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1 - 10 van 17 voor market developments
ar2001.pdf
... 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 rate mismatch and ... related to the economic developments in turkey.the accompanying financial statements reflect the bank's best assessment of the impact of these economic developments on the financial position ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... generic market segments of the trade finance universe with an integrated and holistic view. additionally, a non-commercial coordination desk has been created to measure and report developments ... the key to assessing acceptable levels of market risk. garantibank international n.v.has proved its ability to successfully anticipate and assess market developments.the foreign exchan- ge,interest rate ...
garantibank.nl
20100608114036__risk2009.pdf
... are immediately shared with dnb following the completion of the validation process and the developments are discussed annually within the scope of 15 regular supervisory review process. model validation ... var is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. 8.4. interest rate risk on the banking book ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... before, will be put under the magnifying glass. garantibankinternationaln.v.annualreport2009 12 business developments trade finance being a global boutique , gbi's trade finance division provides fast, ... is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) ...
garantibank.nl
ar2006.pdf
... sure that there was a sufficient buffer to encounter any adverse market conditions. the division continued to follow the developments in financial markets and implemented various new products with ... is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. the non-trading books primarily consist of commercial ...
garantibank.nl
ar2008.pdf
... is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) ... related to the economic developments in turkey and emerging markets. the accompanying financial statements reflect gbi's best assessment of the impact of these economic developments on the financial ...
garantibank.nl
ar2007.pdf
... market distortions of 2007,gbi further strengthened its reputable status, by its high liquidity and solid financial performance. fi played a key role in keeping its counterparts informed about the developments ... supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. the non-trading books primarily consist of ...
garantibank.nl
risk2008.pdf
... are immediately shared with dnb following the completion of the validation process and the developments are discussed annually within the scope of regular supervisory review process. model validation is ... var is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. 8.4. interest rate risk on the banking book ...
garantibank.nl
20110623132908__risk2010v2.pdf
... are immediately shared with dnb following the completion of the validation process and the developments are discussed annually within the scope of regular supervisory review process. model validation is ... var is supplemented by stress tests to determine the effects of potential extreme market developments on the value of market risk sensitive exposures. 8.4. interest rate risk on the banking book ( ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... vulnerable economic recovery. challenge 18 - annual report 2010 report of the managing board business developments trade finance owing to its diversified and rich product range, seamless execution and ... is supplemented by stress tests to determine the effects of potentially extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) ...
garantibank.nl
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