17 unchanged sentences
The table below provides an assessment of the risk to net interest income over the next 12 months in the event of a sudden and sustained 1% and 2% increase and decrease in prevailing interest rates (dollars in thousands).
−Removed: Interest Rate Sensitivity as of March 31, 2020 - Net Interest Income
+Added: Interest Rate Sensitivity as of June 30, 2020 - Net Interest Income
Net Interest Income
Changes in Rates
−Removed: The above table is a measurement of the Company’s net interest income at risk, assuming a static balance sheet as of March 31, 2020 and instantaneous parallel changes in interest rates.
+Added: The above table is a measurement of the Company’s net interest income at risk, assuming a static balance sheet as of June 30, 2020 and instantaneous parallel changes in interest rates.
The Company also monitors interest rate risk under other scenarios including a more gradual movement in market interest rates.
1 unchanged sentence
The table below provides an assessment of the risk to NPV in the event of a sudden and sustained 1% and 2% increase and decrease in prevailing interest rates (dollars in thousands).
−Removed: Interest Rate Sensitivity as of March 31, 2020 - Net Portfolio Value
+Added: Interest Rate Sensitivity as of June 30, 2020 - Net Portfolio Value
Net Portfolio Value
8 unchanged sentences
Compared sentence by sentence after normalising whitespace, quotation marks, case and digits, so re-formatting and restated figures do not read as changed language. Wording changes appear as one removal and one addition. The current filing and the prior one are authoritative.