interestrate to official Bankrate Basis points Absolute value of difference ... Secured overnight interestrates were also close to the official Bankrate ... overnight interestrate to official Bankrate (trade weighted) 18 May – 2 August 2006 20
Total average interestratespread (a) - (b) Average interestratespread in domestic ... interestrate on Deposits Total average interestratespread (a) - (b) Market value ... Total average interestrate on interest-earning assets (a) Average interestrate on Loans
Risk (1) Risk Type Interestrate risk Foreign exchange risk Equities risk Commodities risk Credit spread risk Diversification benefit Total general market risk Undiversified risk ASB Bank Bankwest Total (7. 6) (6. 9) (6. 5) (1) Average VaR is at 1 day ... Commonwealth Bank of Australia Appendices 6. Integrated Risk Management (continued) Market ... Annual Report. Value at Risk (VaR) The Group uses Value at Risk (Va
as to spread the cost of pensions over the employees’ working lifetimes with the Group ... borrowings to interestrate changes is as follows: 28 February 31 August 29 February ... RETIREMENT BENEFIT OBLIGATIONS The Group operates a variety of post-employment
Report 2008 59 Notes to the Group Accounts at 30 September 2008 Interestrate risk The Group borrows its debenture and bonds except for the A2N bonds at a fixed rate. Bank ... at, a floating rate. The Group’s objective is to manage exposure to changes in interestrates ... An analysis of minimum lease payments due under finance leases is set out in note 24. The Group’sbank borrowings, secured bonds and securitised bonds are repayable as follows: Syndicated and other bank borrowings Secured bank facility
of rates also tends to prevail when loans are grouped by size of bank as well ... AVERAGE INTERESTRATES ON MEMBER BANK BUSINESS LOANS, BY FEDERAL RESERVE DISTRICT ... loans were considered the spread in rates between the traditionally lowrate East
Deferred income tax assets (deductible temporary differences): Deficits on Group ... are as follows: Group €’000 €’000 32. Retirement Benefit Obligations Group The Group operates ... differences Deferred income tax liabilities (taxable temporary differences): Accelerated
adjustment to risk-free interestrates. MCEV sensitivities assume that the credit spread ... in global equity markets, a rise of 1% in global interestrates or a 0.5% increase in credit spreads is as follows: Equities down Interest 10% rates up 1% £bn £bn ... These sensitivities assume a full tax charge/credit on market value assumptions. The interestrate
adjustment to risk-free interestrates. MCEV sensitivities assume that the credit spread ... in global equity markets, a rise of 1% in global interestrates or a 0.5% increase in credit spreads is as follows: Equities down Interest 10% rates up 1% £bn £bn ... These sensitivities assume a full tax charge/credit on market value assumptions. The interestrate
differences between the fair value of the Group’s financial assets and liabilities and their carrying values in the financial information. The fair and book value of the Group’s ... $ (2005: $10, 600). Commodity price risk It is the Group’s policy not to undertake any commodity price hedging. The Group remains unhedged against these exposures. Credit risk The Group sells its gas-condensate product to Sumitomo Corporation of Japan. The Group ... is as follows: 31 December 31 December Financial assets: Cash at bank and in hand