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1 - 3 van 3 voor risk aversion
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 ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... ensure measured risk taking, gbi has integrated risk management in its daily activities and strategic planning. the risk management department assists the bank with the formulation of its risk appetite, risk strategy ... . the sharp deterioration in the external growth and financing environment resulted in continued risk aversion in the region during 2011. if the crisis in europe escalates in 2012, ...
garantibank.nl
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