Risk aversion 

1 - 8 van 8 voor risk aversion

Teb Nv
... are not expected before 2010. although the rapid contraction increased the spreads, high-risk aversion prevents an increase in profit expectations. joint efforts by major economies are ... term placements to financial institutions are assessed daily by the risk management department. concentration risk concentration risk denotes the risk arising from an uneven distribution of counterparties in credit ...
tebnv.nl

ar2006.pdf
... led to risk aversion and sharp market sell-offs in may and june.volatility,which was at all time low levels and risk appetite ... countries in the emerging market asset class in 2006. as global risk aversion increased especially in the first half of the year,countries ... derivatives. gbi is using value-at-risk (var) methodology as a risk measure for the market risk on the trading book.var quantifies ...
garantibank.nl

ar2008.pdf
... on creating added value for gbi's clients by providing reliable portfolio and risk management guidance.risk aversion was the major theme throughout the year.gbi's absence from hedge ... other risks the bank has limited or no exposure to residual risk,pension risk,settlement risk,underwriting risk and securitization risk.these risks are monitored in regular audit activities and assessments within ...
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analysis individual accounts unemployment risk netherlands pdf
... when credit constraints are not that important for the unemployment risk, individual accounts are less interesting for unemployment, but then ... . in the second period individuals run the risk of becoming unemployed. the risk of unemployment consists of an exogenous shock ... with respect to unemployment benefits and on the extent of risk aversion. in the construction of the model we used the following ...
cpb.nl

intergenerational risk sharing pdf
... define risk aversion and the aversion to intertemporal substitution with respect to total consumption, i.e. consumption of goods and leisure. risk aversion and aversion to ... risk aversion (). from equation (3.20) it follows that a higher reward for risk taking increases the intergenerational payments and hence, raises the scope for intergenerational risk sharing. for higher degrees of risk aversion ...
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Investment Outlook mei Engels pdf
... are weaker now than they were some time ago. market environment page 2 equityexposureremainsroughlyneutral risk aversion in the equity markets has grown again since midmarch, partly cancelling out the rally ... are sufficiently higher versus government bonds to compensate for the higher risk. neutral exposure to equities since midmarch, the risk aversion in the equity markets has risen again due to the ...
abnamro.nl

Microsoft Word - 01 voorpagina - def.doc
... forecast downside to the forecast - sentiment towards the eurozone improves, resulting in risk appetite - chinese construction continues deterioration - significant chinese smelter cutbacks in output - ... the forecast downside to the forecast - recovery in construction (us, eu, china) - risk aversion need for liquidity increases - stronger-than-forecasted chinese economic performance - further ...
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TEB NV Management Board Report 2011.pdf
... operations 10 v. risk management 10 internal risk assessments 11 credit risk 11 internal risk rating 12 credit approval process 12 credit function 12 market risk 13 concentration risk 14 country risk 14 basel ... further liquidity in the markets that may partly shift to precious metals. a worldwide risk aversion may have a further negative effect on customer-related income while securities may gain ...
tebnv.nl