Maturity date calendar, short-term wholesale funding
Market risk by group entity
Maturity date calendar, long-term wholesale funding
in millions of euros
20,000
17,500
15,000
3 - 6 months
5,000
..2/.50.0..>12 months
Investor relations
Rabobank attaches great importance to high-quality, transparent communication with
institutional investors and other financiers and providers of capital, and rating agencies.
The Investor Relations department is responsible for supplying and explaining all relevant
information requested by investors and so to contribute to raising the required funding for
Rabobank Group. On a global level, institutional investors and other funding and capital
providers are informed of financial developments at Rabobank Group. In addition, institutional
investors and providers of capital are informed of developments within Rabobank Group via
the corporate website. Activities in this area were stepped up over the past few years because
today, more than ever before, investors want to be certain that Rabobank continues to have a
low risk profile.
Market risk
EDTF recommendation 22 Market risk relates to changes in the value of the trading portfolio caused by movements in
market prices affecting interest rates, equities, credit spreads, currencies and commodities,
among other things. Market risk arises from the bank's trading activities, which are undertaken
for clients or the bank's own balance sheet management by Global Financial Markets and
Treasury Rabobank Group. Market risk in the trading environment is monitored daily within the
market risk framework. Structural market risks in the banking environment are monitored within
a separate risk framework, as described in the chapters on interest rate risks and currency risks.
In millions of euros
VaR
Global Financial Markets
3.5
Treasury Rabobank Group
0.9
Other
0.2
Diversification
-0.6
Total
3.9
in millions of euros
40,000
35,000
30,000
25,000
20,000
15,000
10,000
5,000
20 4 20 5 20 6 20 7 20
2020
2021
79 High level of creditworthiness: risk management
