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21.08.2015 admin
The tables below show the positive and negative fair values of derivative financial instruments, together with the notional amounts analysed by the term to maturity.
Credit risk in respect of derivative financial instruments arises from the potential for a counterparty to default on its contractual obligations and is limited to the positive market value of instruments that are favourable to the Group. Most of the Group’s derivative trading activities relate to deals with customers which are normally offset by transactions with other counterparties. As part of its asset and liability management, the Bank uses derivatives for hedging purposes in order to reduce its exposure to credit and market risks. Forwards and futures contracts are contractual agreements to buy or sell a specified financial instrument at a specific price and date in the future.

Options are contractual agreements that convey the right, but not the obligation, for the purchaser either to buy or to sell a specific amount of a financial instrument at a fixed price, either at a fixed future date or at any time within a specified period. Swaps are contractual agreements between two parties to exchange movements in interest or foreign currency rates as well as the contracted upon amounts for currency swaps. A credit default swap (CDS) is a credit derivative between two counterparties, whereby they isolate the credit risk of at least one third party and trade it. The notional amount of credit default swaps represents the carrying value of certain time deposits held by the Group as of December 31, 2013 and 2012 (Note 35). The notional amount is the amount of a derivative’s underlying asset, reference rate or index and is the basis upon which changes in the value of derivatives are measured.

Also included under this heading are any derivatives entered into for risk management purposes which do not meet the IAS 39 hedge accounting criteria.
This is achieved by hedging specific financial instruments, portfolios of fixed rate financial instruments and forecast transaction, as well as strategic hedging against overall financial position exposures. The Bank also bought forward contracts to hedge its net investments in the Kingdom of Saudi Arabia and Qatar.

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