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1 - 7 van 7 voor demand duration curve
20100608114036__risk2009.pdf
... interest rate risk is measured and monitored by using duration, repricing gap analysis, earning at risk and economic value ... applying both standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses ... subordinated liabilities shareholders equity dec. dec. this includes on demand retail funding which has a longer term characteristic. 8 ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... , reducing profitability and client loyalty. clients started to demand higher standards of service and advice coupled with ... curve twist scenarios. the outcomes of these analysesarediscussedatalcoandareusedeffectivelyin decision making processes for hedging and pricing. rmd is represented in alco and contributes to the marketriskmanagementprocessinaproactivemanner. the bank has a low duration ...
garantibank.nl
ar2008.pdf
... unavoidable government interventions to commerce and banking and low global demand will challenge all institutions in 2009 and will test ... by applying standard parallel yield curve shifts,historical simulation approach and user defined yield curve twist scenarios.the outcomes of ... the bank has a low duration structure both in assets and liabilities and has a very limited duration gap. the bank ...
garantibank.nl
ar2007.pdf
... causing concern. indeed increasing natural resource prices, following high demand and constrained supply conditions for several years, led ... market conditions. balance sheet mismatches were avoided and average duration of assets and liabilities remained matched.diversification in ... by applying both standard parallel yield curve shifts and user defined yield curve twist scenarios.the outcomes of these ...
garantibank.nl
risk2008.pdf
... applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. interest rate risk is measured and monitored by using macaulay duration, duration gap analysis, earning ... 5,199 5,199 subordinated liabilities shareholders equity dec. dec. this includes on demand retail funding which has a longer term characteristic. 8.6. other risks the ...
garantibank.nl
20110623132908__risk2010v2.pdf
... alco. interest rate risk is measured and monitored by using duration, re-pricing gap analysis, earning at risk and economic value ... measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are ... to their remaining maturity table 17 (eur 1,000) on demand provisions total assets cash 266,255 266,255 banks loans ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... economies, overhang of debt and anemic demand, emerging markets started to export inflation through ... standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. ... duration gap and limited sensitivity to interest rate shocks. 33 - annual report 2010 the bank has a low duration structure both in assets and liabilities and has a very limited duration ...
garantibank.nl
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