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1 - 10 van 16 voor derivatives trading
ar2001.pdf
... out basic treasury functions and extended (interest and liquidity) risk management; trading desk,responsible for proprietary trading and product development; sales desk,managing client relationships and promoting sales. ... the revaluation of the book value of the fixed assets in local currency. derivatives derivatives are financial instruments embodied in contracts of which the value depends on one ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... rates prevailing at the end of the month in which the results are recognized. derivatives derivatives are financial instruments embodied in contracts of which the value depends on one or ... provisions for doubtful debts are recognized in value adjust- ments to receivables'. investment and trading portfolio the investment portfolio shown in the item interest-bearing securities'comprises all investments ...
garantibank.nl
ar1999.pdf
... the revaluation of the book value of the fixed assets in local currency. derivatives derivatives are financial instruments embodied in contracts of which the value depends on one ... arising from dealing in other financial instruments. this item comprises result trading portfolio securities result trading portfolio foreign currencies other results segmentation of income the total of interest income ...
garantibank.nl
20100608114036__risk2009.pdf
... net credit exposure of derivatives and repurchase transactions (eur 1,000) derivatives and repurchase transactions gross positive fair value collateral held net derivatives credit exposure repurchase transactions ... gbi has historically been conservative in its trading activities. the strategy is mainly focusing on client driven intraday trading with limited overnight exposures. asset and liability ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... trading activities by taking positions in debt, foreign exchange, other securities and commodities as well as in equivalent derivatives. the bank has historically been conservative while running the trading book. hence the main strategy is to be active in intraday trading and keep the overnight trading ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... in local currency. ugbi bank28 notes to the financial statements for the year 2000 derivatives derivatives are financial instruments embodied in contracts of which the value depends on one or ... from dealing in other financial instruments. this item comprises result trading portfolio securities (2,192) 5,678 result trading portfolio foreign currencies 2,215 1,827 other results segmentation of ...
garantibank.nl
ar2006.pdf
... gbi assumes market risk in both trading and non-trading activities by taking positions in debt,foreign exchange,other securities and commodities as well as in equivalent derivatives. gbi is using value-at-risk (var) methodology as a risk measure for the market risk on the trading book.var quantifies the maximum loss ...
garantibank.nl
ar2008.pdf
... trading activities by taking positions in debt,foreign exchange,other securities and commodities as well as in equivalent derivatives.the bank has historically been conservative while running the trading book.hence the main strategy is to be active in intraday trading and keep the overnight trading ...
garantibank.nl
ar2007.pdf
... gbi assumes market risk in both trading and non-trading activities by taking positions in debt,foreign exchange,other securities and commodities as well as in equivalent derivatives. gbi is using value-at-risk (var) methodology as a risk measure for the market risk on the trading book.var quantifies the maximum loss ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... book value of the fixed assets in local currency. derivatives derivativesarefinancialinstrumentsembodiedincontractsofwhich thevaluedependsononeormoreunderlyingassetsorindices. the derivatives are valued at fair value,i.e.market value as ... bearing securities included in the trading portfolio are stated at market value. internal transfers of investments between the trading portfolio and the investment ...
garantibank.nl
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