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ATB annual report 2010.pdf
... banking book and its adequacy is evaluated on a monthly basis under a severe but plausible stress testing scenario. in september 2010, the bank submitted its fourth icaap report to the ... 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
... is evaluated on a regular basis under a severe but plausible stress testing scenario. as from 2011, in the context of ... the fair value. the following summarizes the major methods and assumptions used in estimating the fair values of loans and advances to ... a conservative liquidity buffer calculated on a daily basis on stringent assumptions of outflow of savings and deposits. in addition, the bank ...
atbank.nl
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