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1 - 10 van 11 voor market analysis limited
ar2001.pdf
... have established a new department called project management and information analysis (pm ia),headed by mr.murat bayburtluoglu (executive director) ... will continue to operate with very low value at risk,limited proprietary trading,constant risk monitoring and high liquidity. 21 ... portfolio are stated at market value.transfers of investments between portfolios are made at market value.profits or losses on ...
garantibank.nl
ar1999.pdf
... is achievable. salary increases in the public sector will be limited to 15% and the increase of administered prices will be ... netherlands, focussed on the german retail market. in the beginning of 2000, the german savings market will be entered and also a ... replacement value during the remaining term of the contract. the analysis below shows the resulting credit equivalent, both unweighted and weighed ...
garantibank.nl
20100608114036__risk2009.pdf
... customers, which depends on the transaction type and purpose, including but not limited to cash margins, physical commodities, receivables, cash flows, guarantees, accounts and physical ... analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position of gbi. scenarios are driven based on bank-specific and market ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... and sensitivity analysis reports to assess the bank's interest rate, liquidity and foreign exchange risks. it further prepares hedging and funding strategies based on the prevailing market conditions, forecasted market outlook, ... in as- sets and liabilities and has a very limited duration gap. the bank's sensitivity to interest rate shocks is limited. net change in economic value of equity under ...
garantibank.nl
ar2006.pdf
... analysis and strong guidance on global economic conditions,interest rate outlook,currency trends and generalmarketrisks,enabledtheasset liabilitycommittee(alco)tomaketimelydecisionsinliquidityandinterestriskmanagement. in a macro environment where uncertainty was high regarding the market ...
garantibank.nl
ar2008.pdf
... and contributes to the market risk management process in a proactive manner. the bank has a low duration structure both in assets and liabilities and has a very limited duration gap. ... types, fund providers, geographic markets and currencies. the bank monitors liquidity risk through gap analysis, which is supplemented by stress tests designed based on different scenarios. these analyses allow ...
garantibank.nl
ar2007.pdf
... products where its own expertise is limited. as a result of gbi' ... managementpoliciesandpracticeswithbaselprinciplesandthefinancialsupervisionact(fsa,wetophetfinancialtoezicht wft). market risk gbi assumes market risk in both trading ... liquidity risk through gap analysis, which are supplemented by scenario analysis. these analyses allow ...
garantibank.nl
risk2008.pdf
... mainly focusing on client driven intraday trading with limited overnight exposures. asset and liability committee (alco) holds overall responsibility for market risk and sets the limits for ... analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and market ...
garantibank.nl
20110623132908__risk2010v2.pdf
... rating, based on the country ceiling of the country of the counterparty. 18 6. market risk market risk is defined as the current or prospective threat to gbis earnings and capital as ... i ratio, high liquidity buffer, strong retail funding base, limited trading portfolio, no exotic products and strong risk governance structure. the initial analysis has revealed that gbi is already equipped and well ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... market counterparts but also provides competitive pricings to the bank's customers through other commercial departments. treasury trading unit constantly generates trade, investment ideas and hedging strategies based on its analysis on market ... in assets and liabilities and has a very limited duration gap. the bank's sensitivity to interest rate shocks is limited. net change in economic value of ...
garantibank.nl
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