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1 - 10 van 13 voor models can
ar2001.pdf
... is the key element 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 ... in which the bank has guaranteed the commitments of third parties. the contingent liabilities can be broken down into liabilities in respect of guarantees 31,901 72,224 irrevocable ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... to significant open positions in interest and foreign currency risk. experienced management combined with mathematical models is the key to assessing acceptable levels of market risk. garantibank international n.v.has ... 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 ...
garantibank.nl
ar1999.pdf
... markets and sets limits for trading, for strategic positions and for interest mismatch positions. computer models have been designed to calculate the effects for ugbi bank of the interest changes ... 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 irrevocable ...
garantibank.nl
20100608114036__risk2009.pdf
... models gbi has dedicated rating models for all the sub exposure classes mentioned above. the rating models within the scope of f-irb application can be grouped in two - pd models these models ... where necessary based on the internal and external changes in circumstances. - ssc models gbi has developed rating models for specialized lending exposure classes of commodities finance and shipping finance ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... culture 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 has ... the internal rating of the customer. rmd monitors the portfolio credit risk through rating models and economic capital models, regulatory capital model on a monthly basis and reports to rmc. operational risk ...
garantibank.nl
ar2006.pdf
... culture within gbi supports value creation by providing insight into the levels of risk that can be absorbed compared to the earnings power and the capital base. integrated risk management - ... accord,gbi has been developing a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating the creditworthiness of the counterparties.the ...
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 ... the internal rating of the customer. 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 ...
garantibank.nl
ar2007.pdf
... compared to the adjustment of 2006 (eur 2.6 million negative) can be explained by a change in the dynamic provisioning policy. thebalancesheetgrew19percentoreur539million,whichontheassetsideismainlyreflectedinanincreaseincash ... been developing a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating the creditworthiness ...
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 ... 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 risk.the foreign exchange,interest ...
garantibank.nl
risk2008.pdf
... of models gbi has dedicated rating models for all sub exposure classes mentioned above. the rating models within the scope of f-irb application can be grouped in two - pd models these models ... where necessary based on internal and external changes of circumstances. - ssc models gbi has developed rating models for specialized lending exposure classes of commodities finance and shipping finance ...
garantibank.nl
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