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1 - 6 van 6 voor generation models
ar2001.pdf
... treasury volumes, without increasing the treasury related risk profile of the bank. hard currency generation continues to be an objective while commission and spread earnings are central to the ... is the key element in assessing the acceptable level of market risk with mathematical models. has proved it can successfully anticipate and assess market developments.the foreign exchange, interest ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... to originate and distribute. stf in contrast, remained rather silent in terms of new business generation while the collateral positions in general became stronger. chart-3 puts light on our ... the internal rating of the customer. rmd monitors the portfolio credit risk through rating models and economic capital models, regulatory capital model on a monthly basis and reports to rmc. operational ...
garantibank.nl
ar2006.pdf
... losses, a reliable funding profile and its solid profitability. as of october 2006,the asset generation activities of fi relating to interbank trade finance have been transferred to thetrade finance ... ,gbi has been developing a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating the creditworthiness of the counterparties. ...
garantibank.nl
ar2008.pdf
... conditions.the long-term strategy of focusing on growth in commercial business ensured strong revenue generation throughout the year. owing to the very low level of market exposures, treasury revenues ... the internal rating of the customer. rmd monitors the portfolio credit risk through rating models and economic capital models,regulatory capital model on a monthly basis and reports to rmc. report ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... also in the global economy as a whole. the economic models of full employment and high consumption in the united states, ... increased from 13.78 percent to 16.03 percent. internal capital generation as a result of strong financial results has been the ... ongoing basis. rmd monitors market risk through regulatory and economic capital models and reports to alco and audit and risk management committee of ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... explain our assessment of the required capital levels that we derive using risk quantification models, stress tests and the qualitative analyses for the identification and assessment of risks that ... went up, owing to its proactive support to all commercial departments and new idea generation on main product categories of foreign exchange, foreign exchange derivatives, fixed income and credit ...
garantibank.nl
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