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1 - 3 van 3 voor receive interest
binnenwerk ATbank.indd
... 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 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 ...
atbank.nl
ATbank compleet 2009.indd
... 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) side and on the fixed side the remaining maturity (until repricing) on the floating side days and days on the fixed side. the interest ...
atbank.nl
ATB annual report 2010.pdf
... years between five and 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 ... 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 swap ...
atbank.nl
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