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1 - 8 van 8 voor market outcomes
20100608114036__risk2009.pdf
... . the outcomes of the concentration risk model are supplemented by various stress tests. 8.3. market risk gbi is using value-at-risk (var) methodology as a risk measure for the market risk ... manner. the outcomes of these analyses are discussed at alco and used effectively in decision making processes for hedging and pricing. rmd provides reporting and contributes to the market risk management process ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... . it further prepares hedging and funding strategies based on the prevailing market conditions, forecasted market outlook, balance sheet dynamics and risk parameters. in 2009, asset and ... shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analysesarediscussedatalcoandareusedeffectivelyin decision making processes for hedging and pricing. rmd is ...
garantibank.nl
ar2008.pdf
... , audit status reports, internal and external audit reports as well as risk management related issues. outcomes of third party validation of gbi's risk models and icaap discussions with supervisory bodies ... .the outcomes of these analyses are discussed at alco and are used effectively in decision making processes for hedging and pricing. rmd is represented in alco and contributes to the market risk ...
garantibank.nl
ar2007.pdf
... of the bank's risk managementpoliciesandpracticeswithbaselprinciplesandthefinancialsupervisionact(fsa,wetophetfinancialtoezicht wft). market risk gbi assumes market risk in both trading and non-trading activities by ... outcomes of these analyses are discussed in alco and are used effectively in decision making processes for hedging and pricing.rmd is represented in alco and contributes to market ...
garantibank.nl
risk2008.pdf
... . the outcomes of the concentration risk model are supplemented by various stress tests. 8.3. market risk gbi uses value-at-risk (var) methodology as a risk measure for the market risk on ... manner. the outcomes of these analyses are discussed at alco and used effectively in decision making processes for hedging and pricing purposes. rmd provides reporting and contributes to the market risk management ...
garantibank.nl
20110623132908__risk2010v2.pdf
... rating, based on the country ceiling of the country of the counterparty. 18 6. market risk market risk is defined as the current or prospective threat to gbis earnings and capital ... namely single name concentration, country concentration and sector concentration, in a more conservative manner. the outcomes of the concentration risk model are supplemented by various stress tests. the bank fully ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... in a comprehensive manner. 32 - annual report 2010 report of the managing board market risk gbi assumes market risk in trading activities by taking positions in debt, foreign exchange, other securities and ... . the outcomes of these analyses are discussed at alco and are used effectively in decision making processes for hedging and pricing. rmd is represented in alco and contributes to the market risk ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... the outset of the year there is a huge number of uncertainties and possible outcomes ranging from very adverse to reasonably favourable. another major concern for the year ahead ... gbi stayed ahead of competition by quickly adapting to new market conditions. the bank's expertise in low risk niche market segments and focus on customer orientedtransactionbankingensured excellent performance in 2011. ...
garantibank.nl
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