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Annual Report 2015
-83-
Interest rate sensitivity analysis on assets and liabilities (NT Dollars)
December 31, 2015
UNIT
：
In US Thousand Dollars, %
1-90 days
91-180 days
181 days to 1 year
Over 1 year
Total
Interest rate sensitive assets $
15,697,725 $ 25,177,781 $
223,924 $
1,343,818 $
42,443,248
Interest rate sensitive
liabilities
14,430,011
18,742,449
2,676,896
1,358,691
37,208,047
Interest rate sensitive gap
$
1,267,714 $
6,435,332 ( $
2,452,972 ) ( $
14,873 ) $
5,235,201
Net worth
$
7,285,095
Ratio of interest rate sensitive assets to interest rate sensitive liabilities
114.07%
Ratio of interest rate sensitivity gap to net worth
71.86%
Interest rate sensitivity analysis on assets and liabilities (NT Dollars)
December 31, 2014
UNIT
：
In NT Thousand Dollars, %
1-90 days
91-180 days
181 days to 1 year
Over 1 year
Total
Interest rate sensitive assets $
517,544,862 $ 793,633,242 $
5,458,866 $ 21,875,492 $ 1,338,512,462
Interest rate sensitive
liabilities
531,933,123
577,848,161
40,867,077
41,273,642 1,191,922,003
Interest rate sensitive gap
( $
14,388,261 ) $ 215,785,081 ( $
35,408,211 ) ( $ 19,398,150 ) $
146,590,459
Net worth
$
201,084,879
Ratio of interest rate sensitive assets to interest rate sensitive liabilities
112.30%
Ratio of interest rate sensitivity gap to net worth
72.90%
Notes
：
1. The above amounts included only New Taiwan dollar amounts by the onshore branches of the Bank (i.e. excluding foreign
currency).
2. Interest rate sensitive assets and liabilities refer to the interest-earning assets and interest-bearing liabilities of which the income
or costs are affected by the fluctuations in interest rates.
3. Interest rate sensitivity gap = Interest rate sensitive assets – Interest rate sensitive liabilities
4. Ratio of interest rate sensitive assets to interest rate sensitive liabilities = Interest rate sensitive assets ÷ Interest rate sensitive
liabilities (referring to the current interest rate sensitive assets and liabilities denominated in New Taiwan dollars)
Interest rate sensitivity analysis on assets and liabilities (US Dollars)
December 31, 2015
UNIT
：
In US Thousand Dollars, %
1-90 days
91-180 days
181 days to 1 year
Over 1 year
Total
Interest rate sensitive assets $
32,285,909 $
1,802,050 $
393,155 $
366,323 $
34,847,437
Interest rate sensitive
liabilities
33,693,738
1,497,285
1,141,957
535,953
36,868,933
Interest rate sensitive gap
( $
1,407,829 ) $
304,765 ( $
748,802 ) ( $
169,630 ) ( $
2,021,496 )
Net worth
$
544,916
Ratio of interest rate sensitive assets to interest rate sensitive liabilities
94.52%
Ratio of interest rate sensitivity gap to net worth
-370.97%
Interest rate sensitivity analysis on assets and liabilities (US Dollars)
December 31, 2014
UNIT
：
In US Thousand Dollars, %
1-90 days
91-180 days
181 days to 1 year
Over 1 year
Total
Interest rate sensitive assets $
31,787,537 $
989,720 $
535,738 $
632,660 $
33,945,655
Interest rate sensitive
liabilities
32,523,628
1,140,004
1,000,605
502,402
35,166,639
Interest rate sensitive gap
( $
736,091 ) ( $
150,284 ) ( $
464,867 ) $
130,258 ( $
1,220,984 )
Net worth
$
626,391
Ratio of interest rate sensitive assets to interest rate sensitive liabilities
96.53%
Ratio of interest rate sensitivity gap to net worth
-194.92%
Note
：
1. The above amounts included only US dollars denominated assets and liabilities of head office, domestic and foreign branches,
and the OBU branch. Contingent assets and liabilities are excluded.
2. Interest rate sensitivity gap = Interest rate sensitive assets – Interest rate sensitive liabilities.
3. Ratio of interest rate sensitive assets to interest rate sensitive liabilities = Interest rate sensitive assets ÷ Interest rate sensitive
liabilities (referring to the current interest rate sensitive assets and liabilities denominated in US dollars).