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1 - 5 van 5 voor forward rate
binnenwerk ATbank.indd
... , strengthen our procedures, risk management and operations in order to prepare for the next leap forward if economic markets improve again. 8 9 report of the board of managing directors the ... forward contracts, for which the value is derived from one or more underlying assets, reference prices or indices. the bank applies these instru- ments to hedge the foreign currency risk. interest rate ...
atbank.nl
untitled
... 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 ... credit equivalent december 31, 2007 december 31, 2006 before weighted before weighted weighting weighting forward exchange contracts the unweighted credit equivalent equals the positive replacement value plus a ...
atbank.nl
ATbank compleet 2009.indd
... 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 ... credit and in- vestment activities are hedged by means of derivatives, such as swaps and forward contracts. the value of these derivatives is derived from one or more underlying assets, ...
atbank.nl
ATB annual report 2010.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 ... to credit and investment activities are hedged by means of derivatives, such as swaps and forward contracts. the value of these derivatives is derived from one or more underlying assets, ...
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 ... to credit and investment activities are hedged by means of derivatives, such as swaps and forward contracts. the value of these derivatives is derived from one or more underlying assets, ...
atbank.nl
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