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1 - 10 van 17 voor market risk
ar2001.pdf
... board risk management the main risks ensuing from the banking activities are credit risk, market risk, liquidity risk, operational risk, legal risk and integrity risk. a major factor in risk management ... risk. the experience of the management is the key element in assessing the acceptable level of market risk with mathematical models. has proved it can successfully anticipate and assess market ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... risk,market risk,liquidity risk,operational risk (including it risk),legal risk and integrity risk. the risk management committee (rmc) is the central platform that coordinates the risk management function of the bank.the risk ...
garantibank.nl
20100608114036__risk2009.pdf
... requirement for market risk market risk amount (eur 1,000) foreign exchange risk 3,179 equity 810 trading book risk 281 total capital requirement 4,270 7. operational risk operational risk refers to the risk of ... 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 on the trading ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... risk that may hinder the reputation of the bank as per the risk appetite statement of the bank. report of the managing board garantibankinternationaln.v.annualreport2009 21 market risk gbi assumes market risk ... of potentially extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) interest rate risk is defined as the risk of loss in ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... . market risk management market risk is the risk that fluctuations in foreign exchange rates, security prices or interest rates could affect the financial position of the bank. market risk ... market, the risk calculations are subject to continuous refinement. the experience of manage- ment is key element in assessing the acceptable level of market risk besides mathematical measures. operational risk ...
garantibank.nl
ar2006.pdf
... involved in the day-to-day risk management activities via the rmc. market risk gbi assumes market risk in both trading and non ... risk starting from 1 january 2008 and will opt for the standardized approach for market risk and the basic indicator approach for operational risk. gbi benefits from advanced risk ... 35.2 market risk 45 35.2.a currency risk 45 35.2.b interest rate risk 46 35.3 liquidity risk 46 ...
garantibank.nl
ar2008.pdf
... positions. rmd monitors market risk through regulatory and economic capital models and reports to alco. gbi is using value-at-risk (var) methodology as a risk measure for the market risk on the ... effects of potentially extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) interest rate risk is defined as the risk of loss in ...
garantibank.nl
ar2007.pdf
... market practices and the needs of business lines.rmd also coordinates all the efforts for compliance of the bank's risk managementpoliciesandpracticeswithbaselprinciplesandthefinancialsupervisionact(fsa,wetophetfinancialtoezicht wft). market risk gbi assumes market risk ... approach for market risk and basic indicator approach for operational risk. concentration risk, interest rate risk and other ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... risk,market risk, liquidity risk, operational risk (including ict risk), legal risk and integrity risk.the purpose of the internal risk management and control system is to identify and measure the various types of risk ...
garantibank.nl
Gar.Jaarversl.2003
... department is one of the prominent market-makers in the trade-relatedturkish risk while constantly increasing its activity ... made the banking market much more attractive, from a risk point of view, but these changes made the market more competitive ... market risk 37 34.2a currency risk 37 34.2b interest rate risk 37 34.3 liquidity risk 38 34.4 operational risk 39 34.5 legal risk 39 34.6 integrity risk ...
garantibank.nl
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