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1 - 10 van 12 voor fixed effects model
ar2001.pdf
... analysis and internal ratings of the banks. the tiering model of the bank uses internal ratings to classify banks. ... applicable on trans- action date.the resulting exchange rate effects are accounted for as result on financial transactions'in ... transaction results. interest-bearing securities interest-bearing securities including fixed-income securities belonging to the investment portfolio are stated ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... clients.the financial institutions division applies a credit-scoring model by which the credit rating is based both on ... rate applicable on transaction date.the resulting exchange rate effects are accounted for as result on financial transactions'in ... -term basis. interest-bearing securities interest-bearing securities including fixed-income securities belonging to the investment portfolio are stated ...
garantibank.nl
ar1999.pdf
... and country exposure by using an advanced scoring model. this model also assigns ratings to countries and financial ... of investment activities investments in fixed assets participating interests investment portfolio desinvestments in fixed assets investment portfolio net ... applicable on transaction date. the resulting exchange rate effects are accounted for as result on financial transactions' ...
garantibank.nl
20100608114036__risk2009.pdf
... model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model ... financial instruments such as foreign exchange and fixed income. gbi has historically been conservative in its ... is supplemented by stress tests to determine the effects of potentially extreme market developments on the value ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... front offices. it consists of fx fx derivates and fixed income credit derivatives desks. a broad range of products ... personalized services. international branches romania in order to curb the effects of the global financial crisis on domestic economy in ... capital requirement for concentra- tion risk. the economic capital model quantifies concentration risk based on concentrations in single report ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... to pursue a stability- oriented monetary policy. turkey the effects of the three-year disinflation and stabilization program backed ... ment. initially, banks are analyzed based on a financial model and then qualitative analysis is applied to finalize ... transaction results. interest-bearing securities interest-bearing securities including fixed-income securities belonging to the investment portfolio are ...
garantibank.nl
ar2008.pdf
... through rating models and economic capital models,regulatory capital model on a monthly basis and reports to rmc. report ... rate applicable on transaction date.the resulting exchange rate effects are accounted for as result on financial transactions'in ... term basis. interest-bearing securities interest-bearing securities,including fixed-income securities belonging to the investment portfolio,are stated ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... institutions and corporate clients. a credit-scoring model is applied by which the credit rating ... on transaction date.the resulting exchange rate effects are accounted for as result on financial ... revaluation of the book value of the fixed assets in local currency. derivatives derivativesarefinancialinstrumentsembodiedincontractsofwhich thevaluedependsononeormoreunderlyingassetsorindices. ...
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 ... such as foreign exchange and fixed income. the bank has historically been ... by stress tests to determine the effects of potentially extreme market developments on ...
garantibank.nl
20110623132908__risk2010v2.pdf
... model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model ... financial instruments such as foreign exchange and fixed income. the bank has historically been conservative in ... is supplemented by stress tests to determine the effects of potential extreme market developments on the value ...
garantibank.nl
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