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1 - 10 van 16 voor market based
ar2001.pdf
... thebudget to be based on over-optimistic assumptions,such as 4 percent gnp growth.it also carries the risk of missing key economic targets and subsequently undermining financial market confidence in the ... bearing securities included in the trading portfolio are stated at market value.transfers of investments between portfolios are made at market value.profits or losses on transfers are taken to the ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... division applies a credit-scoring model by which the credit rating is based both on quantitative and qualitative criteria.based on corporate clients'and banks'analyses the credit committee defines credit ... bearing securities included in the trading portfolio are stated at market value.transfers of investments between port- folios are made at market value.profits or losses on transfers are taken to ...
garantibank.nl
ar1999.pdf
... netherlands, focussed on the german retail market. in the beginning of 2000, the german savings market will be entered and also ... the trading portfolio are stated at market value. transfers of investments between portfolios are made at market value. profits or losses ... current potential loss, i.e. the positive replacement value based on market conditions at balance sheet date, is increased by a ...
garantibank.nl
20100608114036__risk2009.pdf
... transfer risk policy, which caps the foreign currency rating, based on the country ceiling of the country of the counterparty. 6. market risk market risk is defined as the current or prospective ... with different magnitudes on the liquidity position of gbi. scenarios are driven based on bank-specific and market specific liquidity squeezes. in addition, cash capital concept, which shows the excess ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... liquidity and foreign exchange risks. it further prepares hedging and funding strategies based on the prevailing market conditions, forecasted market outlook, balance sheet dynamics and risk parameters. in 2009, asset ... endured liquidity shortages during the liquidity squeeze in the market thanks to the prudent liquidity policy, which is based on balancing short-term and long-term liquidity gaps, ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... monitor the sensitivity of net interest revenue to interest rate movements in the markets. market risk management market risk is the risk that fluctuations in foreign exchange rates, security prices or ... account. to this end the current potential loss, i.e. the positive replacement value based on market conditions at balance sheet date, is increased by a percentage of the relevant notional amounts ...
garantibank.nl
ar2006.pdf
... broad based expertise in turkish and global financial markets enabled it to easily adapting to the changing environment of increasing sophistication. diversification, which started in 2000, from the original core market, ... is involved in the day-to-day risk management activities via the rmc. market risk gbi assumes market risk in both trading and non-trading activities by taking positions in debt, ...
garantibank.nl
ar2008.pdf
... with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and market-specific liquidity squeezes. in addition to this, cash capital concept, which shows the ... has not endured liquidity shortages during the liquidity squeeze in the market thanks to the prudent liquidity policy, which is based on balancing short-term and long-term liquidity gaps, and ...
garantibank.nl
ar2007.pdf
... market-development activity after receiving local supervisory approvals. i am particularly pleased to announce that the dutch central bank has approved gbi's application to the internal rating based ... use the internal rating based foundation (f-irb) approach in regulatory capital calculation starting from 1 january 2008. the bank uses standardized measurement approach for market risk and basic ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... was related to the transactional commodity finance market segment, inclu- ding product clusters of documentary credits,collections and commodity-based transactional lending. on the other ... based upon quantitative factors,based on a selective number of macro-economic indicators. market risk experienced management combined with mathematical models is the key to assessing acceptable levels of market ...
garantibank.nl
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