Interest rate swap 

11 - 20 van 21 voor interest rate swap

Dummy Jaarrekening Ifrs
... kosten die voor financiele instrumenten- worden geamortiseerd op basis van de effectieve interest methode. de volgende activa en verplichtingen zijn gewaardeerd tegen reele waarde afgeleide ... uit de hypothekenportefeuille dan wel termijndepositoportefeuille te verlagen door het afsluiten van interest rate swap (irs) transacties die per saldo een tegengestelde rentegevoeligheid hebben. de reele ...
frieslandbank.nl

4899566_2
... convent 2007-i b.v.) de renterisico's afdekken door middel van 'interest rate hedges'. het was niet mogelijk voor deze 'interest ra- te swaps' aan te gaan met de respectievelijke 'special ... diverse hedge banken berekeningen ontvangen van de waarde van de respectievelijke swap posities. curatoren zullen over de waardering van de swap posities met de hedge banken nader in overleg treden. concept ...
dsbbank.nl

houthoff_LEGAL_A_8178057_1.DOC
... nibc in de tussen nibc monastery 2004, een van de securitisatie spv's, gesloten interest rate swap (een zogenaamde front swap) hebben overgenomen. de rating agencies hebben de rating van de door monastery ... cashflow zal opleveren. het renterisico dat de boedel door het overnemen van de front swap is aangegaan, hebben curatoren ingedekt door het aangaan van meerdere renteswaps. met de andere ...
dsbbank.nl  meer van deze site

Teb N.V. Kapak 2000
... economy and financial markets. fears of inflationary pressures led to interest rate increases by the federal reserve during the year, followed by rate cuts towards the year-end as a response, this time ... for hedging purposes. in order to determine the risks involved in the foreign currency and swap contracts, the 'marking to market' method is used. marking the contracts to market also includes ...
tebnv.nl

ar2001.pdf
... of the existing short termtrl paper for longer-term maturitytrl floating rate and fx paper.with the effect of the swap and new debt strategy,the composition of the debt stock started ... as at 31 december interest-bearing securities 56,940 11,394 included under this item are debt securities with a fixed interest rate or an interest rate dependent on the prevailing interest rate. the breakdown by issuer ...
garantibank.nl

Dia 1
... beginning of 2010 decline by 12 points decomposition equity 0 bonds + 3 liabilities + 15 interest rate down, life expectancy up note that this concerns funding of nominal entitlements only so ... issue wage linked bonds political risks risk to governance if government owns equity better swap risks? corporatist solution mandatory participation in pension funds may solve limited liability of human ...
cpb.nl

Microsoft Word - discussion164.doc
... insur- ance contract against the default risk of bank. the premium of a credit default swap 10 depends on the probability that the default risk materializes. the correlation between the ... rate is the key determinant of a financial crises. 17 defined as the difference of the real interest rate of a country and the world interest rate. the world interest rate is defined as the average interest rate ...
cpb.nl  meer van deze site

Report FM
... interest rate divergencefig 9 greek exit sharply higher greek interest rates germany greece money market interest rates - greek exit scenario (3-month swap, %) end year forecasts germany greece portugal ireland spain italy money market interest ...
ing.nl

AMBA 1644140 v14 ABN AMRO RD 2009 DOC
... potential exposures to various types of market risks, such as counterparty risk, interest rate risk, foreign exchange rate risk and commodity and equity price risk. such statements are subject to ... financial markets by taking measures such as increasing temporary reciprocal currency arrangement (or swap lines) by many billions of euros. despite these measures, investor confidence remains very low ...
snsbank.nl

Microsoft Word - final version1..doc
... third, if the british central bank had increased the interest rate before the speculation took over, speculators would have had a lower interest in going short, but the collapse came earlier than ... requirement and limited trading positions that are required to other investors. speculators enter a swap agreement with an investment bank, which can then trade unlimited numbers of the contracts ...
triodos.nl