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1 - 4 van 4 voor benchmark model
20100608114036__risk2009.pdf
... consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may arise ... 1. credit risk gbi has a dedicated economic capital (ecap) model for credit risk, which is used as a benchmark to assess the adequacy of regulatory capital allocated ...
garantibank.nl
risk2008.pdf
... model-life cycle framework and consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of model ... credit risk gbi has a dedicated economic capital (ecap) model for credit risk, which is used as a benchmark to assess the adequacy of regulatory capital allocated ...
garantibank.nl
20110623132908__risk2010v2.pdf
... consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may arise from ... - 8.1. credit risk gbi has a dedicated ecap model for credit risk, which is used as a benchmark to assess the adequacy of regulatory capital allocated for ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... demand momentum. nonetheless, the ecb went ahead with the rate hike cycle and raised its benchmark rates two times by 25 basis points each. half of the increase, however, was removed ... shifting environment, gbi continues to sustain its prudent financial performance, thanks to a proven business model and agile balance sheet structure. the bank has no exposure to peripheral european sovereigns, thus ...
garantibank.nl
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