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1 - 4 van 4 voor model assumptions
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 ...
atbank.nl
ATB annual report 2010.pdf
... the board of managing directors. for corporate clients, the bank uses an internal client rating model, validated by an external consultancy firm, to assess the probability of default of (potential) ... maturity. the bank holds a conservative liquidity buffer calculated on a daily basis on stringent assumptions of outflow of savings and deposits. in addition, the bank runs stress scenarios on liquidity ...
atbank.nl
Annual report 2011.pdf
... 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 to customers'. the estimated ... assess the probability of default for corporate clients, the bank uses an internal client rating model, validated by an external consultancy firm, to assess the probability of default of (potential) ...
atbank.nl
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