Page 121 - ACCESS ANNUAL REPORT 2019

NOTES (continued)
A a o nts are in tho sands o hana edis n ess otherwise stated Financia ris anage ent contin ed
i idit ris contin ed
ontract a at rit o financia iabi ities and assets contin ed
The Bank (continued) At Dece ber
ota amount
Less than 1 month to onths 1 month onths to 1 year
1-5 years
Non-derivatives liabilities
eposits from anks eposits from customers Borrowings
ther ia i ities
, , , , ,
111,236 602,947 1,075 6,317
520,340 1,242,591 117,642 8,751 15,412
478,530 197,980 8,700
, ,
, , , , ,
Non-derivative assets
ash and cash e uiva ents nvestment securities
oans and advances to customers
, , , ,
1,512,990 113,009
91,011 213,337
142,598 266,909
632,456 222,304
, ,
, , , , ,
ar et ris
he Group is exposed to mar et ris arisin rom chan es in mar et prices, such as interest rate, e uity prices, and orei n exchan e which can affect the Group’s income or the value o its holdin s o financial instruments. he o ective o mar et ris mana ement is to mana e and control mar et ris exposures within accepta le parameters, while optimisin the return on ris .
anage ent o ar et ris s
he Group separates its exposure to mar et ris etween tradin and non tradin port olios. radin port olios mainly are held y the reasury Group, and include positions arisin rom mar et ma in and proprietary position ta in , to ether with financial assets and lia ilities that are mana ed on a air value asis.
Overall authority or mar et ris is vested in the A CO. he Ris ana ement unit is responsi le or the development o detailed ris mana ement policies su ect to review and approval y A CO and or the day to day review o their implementation.
he Group monitors live interest and exchan e rates to acilitate tradin y the reasury department. his will help the Group to now what is happenin at any moment in time on the mar ets and where opportunities are present to ma e ains rom hi h interest rates. he Group does not em ar on hed in o its interest rate ris and orei n currency ris .
nterest rate ris
he principal ris to which the Ban is exposed is the ris o loss rom uctuations in the uture cash ows or air values o financial instruments ecause o a chan e in mar et interest rates. Interest rate ris is mana ed principally throu h monitorin interest rate aps and y havin pre approved limits or repricin ands. he A CO is the monitorin ody or compliance with these limits and is assisted y Ris ana ement in its day to day monitorin activities. A summary o the Group’s exposure to interest rate ris on non tradin port olios is as ollows
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