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1 - 8 van 8 voor scenario basis
20100608114036__risk2009.pdf
... large exposures are also reviewed by credit committee and supervisory board on a regular basis. rmd monitors the concentration risk, quantifies its impact on the regulatory and economic capital ... 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 liquidity position ...
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 ... - ween different sub-portfolios of the institution. risk rating models also serve as a basis for the calculation oftheregulatorycapitalandeconomiccapitalthat gbi needs to hold to cover possible losses from its ...
garantibank.nl
UGBI jaarversl. 2000 binnenw.
... 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 rate ... the financial statements are free of material misstatement. an audit includes examining, on a test basis, eviden- ce supporting the amounts and disclosures in the financial statements. an audit also ...
garantibank.nl
ar2008.pdf
... adequacy 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 ... investments which are intended to be used to gain transaction results on a short-term basis. interest-bearing securities interest-bearing securities,including fixed-income securities belonging to the investment ...
garantibank.nl
ar2007.pdf
... monitors liquidity risk through gap analysis, which are supplemented by scenario analysis. these analyses allow applyingshockswithdifferentmagnitudesontheliquiditypositionofthebank.scenariosaredrivenbasedonbank-specificandmarket- specific liquidity squeezes. ... be used to gain transaction results on a short-term basis. interest-bearing securities interest-bearing securities,including fixed-income ...
garantibank.nl
risk2008.pdf
... large exposures are also reviewed by credit committee and supervisory board on a regular basis. rmd monitors concentration risk, quantifies its impact on the regulatory and economic capital, ... 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 liquidity position ...
garantibank.nl
20110623132908__risk2010v2.pdf
... large exposures are also reviewed by credit committee and supervisory board on a regular basis. rmd monitors the concentration risk, quantifies its impact on the regulatory and economic capital ... 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 position of gbi. ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... . furthermore, the principles of integrity, prudence, reliability and coherency are deemed to be the basis of the long-term relationship with the customers. 2010 was yet another challenging year ... shocks 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. liquidity ...
garantibank.nl
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