Mega Bank Annual Report 2017

99 Annual Report 2017 ::! Interest rate sensitivity analysis on assets and liabilities (US Dollars) December 31, 2017 UNIT Ǻ In US Thousand Dollars, % Item 1-90 days 91-180 days 181 days to 1 year Over 1 year Total Interest rate sensitive assets $ 17,850,457 $ 31,711,183 $ 648,644 $ 3,168,495 $ 53,378,779 Interest rate sensitive liabilities 16,820,234 23,251,840 3,048,251 672,080 43,792,405 Interest rate sensitive gap $ 1,030,223 $ 8,459,343 ( $ 2,399,607 ) $ 2,496,415 $ 9,586,374 Net worth $ 8,472,180 Ratio of interest rate sensitive assets to interest rate sensitive liabilities 121.89% Ratio of interest rate sensitivity gap to net worth 113.15% Interest rate sensitivity analysis on assets and liabilities (NT Dollars) December 31, 2016 UNIT Ǻ In NT Thousand Dollars, % Item 1-90 days 91-180 days 181 days to 1 year Over 1 year Total Interest rate sensitive assets $ 481,743,022 $ 853,830,915 $ 61,943,233 $ 65,793,060 $ 1,463,310,230 Interest rate sensitive liabilities 441,612,902 647,580,419 92,376,140 36,414,974 1,217,984,435 Interest rate sensitive gap $ 40,130,120 $ 206,250,496 ( $ 30,432,907 ) $ 29,378,086 $ 245,325,795 Net worth $ 248,401,446 Ratio of interest rate sensitive assets to interest rate sensitive liabilities 120.14% Ratio of interest rate sensitivity gap to net worth 98.76% 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, 2017 UNIT Ǻ In US Thousand Dollars, % 1-90 days 91-180 days 181 days to 1 year Over 1 year Total Interest rate sensitive assets $ 36,339,034 $ 1,048,181 $ 424,577 $ 341,939 $ 38,153,731 Interest rate sensitive liabilities 37,432,085 2,088,035 1,361,413 - 40,881,533 Interest rate sensitive gap ( $ 1,093,051 ) ( $ 1,039,854 ) ( $ 936,836 ) $ 341,939 ( $ 2,727,802 ) Net worth $ 534,498 Ratio of interest rate sensitive assets to interest rate sensitive liabilities 93.33% Ratio of interest rate sensitivity gap to net worth ( 510.35% ) Interest rate sensitivity analysis on assets and liabilities (US Dollars) December 31, 2016 UNIT Ǻ In US Thousand Dollars, % 1-90 days 91-180 days 181 days to 1 year Over 1 year Total Interest rate sensitive assets $ 31,753,246 $ 917,397 $ 448,358 $ 347,507 $ 33,466,508 Interest rate sensitive liabilities 32,214,405 1,506,710 1,201,384 - 34,922,499 Interest rate sensitive gap ( $ 461,159 ) ( $ 589,313 ) ( $ 753,026 ) $ 347,507 ( $ 1,455,991 ) Net worth $ 389,768 Ratio of interest rate sensitive assets to interest rate sensitive liabilities 95.83% Ratio of interest rate sensitivity gap to net worth ( 373.55% ) 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).