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disclosures in indian banks
Essay specific features
Written by:
Jake F
Date added:
October 21, 2015
Level:
University
Grade:
A
No of pages / words:
5 / 1395
Was viewed:
4782 times
Rating of current essay:
Essay content:
in crore)
Sl.No Particular Currency
Derivatives
Interest rate
derivatives
(i) Derivatives (Notional Principal
Amount)
a) For hedging
b) For trading
(ii) Marked to Market Positions [1]
a) Asset (+)
b) Liability (-)
(iii) Credit Exposure [2]
(iv) Likely impact of one percentage
change in interest rate (100*PV01)
a) on hedging derivatives
b) on trading derivatives
(v) Maximum and Minimum of
100*PV01 observed during the year
a) on hedging
b) on trading
3...
displayed 300 characters
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in crore)
Sl.No Particular Currency
Derivatives
Interest rate
derivatives
(i) Derivatives (Notional Principal
Amount)
a) For hedging
b) For trading
(ii) Marked to Market Positions [1]
a) Asset (+)
b) Liability (-)
(iii) Credit Exposure [2]
(iv) Likely impact of one percentage
change in interest rate (100*PV01)
a) on hedging derivatives
b) on trading derivatives
(v) Maximum and Minimum of
100*PV01 observed during the year
a) on hedging
b) on trading
3...
displayed 300 characters
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