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1 - 8 van 8 voor long duration
20100608114036__risk2009.pdf
... policies and limits 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 ... addition, cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. gbi has a detailed contingency funding plan ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... contributes to the marketriskmanagementprocessinaproactivemanner. the bank has a low duration structure both in as- sets and liabilities and has a very limited duration gap. the bank's sensitivity to interest rate ... this, cash capital concept, which shows the excess of long-term funds over long-term assets, is used as a measure for long-term funding mismatch. the bank has a detailed contingency ...
garantibank.nl
ar2008.pdf
... line with the policies and limits set by alco. gbi uses duration,gap and sensitivity analyses for the quantification of interest rate risk ... manner. the bank has a low duration structure both in assets and liabilities and has a very limited duration gap. the bank's ... , which shows the excess of long-term funds over long-term assets,is used as a measure for long-term funding mismatch.the bank ...
garantibank.nl
ar2007.pdf
... its own expertise is limited. as a result of gbi's focus on building long-term coherent relationships with its clientele and adherence to its customer retention policy, the ... buffer to encounter any adverse market conditions. balance sheet mismatches were avoided and average duration of assets and liabilities remained matched.diversification in funding sources between different segments of ...
garantibank.nl
risk2008.pdf
... defined yield curve twist scenarios. interest rate risk is measured and monitored by using macaulay duration, duration gap analysis, earning at risk and economic value sensitivity measures. standard stress tests form ... , cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. the bank has a detailed contingency ...
garantibank.nl
20110623132908__risk2010v2.pdf
... policies and limits set by alco. interest rate risk is measured and monitored by using duration, re-pricing gap analysis, earning at risk and economic value sensitivity measures. standard regulatory stress ... , the cash capital concept, which shows the excess of long term funds over illiquid assets, is used as a measure for long-term funding mismatch. gbi has a detailed contingency funding plan ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... 25 - annual report 2010 financial institutions gbi financial institutions aims to build mutually beneficial long-term relationships with trusted partners. the main strategy of gbi's financial institutions division ... duration gap and limited sensitivity to interest rate shocks. 33 - annual report 2010 the bank has a low duration structure both in assets and liabilities and has a very limited duration ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... capital flight, financial instability and social unrest. ecb's unprecedented three year financing facility ltro (long term refinancing operations) which took place in late december was met with huge market ... central to the management of the bank's resources and its balance sheet risks. var, duration, gap and sensitivity analysis reports that are prepared regularly by risk management department are ...
garantibank.nl
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