ING Bank Śląski | Annual Report 2014

ING BANK ŚLĄSKI

ING BANK ŚLĄSKIAnnual Report 2014

Financial results
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42. Offsetting financial instruments

The below disclosure concerns offsetting of financial assets and liabilities subject to enforceable master agreements. ISDA agreements (for derivative transactions) and GMRA (for securities repo and reverse repo transactions) are the main framework agreements concluded by the Group.

Margins additionally hedge derivative exposures; the Group deposits and receives them under the Credit Support Annex (CSA), an annex to the ISDA agreement.

Financial assets

end of 2014
  Gross amounts of recognised financial assets Net amounts of financial assets presented in the statement of financial position Related amounts not offset in the statement of financial position Net amount
Financial instruments Cash collateral received
- Derivatives, of which: 5,396.1 5,396.1 -3,091.3 -1,456.6 848.2
  - valuation of derivatives 2,412.3 2,412.3 -1,843.5 0.0 568.8
  - derivative hedge instruments 2,983.8 2,983.8 -1,247.8 0.0 1,736.0
  - derivatives collateral 0.0 0.0 0.0 -1,456.6 -1,456.6
Reverse sale and repurchase agreements, of which: 1,218.5 1,218.5 0.0 -1,204.9 13.6
  - transactioms classified to category of financial assets held for trading 447.0 447.0 0.0 -442.3 4.7
  - transactioms classified to category of loans and receivables 771.5 771.5 0.0 -762.6 8.9
          861.8

 

end of 2013
  Gross amounts of recognised financial assets Net amounts of financial assets presented in the statement of financial position Related amounts not offset in the statement of financial position Net amount
Financial instruments Cash collateral received
- Derivatives, of which: 2,523.6 2,523.6 -1,537.6 -515.3 470.7
  - valuation of derivatives 1,471.7 1,471.7 -1,073.7 0.0 398.0
  - derivative hedge instruments 1,051.9 1,051.9 -463.9 0.0 588.0
  - derivatives collateral - - - -515.3 -515.3
Reverse sale and repurchase agreements, of which: 1,447.6 1,447.6 -4.2 -1,429.0 14.4
  - transactioms classified to category of financial assets held for trading 675.1 675.1 -4.2 -667.4 3.5
  - transactioms classified to category of loans and receivables 772.5 772.5 0.0 -761.6 10.9
          485.1


​Financial liabilities

end of 2014
  Gross amounts of recognised financial liabilities Net amounts of financial liabilities presented in the statement of financial position Related amounts not offset in the statement of financial position Net amount
Financial instruments Cash collateral pledged
- Derivatives, of which: 4,554.4 4,554.4 -3,091.3 -928.0 535.1
  - valuation of derivatives 2,521.6 2,521.6 -1,843.5 0.0 678.1
  - derivative hedge instruments 2,032.8 2,032.8 -1,247.8 0.0 785.0
  - derivatives collateral 0.0 0.0 0.0 -928.0 -928.0
Sale and repurchase agreements, of which: 86.6 86.6 0.0 -85.6 1.0
  - transactioms classified to category of financial liabilities held for trading 56.9 56.9 0.0 -56.3 0.6
  - transactioms classified to category of liabilities due to other banks and customers 29.7 29.7 0.0 -29.3 0.4
          536.1

 

end of 2013
  Gross amounts of recognised financial liabilities Net amounts of financial liabilities presented in the statement of financial position Related amounts not offset in the statement of financial position Net amount
Financial instruments Cash collateral pledged
- Derivatives, of which: 2,607.8 2,607.8 -1,537.6 -726.0 344.2
  - valuation of derivatives 1,493.4 1,493.4 -1,073.7 0.0 419.7
  - derivative hedge instruments 1,114.4 1,114.4 -463.9 0.0 650.5
  - derivatives collateral - - - -726.0 -726.0
Sale and repurchase agreements, of which: 1,075.3 1,075.3 -4.2 -1,062.4 8.7
  - transactioms classified to category of financial liabilities held for trading 613.1 613.1 -4.2 -606.0 2.9
  - transactioms classified to category of liabilities due to other banks and customers 462.2 462.2 0.0 -456.4 5.8
          352.9

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