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1 - 3 van 3 voor market selection
20100608114036__risk2009.pdf
... making authority in the formation of the validation team and the selection of the third party. the findings of the validation team ... the country ceiling of the country of the counterparty. 6. market risk market risk is defined as the current or prospective threat to ... 16 below table gives the breakdown of the capital requirement for market risk market risk amount (eur 1,000) foreign exchange risk 3, ...
garantibank.nl
risk2008.pdf
... independence. rmc is the ultimate decision making authority in formation of the validation team and selection of the third party. the findings of the validation team are presented in the validation ... the foreign currency rating, based on the country ceiling of the counterpartys country. 6. market risk market risk is defined as a current or prospective threat to the banks earnings and capital ...
garantibank.nl
20110623132908__risk2010v2.pdf
... authority in the formation of the validation team and the selection of the third party. the findings of the validation team ... country ceiling of the country of the counterparty. 18 6. market risk market risk is defined as the current or prospective threat to ... tests to determine the effects of potential extreme market developments on the value of market risk sensitive exposures. 8.4. interest rate ...
garantibank.nl
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