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Parallel Shift Analysis

FHLB Des Moines provides estimated valuations for specific Convertible, Convertible with a Strike and Mortgage Matched advances for members’ information and convenience only. The valuation estimates result from immediate parallel interest-rate movements of plus/minus 300 basis points in 100 basis point increments and are generated by models used for the Bank’s own asset/liability management purposes. The models use specific assumptions, for example, market volatility and discount curve adjusted for the Bank’s spread, to estimate the value of the advance. The valuations represent theoretical market prices only and should not be mistaken for a liquidation price on a Convertible, Convertible with a Strike or Mortgage Matched advance.

In providing these valuations to members, the Bank is not performing any advisory service. The valuations are provided without representation or warranty and the member is solely responsible for any decisions made or actions taken based on the valuations provided. It is recommended that members maintain independent capabilities to value their asset/liability positions, including Convertible, Convertible with a Strike and Mortgage Matched advances.

The estimated valuations are provided on a monthly basis and are typically available around the 21st of the following month.

Date File
October 2017 PDF | Excel
September 2017 PDF | Excel
August 2017 PDF | Excel
July 2017 PDF | Excel
June 2017 PDF | Excel
May 2017 PDF | Excel

 

Money Desk
Toll Free: 800.544.3452, ext. 1013
Local: 515.281.1013
Fax: 515.699.1250
Email: moneydesk@fhlbdm.com

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