Investment Banking & Treasury


FINAL REPORT ON GUIDELINES ON THE MANAGEMENT OF INTEREST RATE RISK ARISING FROM NON-TRADING ACTIVITIES 3 1. Executive Summary The European Banking Authority (EBA) has updated the CEBS guidelines on ‘Technical aspects of.

Eigene Positionen geht die Bank in der Regel nur ein, um Zinsrisiken aus anderen Positionen direkt oder allgemein abzusichern. English Interest rate risk on derivative instruments. If you want to copy vocabulary items to the vocabulary trainer, click on "Import" in the vocabulary list.

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Die Mischung eines inländischen Portfolios aus Obligationen Referenzwährung mit einem globalen Obligationen-Portfolio abgesichert gegenüber der Referenzwährung kann die Volatilität und das Ausfall-Risiko erheblich reduzieren..

Das Grundprinzip ergibt sich daraus, dass das Zinsrisiko von einer Laufzeit im inländischen Obligationenmarkt auf mehrere Laufzeiten globale Obligationen aufgeteilt werden kann.. The mix of a local bond portfolio reference currency with a global bond portfolio hedged to the reference currency delivers a significant reduction in both volatility and shortfall risk.. The rationale behind this, is to diversify the interest rate risk from one term structure local bond market to various term structures global bond market..

Low interest rate risk with a combination of different maturities. We are using the following form field to detect spammers. Please do leave them untouched. Otherwise your message will be regarded as spam.

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My search history My favourites. Javascript has been deactivated in your browser. Reactivation will enable you to use the vocabulary trainer and any other programs. Are you missing a word, phrase or translation? Submit a new entry. Compile a new entry. Auf allen Entscheidungsebenen des Investmentprozesses bestimmen Transparenz, Objektivität und Systematik unser Handeln im Portfoliomanagement.

At all decision levels of the investment process, our portfolio management activity is governed by a transparent, objective and systematic ap- proach. Eigene Positionen geht die Bank in der Regel nur ein, um Zinsrisiken aus anderen Positionen direkt oder allgemein abzusichern. As a general rule, the Bank only enters into its own positions in order to hedge interest rate risks from other positions directly or in general.

Zur Vermeidung von Zinsrisiken wurde ein Zinsswap mit identischer Laufzeit abgeschlossen. To avoid interest rate risk , Deutsche Bahn AG also completed an interest-rate swap with an identical maturity.

Kreditrisiken der Währungsreserven www. Credit risk of currency reserves www. Die vollständige Ausgabe ist in englischer Sprache erhältlich.

Zur Bewirtschaftung von Wechselkurs- und Zinsrisiken werden derivative Instrumente wie Zinsswaps, Zinsfutures, Devisentermingeschäfte und Devisenoptionen eingesetzt, zur Steuerung des Aktienanteils zusätzlich auch Futures auf Aktienindizes.

In addition, futures on equity indices are used to manage the equity investments. Interest rate risk on derivative instruments. Zinsrisiko aus nicht im Handelsbuch enthaltenen Positionen. Exposure to interest rate risk on positions not included in the trading book. Zinsrisiko bei nicht im Handelsbuch erfassten Geschäften. Interest risk arising from non-trading book activities.

Die Entdeckung einer neuen Risikokategorie? Das Zinsrisiko des Konzerns entsteht durch verzinsliche Forderungen und Verbindlichkeiten. Die Zinskurve und das Zinsrisiko sind bestimmend für die Zukunft der privaten Altersversorgung.

The interest rate term structure and the interest rate risk determine the future of private old-age provision. Based on IFRS 7, market risk comprises the components of currency risk, interest risk and other price risk. Zinsrisiko misst man mittels der Veränderung des Portfoliowertes, die durch eine Zinsveränderung entsteht.

This relationship is a direct consequence of the previous theorem: Zum Marktrisiko zählen die drei folgenden Risikotypen: Wechselkursrisiko, Zinsrisiko und sonstige Preisrisiken. Market risk comprises three types of risk: Darüber hinaus ist die Eigenmittelanforderung für das spezielle Zinsrisiko bei Verbriefungspositionen gesondert offenzulegen. In addition, the own funds requirement for specific interest rate risk of securitisation positions shall be disclosed separately.

The phenomenon of changing prices due to changing rates was referred to as interest rate risk see Chapter 2 Section G. Zinsrisiko und einem Inflationsrisiko, das von einer unabhängigen Geldpolitik mit schwankenden Wechselkursen festgelegt würde. Die Institute legen zum Zinsrisiko ihrer nicht im Handelsbuch enthaltenen Positionen folgende Informationen offen: Institutions shall disclose the following information on their exposure to interest rate risk on positions not included in the trading book: More context All My memories Ask Google.

English Interest rate risk. German Zinsrisiko der Derivate. English Interest rate risk on derivative instruments. German Zinsrisiko von Derivaten. German Zinsrisiko Ertragskurvenrisiko, Refixing-Risiko.