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1 - 5 van 5 voor market interest
binnenwerk ATbank.indd
... - - non-interest bearing 1.4 0.6 total -11.2 0.6 interest risk the bank uses interest rate swaps to hedge interest risk out of the credit portfolio. interest rate swaps notional amount market value year 1 year 1- 5 year 5 year positive negative on weighted average the interest ...
atbank.nl
untitled
... interest or significant influence are valued based on the net asset method. participating interests in which the bank does not have a con- trolling interest or significant influence are valued at market value. value differences resulting from changes in market value are recorded to a revaluation reserve. ...
atbank.nl
ATbank compleet 2009.indd
... interest risk out of the credit portfolio. (in euro) 37 consolidated off-balance sheet commitments and contingent liabilities as at december 31st. 2009 (in euro) interest 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) ...
atbank.nl
ATB annual report 2010.pdf
... interest rate mismatch the maturity mismatches between assets and liabilities are managed through the gap report, which quantifies the risks in interest rate reset buckets. the impact of the market ... ten years non-interest bearing total interest risk the bank uses interest rate swaps to hedge interest risk out of the credit portfolio. interest rate swaps notional amount market value negative year ...
atbank.nl
Annual report 2011.pdf
... value of the interest-bearing securities in the investment portfolio is based on the market prices as at december 31st, 2011. the fair value of derivatives is based on observable market data. ... 1. interest rate mismatch the maturity mismatches between assets and liabilities are managed through the gap report, which quantifies the risks in interest rate reset buckets. the impact of the market rates ...
atbank.nl
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