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Net income including the impact of a 1% shock is disclosed using a portfolio such as the banking or trading book. The present value difference between assets and liabilities for each maturity band is also displayed cumulatively. Then the effect of a 1% change in interest rates on the gap is calculated and disclosed in accordance with the interest days for the period grouping used.   The market data are imported for each posting date and are therefore up-to-date for the posting date in question.