Interest-Rate Risk (Value-at-risk) of the interest rate risk
| Date |
Value-at-Risk |
| February 2011 |
2.43 |
| March 2011 |
3.00 |
| April 2011 |
2.31 |
| May 2011 |
1.83 |
| June 2011 |
0.98 |
| July 2011 |
1.45 |
| August 2011 |
3.25 |
| September 2011 |
1.27 |
| October 2011 |
1.00 |
| November 2011 |
0.85 |
| December 2011 |
1.12 |
| January 2012 |
0.67 |
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: 01/31/2012
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