Derivatives - Hedge accounting, interest rate risk

Derivatives — Hedge accounting, interest rate risk

Interest rate risk in the banking book

There are three different types of interest rate risk (the fixed interest rate risk, the basis risk and the fixing risk).

Derivatives - Hedge accounting, interest rate risk

Derivatives - Hedge accounting, interest rate risk*

Derivatives - Hedge accounting, interest rate risk

Derivatives - Hedge accounting, interest rate risk

Derivatives - Hedge accounting, interest rate risk)*

Derivatives - Hedge accounting, interest rate risk

The entity designates the interest rate risk it is hedging.

For interest rate risk positions from

For interest rate risk positions from the following

Cash flow hedge interest rate risk

Fair value hedge of interest rate risk