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1 - 10 van 10 voor basis data set
ar2001.pdf
... department controls trading positions against limits set by the alco on a daily basis.the exposures against these limits are reviewed by the alco on a weekly basis. 22 report of the executive ... be finalized in the course of 2002. in the last months of 2001, the infrastructure data communication department has realized enterprise communication systems, which handles all our telephone communication in ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... committee (alco). financial control and reporting division monitors trading positions on a daily basis against limits set by alco.the exposures against these limits are reviewed by the alco on ... been re-organized during 2002.the new organization consists of three departments infrastructure and data communication responsible for the design,implementation,up-grade and maintenance of the internal and ...
garantibank.nl
ar1999.pdf
... credit risks is enhanced by the availability of an on line credit system providing data on the utilisation of credits, industry risk concentrations, expiration of credits, etc. for larger ... manager, amongst others, monitors on a daily basis the bank's outstanding exposure with trading counterparts, the outstanding trading positions versus their set limits, etc. the risk manager also performs ...
garantibank.nl
20100608114036__risk2009.pdf
... of performance of the models. model accuracy, stability, granularity, use of overrides and the data quality are key performance indicators for model performance. model validation framework is managed by ... set by alco. interest rate risk is measured and monitored by using duration, repricing gap analysis, earning at risk and economic value sensitivity measures. standard stress tests form a basis ...
garantibank.nl
ar2008.pdf
... all areas of activity, we achieved our initial objectives set at the beginning of the year. our internationally experienced ... has reviewed the use of the models and the data quality. experts from dnb have reviewed the performanceofthemodels, ... to gain transaction results on a short-term basis. interest-bearing securities interest-bearing securities,including fixed- ...
garantibank.nl
ar2007.pdf
... 5.0 percent. particularly in the us and japan economic data started to weaken considerably and recession became a highly probable ... the treasury department in line with the policies and limits set by alco. gbi uses duration,gap and sensitivity analysis ... be used to gain transaction results on a short-term basis. interest-bearing securities interest-bearing securities,including fixed-income securities ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... gives banks the opportunity to reduce their economic capital and regulatory capital through efficient data management and reporting.basel ii also provides a unique opportunity for banks to ... liability committee (alco).financial control reporting department monitors trading positions on a daily basis against limits set by the alco.the exposures against these limits are reported to and reviewed ...
garantibank.nl
risk2008.pdf
... . model accuracy, stability, granularity, use of overrides and the data quality are key performance indicators for model performance. model ... models provide 5 grades, which are mapped to risk weights set by the regulator. 14 all rating methodologies within gbi ... reviewed by credit committee and supervisory board on a regular basis. rmd monitors concentration risk, quantifies its impact on the ...
garantibank.nl
20110623132908__risk2010v2.pdf
... committee semi-annually and follows up the key financial risks on a monthly basis as per the methodologies set within icaap. during 2010, all rating models have been validated by independent ... of performance of the models. model accuracy, stability, granularity, use of overrides and the data quality are key performance indicators for model performance. model validation framework is managed by ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... - annual report 2010 customer focus and process discipline produced a set of strong financial and operational results in 2010. capital adequacy ... integrity, prudence, reliability and coherency are deemed to be the basis of the long-term relationship with the customers. 2010 ... assisting with problems or disputes and providing up-to-date data and information about other banks and the financial sector. ...
garantibank.nl
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