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81
Annual Report 2015
-81-
J.
The Bank and its subsidiaries’ foreign exchange risk gaps
UNIT
：
In NT Thousand Dollars
December 31, 2015
USD
AUD
RMB
EUR
JPY
Assets
Cash and cash equivalents
$
104,413,297 $
407,787 $
21,972,350 $
2,011,151 $
2,261,350
Due from the Central Bank and call
loans to banks
395,731,182
466,070
12,389,212
2,730,334
21,399,477
Financial assets at fair value through
profit or loss
37,810,831
2,306,919
775
1,139,603
1,009
Receivables
48,740,032
4,108,989
60,892,420
1,811,053
1,888,390
Bills discounted and loans
557,267,013
37,097,367
10,107,113
22,762,021
33,028,533
Available-for-sale financial assets
46,975,580
43,187,174
29,846,677
5,245,284
-
Held-to-maturity financial assets
17,282,670
1,594,793
3,761,025
306,452
546,288
Other assets
15,271,540
9,617,567
14,311,855 (
3,911,396 )
1,276,504
Total assets
1,223,492,145
98,786,666
153,281,427
32,094,502
60,401,551
Liabilities
Due to the Central Bank and
commercial bank
358,371,553
4,264,077
13,516,750
2,260,385
24,084,825
Borrowed funds
45,459,094
-
-
-
-
Financial liabilities at fair value
through profit or loss
20,614,005
27,140
242
1,851
1,063
Bills and bonds sold under repurchased
agreements
-
-
-
-
-
Payables
16,264,816
163,361
1,106,099
427,713
1,644,420
Current tax liabilities
211,316
42,631
29,845
23,170
145,049
Deposits and remittances
807,812,448
32,311,316
104,223,969
26,485,856
24,790,121
Other liabilities
8,515,625
1,123,716
2,150,030
649,687
416,604
Total liabilities
1,257,248,857
37,932,241
121,026,935
29,848,662
51,082,082
On-balance sheet foreign exchange gap ( $
33,756,712 ) $ 60,854,425 $
32,254,492 $
2,245,840 $
9,319,469
Off-balance sheet commitments
$
68,973,213 $
1,342,322 $
2,168,428 $
12,234,400 $
4,027,884
NTD exchange rate
32.8880
23.9754
4.9959
35.9236
0.2730
December 31, 2014
USD
AUD
RMB
EUR
JPY
Assets
Cash and cash equivalents
$
58,441,549 $
375,309 $
89,048,766 $
1,449,118 $
1,870,644
Due from the Central Bank and call
loans to banks
346,223,194
1,027,678
34,262,391
1,982,565
3,631,369
Financial assets at fair value through
profit or loss
32,373,119
1,323,484
4,661
1,715,207
3,610
Receivables
84,777,301
2,231,788
59,687,634
595,411
3,081,715
Bills discounted and loans
546,696,873
46,927,560
5,694,348
19,242,791
40,227,337
Available-for-sale financial assets
26,716,647
36,275,680
18,384,974
4,855,744
-
Held-to-maturity financial assets
9,312,755
1,465,776
3,156,426
425,632
531,705
Other assets
1,274,174
102,162
437,861
82,840
108,094
Total assets
1,105,815,612
89,729,437
210,677,061
30,349,308
49,454,474
Liabilities
Due to the Central Bank and
commercial bank
392,872,367
4,534,188
11,862,026
1,684,064
24,520,992
Borrowed funds
48,563,838
-
-
2,877,423
-
Financial liabilities at fair value
through profit or loss
21,606,886
59,393
3,986
3,527
4,351
Bills and bonds sold under repurchased
agreements
21,105,519
28,339,158
-
-
-
Payables
14,741,621
240,373
1,279,509
399,966
2,477,353
Current tax liabilities
158,589
56,062
51,745
18,164
122,796
Deposits and remittances
648,450,196
30,674,475
132,848,533
24,806,957
22,560,338
Other liabilities
5,179,089
1,930,765
3,575,710
503,585
887,260
Total liabilities
1,152,678,105
65,834,414
149,621,509
30,293,686
50,573,090
On-balance sheet foreign exchange gap ( $
46,862,493 ) $ 23,895,023 $
61,055,552 $
55,622 ( $
1,118,616 )
Off-balance sheet commitments
$
79,432,760 $
1,107,562 $
1,937,304 $
12,917,889 $
6,034,443
NTD exchange rate
31.6630
26.0017
5.0971
38.5244
0.2654