|
1 - 4 van 4 voor replacement rates
binnenwerk ATbank.indd
... expected cash flows are discounted based upon (a) the difference between initial funding rates versus the current market rates and (b) the change in the risk profile of the borrower and ... 1 year positive negative notional amounts are the principal amounts represented by the derivatives. positive replacement value represents the loss the bank could incur if all counterparties would be in default ...
atbank.nl
untitled
... currencies monetary assets and liabilities denominated in foreign currencies are converted at spot rates applicable at balance sheet date. exchange rate effects arising from the conversion of ... notional amount total replacement total 1 year value foreign exchange contracts the notional amounts are the principal amounts represented by the derivatives. positive replacement value represents the loss ...
atbank.nl
ATbank compleet 2009.indd
... expected cash flows are discounted based upon (a) the difference between initial funding rates versus the current market rates and (b) the change in the risk profile of the borrower and other ... at december 31st, 2009 notional amounts are the principal amounts represented by the derivatives. positive replacement value represents the loss the bank could incur if all counterparties would be in default ...
atbank.nl
ATB annual report 2010.pdf
... expected cash flows are discounted based upon (a) the difference between initial funding rates versus the current market rates and (b) the change into the risk profile of the borrower and ... ). foreign exchange contracts notional amounts are the principal amounts represented by the derivatives. positive replacement value represents the loss the bank could incur if all counterparties would be in ...
atbank.nl
| 