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1 - 10 van 10 voor yield curve
20100608114036__risk2009.pdf
... earnings perspectives. interest sensitivity is measured by applying both standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are based on the interest rate ... parallel shock) for irrbb as per the regulatory requirements. the standard parallel shock in yield curve leads to a potential decrease in economic value of eur 2.4 mio ( ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... value and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analysesarediscussedatalcoandareusedeffectivelyin decision making processes for ...
garantibank.nl
ar2006.pdf
... while the yield curve remained slightly inversed.10 year ustreasury paper yielded 4.68 percent at the end of 2006,after peaking at 5.24 percent during the year.the yield increased by ...
garantibank.nl
ar2008.pdf
... and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts,historical simulation approach and user defined yield curve twist scenarios.the outcomes of these analyses are discussed at alco and ...
garantibank.nl
ar2007.pdf
... value and earnings perspectives. interest sensitivity is measured by applying both standard parallel yield curve shifts and user defined yield curve twist scenarios.the outcomes of these analyses are discussed in alco and are ...
garantibank.nl
Gar.Jaarversl.2005 OS 01
... treasury bond yields remained at surprisingly low levels, in nominal and real terms, with the yield curve taking a slightly inverse shape.10 year ustreasury papers yielded 4.39 percent at the ... 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, especially with commodity currencies such as ...
garantibank.nl
553001.04 Gar.Jaarversl.2004 BW
... remained at surprisingly low levels,in nominal and real terms,with the yield curve flattening.the us federal reserveisexpectedtocontinueitsmeasuredpaceandbringitsofficialrateto3.5percentbyautumnof2005. although the benign inflationary outlook, ... have an interest characteristic. the foreign exchange loss related to high-yield investments is also included in interest expense.in 2004 this amounted ...
garantibank.nl
risk2008.pdf
... and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. interest rate risk is measured and monitored ... shock) for irrbb as per the regulatory requirements. the standard parallel shock in yield curve leads to a potential decrease in the economic value of eur 3.1 mio ...
garantibank.nl
20110623132908__risk2010v2.pdf
... and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are based on the interest rate ... parallel shock) for irrbb as per the regulatory requirements. the standard parallel shock in yield curve leads to a potential decrease in economic value of eur 24.0 mio ( ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... value and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analyses are discussed at alco ...
garantibank.nl
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