|
1 - 7 van 7 voor reduced form models
03/8139_Jaarverslag binnen 2002
... markets was also obtained.broad market coverage and diversification further reduced the bank's dependence on turkish markets and business ... and foreign currency risk. experienced management combined with mathematical models is the key to assessing acceptable levels of market risk ... cash'item and insofar as not embodied in the form of debt securities including fixed-income securities. the receivables ...
garantibank.nl
ar1999.pdf
... price of political and economic woes has surfaced in the form of high real interest rates and significant dependence on ... trading, for strategic positions and for interest mismatch positions. computer models have been designed to calculate the effects for ugbi ... foreign currencies is eur 621 million. the currency position is reduced to manageable levels through off-balance sheet instruments. interest ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... , importers, exporters and other service providers engaged in international trade form part of our client base. gbi trade finance has been ... in the second half of the year, risk on banks reduced due to repayments from cis banks. at gbi, trade finance ... customer. rmd monitors the portfolio credit risk through rating models and economic capital models, regulatory capital model on a monthly basis and ...
garantibank.nl
ar2006.pdf
... risk premiums contracted to new record low levels.emerging markets reduced their supply of sovereign debt instruments considerably as their fiscal ... and other businesses around the globe requiring boutique solutions form part of our client base. with 34 percent increase ... a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating ...
garantibank.nl
ar2008.pdf
... sophisticated derivatives structures further complicated the risk outlook and reduced transparency. however, the housing sector was not the only ... in international trade,factoring,leasing and forfaiting houses form part of our client base. the competitive advantage ... rmd monitors the portfolio credit risk through rating models and economic capital models,regulatory capital model on a monthly basis ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... garantibankturkey (tgb).under the agreement,both parties have agreed to form an equal partnership. the above changes will further strengthen the ... its repo rate to 2.25 from 2 percent. a reduced monetary stimulus particularly in the united states did not ... -economic indicators. market risk experienced management combined with mathematical models is the key to assessing acceptable levels of market ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... capital levels that we derive using risk quantification models, stress tests and the qualitative analyses for the ... some market segments remain dysfunctional, while others displayed significantly reduced liquidity and extreme volatility. emerging markets ( em ) were ... exporters, producers and other service providers engaged in international trade form a substantial part of the client base of tf ...
garantibank.nl
| 