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1 - 2 van 2 voor scenario studies
20110623132908__risk2010v2.pdf
... 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 position of gbi. ... regimes, together with the other aspects of crd ii. gbi has applied several impact studies throughout 2010 to analyze the financial impact of the regulatory changes in detail and ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... the new set of rules for the international financial system following several quantitative impact studies and stress tests. the implementation of crd ii has been finalized and the implementation ... 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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