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1 - 10 van 10 voor different scenarios
20100609140407 GBI AnnualReport2009 pdf
... curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analysesarediscussedatalcoandareusedeffectivelyin decision making processes for hedging and pricing ... stress tests designed based on different scenarios. these analyses allow applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on ...
garantibank.nl
ar2008.pdf
... in the interbank market throughout the year. while diversification in funding sources between different segments of wholesale and retail markets continued, the share of funds entrusted increased. ... by stress tests designed based on different scenarios. these analyses allow applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analyses are discussed at alco and are used effectively in ... tests designed based on different scenarios. these analyses allow the bank to assess the impacts of shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... withdrawal of client savings accounts,which are payable on demand. liquidity gap analyses for different cash flow scenarios are reported by financial control reporting to the alco on a bi-weekly basis ... of the organization,and all the systems including the main banking application,office automation and different third-party applications used by the business units ranging from retail banking to human ...
garantibank.nl
20100608114036__risk2009.pdf
... balance of risks and exposures. the risk assessment approaches for different types of counterparties within above subdivisions are different and adjusted to the specific properties of each subdivision ... by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position of gbi. scenarios are driven based on bank-specific and market specific liquidity ...
garantibank.nl
ar2006.pdf
... tobebeneficialfor thebank'soverallperformancein2006. in liquidity risk management, diversification in funding sources between different segments of wholesale and retail market continued,with a particular emphasis on funds ... types, fund providers, geographic markets and currencies. liquidity gap analyses for different cash flow scenarios are reported to alco on a monthly basis. alco reviews and ...
garantibank.nl
ar2007.pdf
... and average duration of assets and liabilities remained matched.diversification in funding sources between different segments of wholesale and retail market continued, with a particular weight in funds entrusted. ... by applying both standard parallel yield curve shifts and user defined yield curve twist scenarios.the outcomes of these analyses are discussed in alco and are used effectively in ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... extended the coverage network of its correspondent banks through the addition of new partners in different regions of the world.clear results are reflections of our achievements in 2005 we generated ... on demand,but in practice have a longer term characteristic. liquidity gap analyses for different cash flow scenarios are reported by financial control reporting to the alco on a monthly basis. the ...
garantibank.nl
risk2008.pdf
... balance of risks and exposures. the risk assessment approaches for different types of counterparties within above subdivisions are different and adjusted to the specific features of each subdivision type ... by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and market-specific ...
garantibank.nl
20110623132908__risk2010v2.pdf
... of risks and exposures. the risk assessment approaches for different types of counterparties within above mentioned subdivisions are different and adjusted to the specific properties of each subdivision ... is supplemented by scenario analysis. these analyses apply shocks with different magnitudes on the liquidity position of gbi. scenarios are set based on bank-specific and market specific liquidity ...
garantibank.nl
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