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1 - 4 van 4 voor macro model
binnenwerk ATbank.indd
... indirectly exposed to the rouble. the bank operates under the standard model for credit risk under the basel ii framework. impairment; losses on ... instruments in the annual account and due to changes of the model of reporting it is not possible to produce com- parable ... the results of these stress tests. the bank also runs monthly macro-economic stress tests and calculates stress capital based on the ...
atbank.nl
ATbank compleet 2009.indd
... mitigate risk and applies cost price hedge accounting. in line with the cost price hedge model the derivatives are kept off-balance and ac- crued based upon the contractual terms of ... contingency plan based on the results of these stress tests. the bank also runs monthly macro-economic stress test and calculates stress capital based on the results of these tests under ...
atbank.nl
ATB annual report 2010.pdf
... the board of managing directors. for corporate clients, the bank uses an internal client rating model, validated by an external consultancy firm, to assess the probability of default of (potential) borrowers ... contingency plan based on the results of these stress tests. the bank also runs monthly macro-economic stress tests and calculates stress capital based on the results of these tests under ...
atbank.nl
Annual report 2011.pdf
... assess the probability of default for corporate clients, the bank uses an internal client rating model, validated by an external consultancy firm, to assess the probability of default of (potential) borrowers ... contingency plan based on the results of these stress tests. the bank also runs monthly macro-economic stress tests and calculates stress capital based on the results of these tests under ...
atbank.nl
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