,293,752 3,639,095 4.46
Others 3,914,386 3,914,386 – – – – – – – –
Liabilities
attributable
to SPE 548,546
Total
liabilities 100,772,695
100,224,149 10,789,131 28,869,739 23,959,161 19,000,752 15,774,320 375,723 1,455,323 89,435,018 –
Shareholders’
funds and
minority
interests 13,115,399 13,115,399 – – – – – – – –
113,888,094
Net
on-balance
sheet
position (8,721,745) (2,571,866) 1,486,083 (5,641,603) 1,245,706 10,497,474 3,705,951 8,721,745 –
Net
off–balance
sheet
position – 202,472 381,312 351,082 (491,907) (339,452) (103,507) – –
Net interest
rate
sensitivity
gap (8,721,745) (2,369,394) 1,867,395 (5,290,521) 753,799 10,158,022 3,602,444 8,721,745 –
Actual repricing dates may differ from contractual dates because prepayments and contractual terms do not reflect the actual
behavioural patterns of assets and liabilities. Therefore, the Group manages its interest rate risk by applying dynamic simulation
modelling techniques on the above information, which is based on contractual terms.
UNITED OVERSEAS BANK 155