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1 - 8 van 8 voor long term scenario
20100608114036__risk2009.pdf
... markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position ... addition, cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. gbi has a detailed contingency funding ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... shocks is limited. net change in economic value of equity under regulatory interest rate shock scenario is closely monitored and lies considerably below the regulatory threshold of 20 percent. this ... to this, cash capital concept, which shows the excess of long-term funds over long-term assets, is used as a measure for long-term funding mismatch. the bank has a detailed contingency funding plan in ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... standard poor's long term rating bb- b+ b+ fitch ibca investment rating bbb- bbb- bbb- fitch ibca short term rating f-2 ... and measure- ment methods such as interest gap analysis and scenario analysis. interest rate sensitivity tests are applied to estimate the ... equipment. the issue of shares and the borrowing and repayment of long-term funds are treated as financing activities. ugbi bank30 notes to ...
garantibank.nl
ar2008.pdf
... to this, cash capital concept, which shows the excess of long-term funds over long-term assets,is used as a measure for long-term funding mismatch.the bank has a detailed contingency funding plan in ... adequacy of the capital buffer after including all pillar 1 and pillar 2 risks.additional scenario analyses are also used within the scope of the capital planning process. the credit committee ...
garantibank.nl
ar2007.pdf
... scenario analysis. these analyses allow applyingshockswithdifferentmagnitudesontheliquiditypositionofthebank.scenariosaredrivenbasedonbank-specificandmarket- specific liquidity squeezes. in addition to this cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch.the bank has ...
garantibank.nl
risk2008.pdf
... markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position ... addition, cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. the bank has a detailed contingency ...
garantibank.nl
20110623132908__risk2010v2.pdf
... markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses apply shocks with different magnitudes on the liquidity position of gbi. ... , the cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. gbi has a detailed contingency funding plan ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... to build mutually beneficial long-term relationships with trusted partners. trust 25 - annual report 2010 financial institutions gbi financial institutions aims to build mutually beneficial long-term relationships with trusted ... . net change in economic value of equity under regulatory interest rate shock scenario is closely monitored and lies considerably below the regulatory threshold of 20 percent ...
garantibank.nl
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