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1 - 7 van 7 voor sets out
ar1999.pdf
... rates, prices or volatility. the committee closely follows developments in the financial markets and sets limits for trading, for strategic positions and for interest mismatch positions. computer models ... due to banks, excluding due to banks demand other liabilities net cash flow out of investment activities investments in fixed assets participating interests investment portfolio desinvestments in ...
garantibank.nl
20100608114036__risk2009.pdf
... and liability committee (alco) bears the overall responsibility for the market risk and sets the limits for the trading positions and stop loss levels on product and ... issuing clear policies, procedures and directives, segregation of duties, four-eyes principles, carrying out supervision, taking corrective action, maintaining highly responsive accounting systems, systematic internal controls and ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... to the marketriskmanagementprocessinaproactivemanner. the bank has a low duration structure both in as- sets and liabilities and has a very limited duration gap. the bank's ... issuing clear policies, procedures and directives, segregation of duties, four-eyes principles, carrying out super- vision, taking corrective action, maintaining highly responsive accounting systems, systematic internal ...
garantibank.nl
ar2008.pdf
... positions at low levels. alco bears the overall responsibility for the market risk and sets the limits for the trading positions and stop loss levels on product and ... ,issuing clear policies,procedures and directives, segregation of duties, four-eyes principles, carrying out supervision, taking corrective action, maintaining highly responsive accounting systems,systematic internal controls and ...
garantibank.nl
risk2008.pdf
... for the purpose of calculating minimum own funds required. gbi complies with the requirements set out in directive 2006-48ec annex vii, part 4. the compliance is assured by several ... limited overnight exposures. asset and liability committee (alco) holds overall responsibility for market risk and sets the limits for trading positions and stop loss levels on product and responsibility level basis ...
garantibank.nl
20110623132908__risk2010v2.pdf
... under pillar 1. alco bears the overall responsibility for the market risk and sets the limits for trading positions and stop loss levels on product and authority ... , issuing clear policies, procedures and directives, segregation of duties, four-eyes principles, carrying out supervision, taking corrective action, maintaining highly responsive accounting systems, systematic internal controls and ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... its niche markets. treasury made significant and consistent contributions to gbi's revenues and carried out its risk management functions effectively. as part of the well-functioning structured finance division, ... trading positions at low levels. alco bears the overall responsibility for the market risk and sets the limits for the trading positions and stop loss levels on product and desk level ...
garantibank.nl
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