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1 - 10 van 12 voor model can
ar2001.pdf
... managers to finalize the credit analysis and internal ratings of the banks. the tiering model of the bank uses internal ratings to classify banks. the analyses, internalbankratingsand tiering ... in assessing the acceptable level of market risk with mathematical models. has proved it can successfully anticipate and assess market developments.the foreign exchange, interest rate mismatch and ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... evaluations of the banks and corporate clients.the financial institutions division applies a credit-scoring model by which the credit rating is based both on quantitative and qualitative criteria.based on ... covers interest-bearing securities which are publicly listed 17,288 15,007 unlisted this item can be broken down into investment portfolio 116,889 4,545 trading portfolio of the interest ...
garantibank.nl
ar1999.pdf
... sets policies and limits for industries and country exposure by using an advanced scoring model. this model also assigns ratings to countries and financial institutions. monitoring credit risks is enhanced ... in which the bank has guaranteed the commitments of third parties. the contingent liabilities can be broken down into liabilities in respect of guarantees irrevocable letters of credit ...
garantibank.nl
20100608114036__risk2009.pdf
... gbi supports value creation by providing insight into the levels of risk that can be absorbed compared with the earnings power and the capital base. integrated ... consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may arise from ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... at gbi supports value creation by providing insight into the levels of risk that can be absorbed, compared with the earnings power and the capital base. integrated risk management ... risks and to determine the additional capital requirement for concentra- tion risk. the economic capital model quantifies concentration risk based on concentrations in single report of the managing boardreport of ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... tasks of the financial institutions depart- ment. initially, banks are analyzed based on a financial model and then qualitative analysis is applied to finalize the internal rating decisions. the tiering ... transactions in which the bank has guaranteed the commitments of third parties. the contingent liabilities can be broken down into liabilities in respect of guarantees 72,224 69,607 irrevocable ...
garantibank.nl
ar2008.pdf
... global financial crisis has affected other reputable financial institutions in the netherlands and worldwide, we can report that in 2008 gbi did not suffer from the ongoing depression. however, for ... rmd monitors the portfolio credit risk through rating models and economic capital models,regulatory capital model on a monthly basis and reports to rmc. report ofthe managing board report ofthe ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... .total attracted subordinated deposits amounted to eur 38.3 million.these deposits which partly can be counted for as capital for solvency calculations are one of the cornerstones for ... division perform ongoing credit assessments of the financial institutions and corporate clients. a credit-scoring model is applied by which the credit rating is based on both quantitative and qualitative ...
garantibank.nl
risk2008.pdf
... supports value creation by providing insight to the levels of risk that can be absorbed in comparison to earnings power and capital base. integrated risk ... a model-life cycle framework and consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of model requirement ...
garantibank.nl
20110623132908__risk2010v2.pdf
... consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may arise from ... as mentioned above. the rating models within the scope of f-irb application can be grouped in two - probability of default (pd) models these models provide obligor ...
garantibank.nl
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