Model assumptions 

1 - 10 van 16 voor model assumptions

Microsoft Word - Final Report Chindia.doc
... foreign trade projections are closely related to the expected growth path of the economy, our assumptions are based on the growth trajectory of the two countries for the period ahead up ... gaining importance. china, on the other hand, remains too dependent on its export-led growth model. however, regarding the expected slowdown of the two economies, our projections diverge considerably from the ...
abnamro.nl

ISRII and HS60E - 2Q2008 Newsletter_dutch.xls
... inherent limitations. simulated results are achieved by the retroactive application of a backtested model itself designed with the benefit of hindsight. the backtesting of performance differs ... changed until desired or better performance results are achieved. alternative modeling techniques or assumptions might produce significantly different results and prove to be more appropriate. past ...
ing.nl

ISRII and HS60E - 2Q2008 Newsletter_dutch.xls
... inherent limitations. simulated results are achieved by the retroactive application of a backtested model itself designed with the benefit of hindsight. the backtesting of performance differs ... changed until desired or better performance results are achieved. alternative modeling techniques or assumptions might produce significantly different results and prove to be more appropriate. past ...
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Teb Nv
... basis of credit risk; (ii) appropriate validation of any internal credit risk assessment model; (iii) adoption and documentation of a sound credit loss methodology, which addresses credit ... spreads, implied volatility or implied correlation. non-tradable market parameters are derived from assumptions based on models or statistical analysis, such as correlations. components of fundamental indicators ...
tebnv.nl

binnenwerk ATbank.indd
... judgment is required in establishing the fair value. the following summarizes the major methods and assumptions used in estimating the fair values of loans and advances'. the estimated fair value of ... environment, the bank is indirectly exposed to the rouble. the bank operates under the standard model for credit risk under the basel ii framework. impairment; losses on loans and advances the ...
atbank.nl

ATbank compleet 2009.indd
... mitigate risk and applies cost price hedge accounting. in line with the cost price hedge model the derivatives are kept off-balance and ac- crued based upon the contractual terms of ... asset's original effective interest rate. such estimation is by its na- ture based on assumptions and actual results may differ, resulting in future changes. the current expected restructurings amount to ...
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ar2001.pdf
... ofgnpandlower theinflation to35percent by theendof2002.theinvestment communityregards thebudget to be based on over-optimistic assumptions,such as 4 percent gnp growth.it also carries the risk of missing key ... managers to finalize the credit analysis and internal ratings of the banks. the tiering model of the bank uses internal ratings to classify banks. the analyses, internalbankratingsand tiering ...
garantibank.nl

20100608114036__risk2009.pdf
... of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may arise ... current expectations and financial budget. the second scenario involves with more conservative assumptions in order to assess the future capital adequacy of gbi under stressed ...
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gamma simulation model ageing pensions and public finances pdf
... generation model 15 2.1 demography 16 2.2 aggregation 17 2.3 households 17 2.3.1 assumptions 18 ... and kotlikoff (1991)). as they make so few specific assumptions, they can be applied in a variety of circumstances. ... assumptions. the implied consumption-saving and labour supply behaviour is discussed in sub-section 2.3.2. sub-section 2.3.3 gives an graphical exposition of the workings of the model ...
cpb.nl

safe quarterly model dutch economy short term analyses pdf
... the yearly model jade.2 when safe was developed, the causal relationships between the economic variables as modelled in jade were used as assumptions as much as possible. since the first model version of safe, various equations of the model have been adapted. in many instances, this led ...
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