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1 - 4 van 4 voor default swap
binnenwerk ATbank.indd
... business. in addition credit risk represents all forms of counterparty exposure, namely where counter parties default on their obligations to the bank in relation to hedging, settlement and other financial ... the collecting of information. the bank also engages in foreign exchange and interest rate swap exposures purely for hedging purposes. these transactions expose the bank to a counterparty and ...
atbank.nl
untitled
... positions are consis- tently applied to the related off balance sheet instruments. the related swap costs are accrued for based upon the contractual terms of the contracts, maturing in ... industry concentration' and relates to the risk that sectoral industry factors drive the likelihood of default for a significant number of counterparties in the portfolio. sector concentration risk arises if ...
atbank.nl
ATbank compleet 2009.indd
... business. credit risk also represents all forms of counterparty exposure, namely where counter parties default on their obligations to the bank in relation to hedging, settlement and other financial ... , 2009 hedging the bank engages in derivative transactions as foreign exchange and interest rate swap only for hedging purposes. the bank has developed and implemented hedge strategies to reduce ...
atbank.nl
ATB annual report 2010.pdf
... internal client rating model, validated by an external consultancy firm, to assess the probability of default of (potential) borrowers. credit assessments provided by external credit assessment institutions are considered as part ... repricing) on the floating side days and days on the fixed side. the interest rate swap contracts are all otc-traded (over-the-counter). as at december 31st, 2010 (in euro ...
atbank.nl
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