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Citigroup (C)
SUMMARY
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C
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Key assumptions at December 31, 2005
This excerpt taken from the
C 10-K
filed Feb 24, 2006.
Key assumptions at December 31, 2005
Discount
Rate
Constant
Prepayment
Rate
Anticipated
Net Credit
Losses
Mortgages and other(1)
0.4% to 26.0%
8.5% to 43.0%
0.0% to 40.0%
Credit cards
12.0% to 17.3%
8.5% to 20.0%
5.1% to 6.0%
(1)
Other includes corporate debt securities, student loans and other assets.
December 31, 2005
Credit Cards
Mortgages and Other
In millions of dollars
Carrying value of retained interests
$
7,275
$
8,501
Discount rate
10%
$
(111
)
$
(124
)
20%
(179
)
(243
)
Constant prepayment rate
10%
$
(160
)
$
(281
)
20%
(301
)
(531
)
Anticipated net credit losses
10%
$
(422
)
$
(7
)
20%
(841
)
(14
)
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