Interest-Rate Risk (Value-at-risk) of the interest rate risk
| Date |
Value-at-Risk |
| December 2011 |
1.12 |
| January 2012 |
0.67 |
| February 2012 |
1.03 |
| March 2012 |
1.44 |
| April 2012 |
1.63 |
| May 2012 |
2.57 |
| June 2012 |
3.12 |
| July 2012 |
3.07 |
| August 2012 |
2.67 |
| September 2012 |
3.37 |
| October 2012 |
2.17 |
| November 2012 |
1.25 |
Value-at-Risk: Average per month, in Mio. Euro. The maximum potential Loss based on a confidence Level of 99% and a holding period of 10 days.
Date: 11/30/2012
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