What changed 10-Q

Item 3. Quantitative and Qualitative Disclosures About Market Risk

2020-11-05 compared with 2020-08-06 · 1 added, 1 removed, 20 unchanged (9% of the section changed)

10 unchanged sentences

The Company continually reviews and refines the assumptions used in its interest rate risk modeling.

Presented below is the estimated impact on the Company’s NII and EVE position as of June 30, 2020, assuming parallel shifts in interest rates and a static balance sheet:

Presented below is the estimated impact on the Company’s NII and EVE position as of September 30, 2020, assuming parallel shifts in interest rates and a static balance sheet:

% Change from Base Case for Parallel Changes in Rates

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.