eTrade 2005 Annual Report Download - page 149

Impact of 10% adverse change
$
(195
)
$
(43
)
$
(22
)
$
(17
)
Impact of 20% adverse change
$
(195
)
$
(86
)
$
(44
)
$
(33
)
Actual credit losses to date
$
13,056
$
—
$
—
$
—
For the year ended December31, 2005
(2)
Actual interest payments received
$
—
$
1,080
$
642
$
—
(1)
Based on calculated discounted expected future cash flows, premised on weighted-average life, prepayment speed, discount rate and expected credit losses shown in this table.
(2)
No actual principal payments have been received to-date.
The sensitivities and estimates shown in the preceding table are hypothetical and should be used with the understanding that actual
future performance and results can vary significantly. As the sensitivity analysis table shows, changes in the fair value based on a
10% variation in assumptions generally cannot be extrapolated because the relationship of the change in assumption to the change in
fair value may not be linear. Also, in this
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2006. EDGAR Online, Inc.