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1 - 4 van 4 voor shock analysis
binnenwerk ATbank.indd
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to alco. it distributes all on-balance ... buckets. the impact of the market rate changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch the bank uses interest rate swaps. 2. foreign ...
atbank.nl
ATbank compleet 2009.indd
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to the alco. it distributes all on ... buckets. the impact of the market rate changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch the bank uses interest rate swaps. 2. foreign ...
atbank.nl
ATB annual report 2010.pdf
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to the alco. it distributes all on ... buckets. the impact of the market rates changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch the bank uses interest rate swaps. 2. foreign ...
atbank.nl
Annual report 2011.pdf
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to the alco. it distributes all on ... rates changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch (up to 100 basis points shock) the bank uses interest rate swaps. 2. foreign currency ...
atbank.nl
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