Investor Presentaiton
Interest Rate Sensitivity
The table below shows the estimated sensitivity of the Group's income (before tax) to an instantaneous and sustained 1% parallel
movement in interest rates
Estimated sensitivity on Group income (1 year horizon)
100bps higher
100bps lower
The estimates are based on management assumptions primarily related to:
• The re-pricing of customer transactions;
Dec 16
(€m)
Dec 17
(€m)
c.140
c.170
(c.170)
(c.200)
. The relationship between key official interest rates set by Monetary Authorities and market determined interest rates; and
• The assumption of a static balance sheet by size and composition
In addition, changes in market interest rates could impact a range of other items including the valuation of the Group's IAS 19
defined benefit pension schemes
Bank of Ireland Group
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