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1 - 5 van 5 voor floating rate
binnenwerk ATbank.indd
... market circumstances. the carrying amount of floating rate inter-bank placements, overnight deposits and ... rate swaps notional amount market value year 1 year 1- 5 year 5 year positive negative on weighted average the interest on the floating (receive) side and on the fixed side the remaining maturity (until repricing) on the floating side days and days on the fixed side. the interest rate ...
atbank.nl
ATbank compleet 2009.indd
... circumstances. the carrying amount of floating rate inter-bank placements, overnight deposits and ... rate swaps notional amount market value year total 1 year 1- 5 year 5 year positive negative on weighted average the interest on the floating (receive) side and on the fixed side the remaining maturity (until repricing) on the floating side days and days on the fixed side. the interest rate ...
atbank.nl
ATB annual report 2010.pdf
... into the risk profile of the borrower and other market circumstances. the carrying amount of floating rate inter-bank placements, overnight deposits and fixed deposits is deemed to be a good estimate ... interest on the floating (receive) side and on the fixed side the remaining maturity (until repricing) on the floating side days and days on the fixed side. the interest rate swap contracts are ...
atbank.nl
Annual report 2011.pdf
... offset foreign exchange risks related to specific asset and liability positions and interest rate swaps for hedging its interest rate risk. the bank only enters into derivative transactions to mitigate risk ... into the risk profile of the borrower and other market circumstances. the carrying amount of floating rate inter-bank placements, overnight deposits and fixed deposits is deemed to be a good ...
atbank.nl
untitled
... income or expense is recorded under interest. for managing the interest rate risks the bank uses interest rate swaps. the accrued interest receivable is presented under prepayments and accrued interest ... interest rate swaps to hedge the interest risk out of the credit portfolio. total 1 year 1 year interest rate swaps the interest on the floating (receiving) side of the interest rate swaps ...
atbank.nl
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