Recomendaciones ALM
|
|
| | ALM Suggestion
| | Number
|
|
|
| You have to increase(decrease) the duration of the assets by |
0,05% |
| You have to increase(decrease) the duration of the bucket a by |
0,05% |
| You have to increase(decrease) the duration of the bucket b by |
-0,56% |
| You have to increase(decrease) the duration of the bucket c by |
-1,73% |
| You have to increase(decrease) the duration of the bucket d by |
-0,37% |
| You have to increase(decrease) the duration of the bucket e by |
6,96% |
| You have to increase(decrease) the duration of the bucket f by |
-2,79 |
| Net Duration Position: You are short |
-0,90% |
| Net Convexity Position |
22,62 |
|
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Septiembre 2010
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