Parallel Shift Analysis
At FHLB Des Moines, we know our stockholders are becoming more dynamic in their asset/liability management. We believe we can help with these efforts by providing you with Convertible, Convertible with a Strike and Mortgage Matched Advance valuations. These valuation tables may assist you in your asset/liability management.

The tables depict valuation estimates resulting from immediate parallel interest-rate movements of plus/minus 300 basis points in 100 basis point increments.
 

To identify your advance, select the appropriate tab at the bottom of the page for Convertible and Knockout advances or Mortgage Matched advances. Then, locate the appropriate settlement date and verify the advance rate. The report is sorted in ascending order by settlement date, followed by advance rate. Once the appropriate structure is located, read across to view the sensitivity analysis for that advance.

We hope you will find this information beneficial. The sensitivity analysis will be provided on a monthly basis and will be available around the 15th of the following month. If you have any questions, contact the Money Desk at 800.544.3452, ext. 1013 or the webmaster at ext. 1101.

 

Email Notification
Would you like to receive an email notification when the Parallel-Shift Sensitivity Analysis is posted each month? Please complete the information below.

Contact the webmaster, 800.544.3452, ext. 1101, with problems or to be removed from the notification list.

First Name
Last Name
Financial Institution
Member Number
Telephone Number
Email Address