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1 - 10 van 10 voor models however
ar2001.pdf
... branch has continued to concentrate its marketing strategy on trade finance in year 2001. however, the improving economic and legal environment in romania provides increasing opportunities not only in ... 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 ...
garantibank.nl
03/8139_Jaarverslag binnen 2002
... market conditions have made the environment more comfortable from a risk point of view. however, this has introduced fierce competition coupled with lower margins in the banking industry, as ... 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 ...
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 ... to prepare automatically our consolidated general ledger. the main focus of the bank in 2000, however, will be on internet banking, on further improving our management information systems and on realizing ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... more healthy 3,005 points. this improvement, however, did not prevent all ship-owners from facing financial challenges during the year. however, clients of the shipping finance department managed to ... 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 ...
garantibank.nl
ar2006.pdf
... crisis.carry trades remained to be the most popular investment theme in currency markets. however, this year performances differed dramatically between various currencies.brl (brazilian real) and ron (romanian ... 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 ...
garantibank.nl
ar2008.pdf
... the abundance in sophisticated derivatives structures further complicated the risk outlook and reduced transparency. however, the housing sector was not the only victim. tightening liquidity, diminishing confidence among ... 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. ...
garantibank.nl
ar2007.pdf
... as the risk appetite also remained relatively high until the end of the summer.volatility,however,picked up significantly and remained high for the rest of the year. subsequent news regarding ... 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
Gar.Jaarversl.2005 OS 01
... finance business line will follow a prudent growth strategy. in the event of adverse developments however,gbi's regional,mar- kets, commodity and risk management expertise coupled with the well- ... 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
20110527161500__GBI Annual Report 2010.pdf
... monitoring gbi's systems of financial risk management and internal control. 7 - annual report 2010 however, the new amended policy should be in line with the guidelines on controlled remuneration policy ... and positions on an ongoing basis. rmd monitors market risk through regulatory and economic capital models and reports to alco and audit and risk management committee of the supervisory board. gbi ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... we explain our assessment of the required capital levels that we derive using risk quantification models, stress tests and the qualitative analyses for the identification and assessment of risks that are ... raised its benchmark rates two times by 25 basis points each. half of the increase, however, was removed by ecb, in november, at the first meeting headed by its new president ...
garantibank.nl
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