Prospectus - Notowania

Bank Austria Subgroup
197
60,000,000
50,000,000
40,000,000
30,000,000
20,000,000
10,000,000
0
-10,000,000
-20,000,000
-30,000,000
-40,000,000
-50,000,000
-60,000,000
2008-07-01
2008-07-22
2008-08-12
2008-09-03
2008-09-24
2008-10-15
2008-11-05
2008-11-26
2008-12-18
>> Condensed Consolidated Financial Statements
Part E) – Information on risks and related risk management policies
2009-01-15
2009-02-05
2009-02-26
2009-03-19
2009-04-09
2009-05-04
P&L BA Group's VaR
During first nine months of 2009, there has been no overdraft in Bank Austria Subgroup Trading portfolio.
Sensitivity Analysis and Stress Testing
The Group conducts sensitivity analysis weekly to determine the effect on the income statement of changes in the value of
individual risk factors or several risk factors of the same type. The analysis covers CIB’s entire portfolio.
The following information covers sensitivity to interest rates, credit spreads, interest rates, share prices and commodity prices.
Interest-Rate Sensitivity
Sensitivity to changes in interest rates is determined using both parallel shifts of interest-rate curves, and changes in the
curve itself.
The curves are analyzed using parallel shifts of +1 basis point, ±10bps and ±100bps. For each 1bp shift, sensitivity is
calculated for a series of time-buckets.
Sensitivity for changes in the steepness of the rate curve is analyzed by clockwise turning (Turn CW ), i.e. an increase in
short-term rates and a simultaneous fall in long-term rates, and by counter-clockwise turning (Turn CCW ), whereby short-
term rates fall and long-term rates rise.
2009-05-26
2009-06-18
2009-07-09
2009-07-30
2009-08-20
2009-09-10