|
1 - 7 van 7 voor measurement issues
20100608114036__risk2009.pdf
... level of own funds gbi applies foundation internal ratings based approach for credit risk, standardized measurement approach for market risk and basic indicator approach for the calculation of the minimum level ... specific asset class. model implementation starts once the model is approved by rmc. it related issues, data management, business line re-design and training of the user of the models are ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... of the supervisory board the audit and risk management committee (in which also compliance issues are discussed), the credit committee and the remuneration committee. audit and risk management committee ... from its lending activities. ratings are also integral parts of pricing and risk-based performance measurement processes. gbi makes use of internal economic capital models in order to assess the ...
garantibank.nl
ar2006.pdf
... purchases,and other primary originations are included. taking into account the efficiency and growth issues, various front office functions dealing with structured products are now centralized within the ... risk and the basic indicator approach for operational risk. gbi benefits from advanced risk measurement and management practices in its day-to-day activities. this provides the bank significant ...
garantibank.nl
ar2008.pdf
... 1993 supervisory board activities the supervisory board met seven times in 2008 to discuss issues such as monthly results, risk and control related topics, the expansion of the romanian ... approach in regulatory capital calculation starting from 1 january 2008.the bank uses the standardized measurement approach for market risk and the basic indicator approach for operational risk. concentration risk, ...
garantibank.nl
ar2007.pdf
... the same result as in 2007 despite the expected economic downward movement. credit issues are discussed in the respective amsterdam credit committee meetings (bank, corporate and private ... approach in regulatory capital calculation starting from 1 january 2008. the bank uses standardized measurement approach for market risk and basic indicator approach for operational risk. concentration risk, ...
garantibank.nl
risk2008.pdf
... level of own funds gbi applies foundation internal ratings based approach for credit risk, standardized measurement approach for market risk and basic indicator approach for calculation of the minimum level of ... asset class. 13 model implementation starts once the model is approved by rmc. it related issues, data management, business line re-design and training of the user of the models are ...
garantibank.nl
20110623132908__risk2010v2.pdf
... specific asset class. model implementation starts once the model is approved by rmc. it related issues, data management, business line re-design and training of the user of the models ... strategy mainly focuses on client driven intraday trading with limited overnight exposures. gbi uses standardized measurement approach for the calculation of required capital under pillar 1. alco bears the overall ...
garantibank.nl
| 