Scenario analysis 

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binnenwerk ATbank.indd
... corporations and banks and received little or no valuable assets in return - a highly unlikely scenario - its net debt burden would not be onerous. in the first half n.v. was ... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to alco. it distributes all on-balance ...
atbank.nl

ATB annual report 2010.pdf
... its adequacy is evaluated on a monthly basis under a severe but plausible stress testing scenario. in september 2010, the bank submitted its fourth icaap report to the dutch central bank ... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to the alco. it distributes all on ...
atbank.nl  meer van deze site

Microsoft Word - MBreport2010-08-04Final _final_.doc
... will be on the agenda and these may reduce securities income. in this scenario, customer flows will gain more importance. hedging requirements of customers to avoid uncertainties ... . non-tradable market parameters are derived from assumptions based on models or statistical analysis, such as correlations. components of fundamental indicators such as liquidity position, foreign currency exposure ...
tebnv.nl

CIC5012 Beleggingsvisie aug07.indd
... principale componenten. het model is gebaseerd op twee verschillende econometrische technieken principal component analysis (pca) en retina (relevant transformation of the inputs network approach). pca is ... het kwadrantenmodel worden toegekend. dit gebeurt op basis van fundamentele statistische principes. diverse scenario's zijn mogelijk (zie figuur 4) de waargenomen curve ligt standaard deviaties ...
aegon.nl