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1 - 10 van 16 voor asset liability management
20110527161500__GBI Annual Report 2010.pdf
... balance sheet risks effectively. gbi's treasury division has two business units; trading and asset liability management. owing to its highly technical and professional team, broad network of international counterparts ... a pivotal role in high quality asset creation through fixed income markets. the asset and liability management unit plays a key role in management of the bank's resources and its ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... profile. treasury carries out two responsibilities; asset liability management and trading. gbi's prudent approach in balance sheet risk management which involves adamant hedging of liquidity ... asset liability management is central to the management of the bank's resources and its balance sheet risks. var, duration, gap and sensitivity analysis reports that are prepared regularly by risk management ...
garantibank.nl
ar2001.pdf
... we propose that the members of the executive board be discharged from liability in respect of their management of the bank's activities in 2001 and the members of ... re-defined. the new organization comprises three desks asset and liability management desk,carrying out basic treasury functions and extended (interest and liquidity) risk management; trading desk,responsible for proprietary trading and ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... and integrity risk. the risk management committee (rmc) is the central platform that coordinates the risk management function of the bank.the risk management function is independent from the ... positions and results are reported by financial control reporting division and managed by the asset liability committee (alco). financial control and reporting division monitors trading positions on a daily ...
garantibank.nl
ar1999.pdf
... management ugbi bank maintains a comprehensive and effective risk management structure. risk management is seen as an ongoing process, and is delegated to the asset and liability committee (alco) and to the credit committee. management ... market risks deriving from foreign exchange trading activities, investment services and liability management are closely followed by the bank's assets and liabilty ...
garantibank.nl
20100608114036__risk2009.pdf
... audit and risk management committee of the supervisory board. other risk committees are established to manage major banking risks more specifically; the credit committee for credit risk, asset liability committee (alco ... needs, improving risk management practices, changes in the risk management structure, changes in business structure that might lead to a new business line or a new asset class, a ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... clients. it consists of two departments asset and liability management (alm) and trading. alm is responsible for day to day balance sheet risk management in line with the alco's directives ... sheet dynamics and risk parameters. in 2009, asset and liability management department maintained a prudent approach in liquidity and inte- rest mismatch risk management which proved to be highly beneficial for ...
garantibank.nl
ar2006.pdf
... management activities within the bank and reports directly to the supervisory board. other risk committees manage more specifically the key banking risks; the credit committee for credit risk, asset liability committee (alco) for market and liquidity risks and the legal committee for legal risk. in 2006, gbi established the risk management department (rmd) in ...
garantibank.nl
ar2008.pdf
... a high liquidity position, non-reliance to wholesale funding and a matched balance sheet asset-liability duration structure of the bank. funds entrusted remained to be the backbone of gbi ... and risk management committee of the supervisory board. other risk committees are established to manage more specifically the key banking risks; the credit committee for credit risk, the asset liability committee ...
garantibank.nl
ar2007.pdf
... management activities within the bank and reports directly to the supervisory board.other risk committees are established to manage more specifically the key banking risks; the credit committee for credit risk,asset liability committee (alco) for market and liquidity risks and legal committee for legal risk. risk management department (rmd) is an ...
garantibank.nl
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