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1 - 10 van 16 voor interest rate
ar2001.pdf
... 31 december interest-bearing securities 56,940 11,394 included under this item are debt securities with a fixed interest rate or an interest rate dependent on the prevailing interest rate. the breakdown by issuer is as follows issued by public bodies 48,584 11,394 issued by others this item covers interest ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... 31 december interest-bearing securities 250,684 56,940 included under this item are debt securities with a fixed interest rate or an interest rate dependent on the prevailing interest rate. the breakdown by issuer is as follows issued by public bodies 219,390 48,584 issued by others this item covers interest ...
garantibank.nl
ar1999.pdf
... other united garanti bank other fixed assets total interest-bearing securities included under this item are debt securities with a fixed interest rate issued by public bodies. the item can be ... sheet instruments. interest rate risks interest rate risks are monitored by means of gap reports on a weekly basis. exposures are managed and virtually closed through the use of forward rate agreements (fras). ...
garantibank.nl
20100608114036__risk2009.pdf
... interest rate risk on the banking book (irrbb) day-to-day interest rate risk management is carried out by the treasury department in line with the policies and limits set by alco. interest rate ... penalties. interest rate sensitivity analysis is also used for evaluating hedging strategies, internal limit setting and limit monitoring purposes, which enables gbi to manage the interest rate risk ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... extreme market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) interest rate risk is defined as the risk of loss in earnings or ... limited duration gap. the bank's sensitivity to interest rate shocks is limited. net change in economic value of equity under regulatory interest rate shock scenario is closely monitored and lies considerably ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... interest rate risk management ugbi bank utilizes various monitoring and measure- ment methods such as interest gap analysis and scenario analysis. interest rate sensitivity tests are applied to estimate the impact of market rate move- ments on net interest revenue. ...
garantibank.nl
ar2006.pdf
... interest-rate risks are managed by thetreasury division in line with the policies and limits set by alco. interest rate sensitivity and earnings at risk analyses are used for quantification and monitoring of the interest rate ...
garantibank.nl
ar2008.pdf
... market developments on the value of market risk sensitive exposures. interest rate risk on the banking book (irrbb) interest rate risk is defined as the risk of loss in earnings ... percent. the bank enters into fx swap, forward rate agreement, interest rate swap and cross currency interest rate swap transactions in order to hedge the interest rate mismatches. liquidity risk the main objective of ...
garantibank.nl
ar2007.pdf
... gdp.the key interest rate of romania stands at 8 percent while unemployment rate has gone as ... run structural interest mismatch positions. as a result of this policy, all structural interest rate risks are managed by the treasury department in line with the policies and limits set by alco. gbi uses duration,gap and sensitivity analysis for the quantification of interest rate ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... is the key to assessing acceptable levels of market risk.the foreign exchange,interest rate mismatch and security positions are reported by financial control reporting department and managed ... basis interest rate risk interest-rate risk is monitored by means of gap reports and earnings at risk analyses on a weekly basis. gbi enters into interest rate derivative contracts to adjust the interest ...
garantibank.nl
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