|
1 - 10 van 16 voor capital market risks
ar2001.pdf
... taking report of the executive board risk management the main risks ensuing from the banking activities are credit risk, market risk, liquidity risk, operational risk, legal risk and integrity risk. ... capital and tier 1 capital with the total of risk-weighted assets and off-balance sheet items and the market risk associated with the trading portfolios.the minimum requirement for the total capital ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... treasury and invest- ment services division manages various risks and pursues its commercial goals. in thepursuit ofachievingitscommercialgoalsandmanagingrisks ... market equities,securities,metals,currencies,structured and derivative products such as options,in addition to turkish financial instruments.a qualified intermediary status to intermediate in us capital markets was also obtained.broad market ...
garantibank.nl
ar1999.pdf
... amsterdam. market risks deriving from foreign exchange trading activities, investment services and liability management are closely followed by the bank's assets and liabilty committee. market risks are ... entrusted accruals and deferred income subordinated liabilities paid-in and called-up capital share premium account other reserves shareholders' equity total liabilities and shareholders' equity ...
garantibank.nl
20100608114036__risk2009.pdf
... capital allocated for pillar 1 risks. the capital calculations under pillar 1 are referred as regulatory capital (rcap). gbi has dedicated assessment methodologies for credit, market and operational risks ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... of trade financing. hopes of global recovery are getting firmer whereas regional and market risks require continuing caution and discipline. with our crises-tested, resilient and rewarding global ... economic capital models in order to assess the adequacy of the regulatory capital for pillar 1 risks and to determine the additional capital requirement for concentra- tion risk. the economic capital ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... the sensitivity of net interest revenue to interest rate movements in the markets. market risk management market risk is the risk that fluctuations in foreign exchange rates, security prices or ... risks interest rate risks are monitored by means of gap reports on a weekly basis. exposures are managed and virtually closed through the use of forward rate agreements (fras). derivatives and capital ...
garantibank.nl
ar2006.pdf
... , particularly during the periods of adverse market movements. increased use of credit derivatives and other sophisticated instruments spread the market risks across various participants and helped diversification ... high valued customers. risk management risk management organization managing the risks and,consequently, the cost of capital is essential for stable and profitable growth. our risk ...
garantibank.nl
ar2008.pdf
... volumes in all product categories.foreign exchange volumes reached to usd 49.1 billion. capital market volumes were usd 31.6 billion. strong volumes and wider spreads helped the treasury ... gbi makes use of internal economic capital models in order to assess the adequacy of the regulatory capital for pillar 1 risks and to determine the additional capital requirement for concentration risk. the ...
garantibank.nl
ar2007.pdf
... exposure to sub-prime and asset-backed securities markets,gbi did not face any market and credit losses. market risks,in a volatile environment were managed with even more scrutiny. the division ... rmc.rmd is responsible for the quantification and monitoring of the market,credit and operational risks in terms of economic capital and regulatory capital in order to limit the impact of potential events ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... capital flight, financial instability and social unrest. ecb's unprecedented three year financing facility ltro (long term refinancing operations) which took place in late december was met with huge market ... with a view to adapt to changing market conditions and clients needs. aiming at capital protection and yield enhancement with very limited market risks, more straight-forward products were ...
garantibank.nl
| 