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1 - 10 van 10 voor scenarios for europe
03/8139_Jaarverslag binnen 2002
... the aftermath of the events of 11 september. in this environment,consumer confidence in europe remained low.europe's main trading partner,the united states,has been struggling to emerge from the ... withdrawal of client savings accounts,which are payable on demand. liquidity gap analyses for different cash flow scenarios are reported by financial control reporting to the alco on a bi-weekly basis ...
garantibank.nl
20100608114036__risk2009.pdf
... - institutions - - - - retail 3,441 (983) - 5,541 - 7,999 turkey - - - - corporates - - - - retail - - - other europe 496 - - - corporates 496 - - cis countries - - - 2,406 - 2,406 - institutions - - ... scenarios. all analyses are based on the interest rate repricing maturities of the transactions and gbi applies full pricing methodology for the quantification. gbi makes use of behavioral analysis for ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... healthy growth potential of the region. the gap between the core and peripheral europe, most notably ireland, greece, portugal, spain and most new entrants to eurozone ... historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analysesarediscussedatalcoandareusedeffectivelyin decision making processes for hedging and pricing. rmd is represented in alco and ...
garantibank.nl
ar2006.pdf
... strong against emerging market currencies across the world from asia to latin america to eastern europe after the may-june crisis.carry trades remained to be the most popular investment ... ofthe managing board 19 for a well-diversified funding mix in terms of instrument types, fund providers, geographic markets and currencies. liquidity gap analyses for different cash flow scenarios are reported to ...
garantibank.nl
ar2008.pdf
... approach and user defined yield curve twist scenarios.the outcomes of these analyses are discussed at alco and are used effectively in decision making processes for hedging and pricing. rmd is represented ... high liquidity buffer.the bank places its excess liquidity to central banks or governments in europe and to very limited number of selected credible counterparties. gbi has a diversified mix of ...
garantibank.nl
ar2007.pdf
... among financial institutions in selected regions reaching new customers from eastern europe,cis and middle east. the bank's a3 rating for long-term foreign currency bank deposits has been confirmed ... shifts and user defined yield curve twist scenarios.the outcomes of these analyses are discussed in alco and are used effectively in decision making processes for hedging and pricing.rmd is represented ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... emerging market currencies across the world from asia to latin america to eastern europe.the investment community's appetite for high yield and preference of high yielding currencies supported the usd, ... on demand,but in practice have a longer term characteristic. liquidity gap analyses for different cash flow scenarios are reported by financial control reporting to the alco on a monthly basis. the ...
garantibank.nl
risk2008.pdf
... 1,000) 31-12-2007 write-offs repayments additions fx differences 31-12-2008 other europe 1,253 (76) - - corporates 498 (33) - - retail 755 (44) - 1,857 - 2,568 rest of ... twist scenarios. 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 a basis for quantification ...
garantibank.nl
20110623132908__risk2010v2.pdf
... 033 turkey 389 - - corporates 238 - - retail 151 - (175) - 24 - cis countries - 18 - - institutions - 18 - other europe 516 - - corporates 516 - rest of the world 4,716 - (1,135) - 389 3,970 - ... scenarios. all analyses are based on the interest rate re-pricing maturities of the transactions and gbi applies a full pricing methodology for the quantification. gbi makes use of behavioral analysis for ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... respected periodical, in two categories of global trade banking silver medal in best trade bank for eastern europe, russia and cis category and bronze medal in best trade bank in soft commodities ... approach and user defined yield curve twist scenarios. the outcomes of these analyses are discussed at alco and are used effectively in decision making processes for hedging and pricing. rmd is represented ...
garantibank.nl
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