Bank of Ireland 2020 Debt Investor Presentation
Interest Rate Sensitivity
Bank of Ireland 2020 Debt Investor Presentation
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 above sensitivities are based on certain simplifying assumptions such as:
•
the assumption of a static balance sheet by size and composition;
Dec 19
Dec 20
(€m)
(Єm)
c.210
c.220
(c.250)
(c.220)
.
assets and liabilities whose pricing is mechanically linked to market / central bank rates are assumed to reprice
accordingly; and
the sensitivities should not be considered a forecast of future performance in these rate scenarios as they do not
capture potential management action in response to unexpected changes in the interest rate environment.
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