annual report - Hypo Real Estate Holding AG
annual report - Hypo Real Estate Holding AG
annual report - Hypo Real Estate Holding AG
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Risikoberichtbericht<br />
As can be seen from the graph below there were only 2 backtesting exceptions for the trading books in 2007 (28<br />
August and 21 December). Therefore, the number of observed exceptions did not exceed the number of 4 permissible<br />
exceptions in a 1 year time range.<br />
8<br />
6<br />
4<br />
2<br />
0<br />
-2<br />
-4<br />
-6<br />
-8<br />
Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec<br />
daily P&L VaR 1 day -VaR 1 day<br />
On balance sheet exposure to foreign exchange rate risk<br />
The Group is exposed to the effects of fluctuations in the prevailing foreign currency exchange rates on its<br />
financial position and cash flows. The table below summarises the Group’s exposure to foreign currency exchange<br />
rate risk at 31 December. Included in the table are the Group’s assets and liabilities at carrying amounts, categorised<br />
by currency.<br />
131
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