2011 Annual Report Financial Supplements - BDO

Parent Bank2011 2010ForeignForeignCurrency Peso Total Currency Peso TotalResources:Cash and other cash itemsand due from BSP P - P 149,094 P 149,094 P - P 156,378 P 156,378Due from other banks 22,741 36 22,777 20,396 37 20,433Trading and investmentsecurities:At FVTPL 1,864 544 2,408 3,203 1,144 4,347AFS securities 63,023 19,908 82,931 44,791 32,934 77,725HTM 73,092 12,650 85,742 79,168 16,401 95,569Loans and other receivables 123,685 530,172 653,857 131,914 416,704 548,618Other resources 2,002 316 2,318 2,194 692 2,886P 286,407 P 712,720 P 999,127 P 281,666 P 624,290 P 905,956Liabilities:Deposit liabilities P 200,000 P 638,748 P 838,748 P 209,524 P 553,110 P 762,634Bills payable 44,565 6,813 51,378 39,605 16,476 56,081Subordinated notes payable - 38,255 38,255 - 23,152 23,152Other liabilities 2,017 32,913 34,930 4,842 27,561 32,4034.02.02 Interest Rate RiskP 246,582 P 716,729 P 963,311 P 253,971 P 620,299 P 874,270BDO Unibank Group prepares gap analysis to measure the sensitivity of its resources,liabilities and off-book items to interest rate fluctuations. The focus of analysis is the impactof changes in interest rates on accrual or reported earnings. This analysis would givemanagement a glimpse of maturity and re-pricing profile of its interest sensitive resources andliabilities. An interest rate gap report is prepared by classifying all assets and liabilities intovarious time buckets according to contracted maturities or anticipated repricing dates, andother applicable behavioral assumptions. The difference in the amount of resources andliabilities maturing or being repriced in any time period category would then give BDOUnibank Group an indication of the extent to which it is exposed to the risk of potentialchanges in net interest income.www.bdo.com.ph 63