Sensitivity analysis 

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20100608114036__risk2009.pdf
... rate risk is measured and monitored by using duration, repricing gap analysis, earning at risk and economic value sensitivity measures. standard stress tests form a basis for the quantification ... contracts that do not allow for prepayments or require prepayment penalties. interest rate sensitivity analysis is also used for evaluating hedging strategies, internal limit setting and limit monitoring ...
garantibank.nl

20100609140407 GBI AnnualReport2009 pdf
... in line with the alco's directives. the department uses var, duration, gap and sensitivity analysis reports to assess the bank's interest rate, liquidity and foreign exchange risks. ... uses duration, gap and sensitivity analyses for the quantification of interest rate risk. sensitivity analyses are based on both economic value and earnings perspectives. interest sensitivity is measured by applying ...
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tax policy and labor market sensitivity analysis age model pdf
... market a sensitivity analysis with an age model ate nieuwenhuis and jan boone cpb netherlands bureau for economic policy analysis, the hague, december 1998 cpb netherlands bureau for economic policy analysis van ... effects according to mimic mimic is used for the analysis of balanced-budget changes in the tsss. for practical reasons, the sensitivity analysis in the next section treats only a limited ...
cpb.nl

why do macro wage elasticities diverge meta analysis pdf
... in more generous welfare states like those of nordic countries and the netherlands. 5.3 sensitivity analysis so far lad regression results ere used to obtain benchmark wage elasticities. this section ... and elasticities obtained from this analysis are close to the findings of blanchflower and oswald (1994), nijkamp and poot (2005) and clar et al (2007). from the sensitivity analysis, it follows that ...
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Teb Nv
... deposits, stocks, bonds, foreign exchange and mutual funds. our objective in 2009 is sensitivity to client needs and the continued development of new products, also through ... or statistical analysis, such as correlations. components of fundamental indicators such as liquidity position, foreign currency exposure, maturity mismatches, banking book interest rate risk and sensitivity, marketable ...
tebnv.nl

untitled
... forfaiting for bank assets trading in the secondary markets and financial institutions risk analysis for the establishment of sovereign and bank limits. the department is responsible for ... such as liquidity position, foreign currency exposure, maturity mismatches, interest rate risk and sensitivity, marketable securities portfolio valuation and financial statements are generated and reported by the ...
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Microsoft Word - Mortgage market NL.doc
... driven by its own local dynamics and conditions, which have to be incorporated in the analysis for debt sustainability. in the netherlands, two local factors are important to consider. first, dutch ... for two reasons. first, fiscal consolidation will be stepped up. due to the high cyclical sensitivity of public finances, a substantial budget deficit has occurred in recent years. in 2011, the ...
abnamro.nl