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1 - 8 van 8 voor scenario analysis
20100608114036__risk2009.pdf
... do not allow for prepayments or require prepayment penalties. interest rate sensitivity analysis is also used for evaluating hedging strategies, internal limit setting and limit monitoring ... providers, geographic markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... monitoring; east european middle eastern north african emerging markets relationship management; bank credit analysis research in 2000, ugbi bank continued to have excellent relationships with its ... ugbi bank utilizes various monitoring and measure- ment methods such as interest gap analysis and scenario analysis. interest rate sensitivity tests are applied to estimate the impact of market ...
garantibank.nl
ar2007.pdf
... to weaken considerably and recession became a highly probable scenario. particularly the us housing market and employment levels have ... . the bank monitors liquidity risk through gap analysis, which are supplemented by scenario analysis. these analyses allow applyingshockswithdifferentmagnitudesontheliquiditypositionofthebank.scenariosaredrivenbasedonbank-specificandmarket- specific liquidity ...
garantibank.nl
risk2008.pdf
... interest rate risk is measured and monitored by using macaulay duration, duration gap analysis, earning at risk and economic value sensitivity measures. standard stress tests form ... providers, geographic markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the ...
garantibank.nl
20110623132908__risk2010v2.pdf
... do not allow for prepayments or require prepayment penalties. interest rate sensitivity analysis is also used for evaluating hedging strategies, internal limit setting and limits ... providers, geographic markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses apply shocks with different magnitudes on the liquidity ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... is limited. net change in economic value of equity under regulatory interest rate shock scenario is closely monitored and lies considerably below the regulatory threshold of 20 percent. this ... types, fund providers, geographic markets and currencies. the bank monitors liquidity risk through gap analysis, which is supplemented by stress tests designed based on different scenarios. these analyses allow ...
garantibank.nl
ar2008.pdf
... instrument types, fund providers, geographic markets and currencies. the bank monitors liquidity risk through gap analysis, which is supplemented by stress tests designed based on different scenarios. these analyses allow ... of the capital buffer after including all pillar 1 and pillar 2 risks.additional scenario analyses are also used within the scope of the capital planning process. the credit ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... is limited. net change in economic value of equity under regulatory interest rate shock scenario is closely monitored and lies considerably below the regulatory threshold of 20 percent. ... types, fund providers, geographic markets and currencies. the bank monitors liquidity risk through gap analysis, which is supplemented by multiple stress tests designed based on different scenarios. these analyses ...
garantibank.nl
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