Shock analysis 

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Teb Nv
... the required transaction limits for its correspondents and reviewed existing limits through detailed financial analysis. in addition to its trade finance activities, the financial institutions department continued to strengthen ... bank's other key risks. icaap also covers stress-testing scenarios, where certain hypothetical shock levels are applied to the bank's significant risk factors. icaap is an ...
tebnv.nl

Tebnv Orj
... in istanbul, with emphasis on the risk management policies and measures as well as the analysis of the bank's performance. in addition to the regular meetings of the supervisory board ... targeted 3%. the floating exchange regime was fully integrated into the system, acting as a shock absorber with a self-tuning mechanism. apparent slowdown in exchange rates helped to combat inflation ...
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binnenwerk ATbank.indd
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to alco. it distributes all on-balance ... buckets. the impact of the market rate changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch the bank uses interest rate swaps. 2. foreign ...
atbank.nl

ATbank compleet 2009.indd
... maturity in mismatch of assets and liabilities and thus the liquidity risk. a liquidity gap analysis is done on a regular basis and submitted to the alco. it distributes all on ... buckets. the impact of the market rate changes are calculated on a 100 basis points shock of parallel shifts. to hedge the mismatch the bank uses interest rate swaps. 2. foreign ...
atbank.nl  meer van deze site

20100608114036__risk2009.pdf
... 0.75% (1) static balance sheet, based on instant liquidation (2) 200 bps shock for g10 and 300 bps shock for non-g10 gbi follows-up the regulatory scenario (200 bps ... fund providers, geographic markets and currencies. rmd monitors liquidity risk through gap analysis, which is supplemented by scenario analysis. these analyses allow applying shocks with different magnitudes on the liquidity position ...
garantibank.nl

20100609140407 GBI AnnualReport2009 pdf
... 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 ... types, fund providers, geographic markets and currencies. the bank monitors liquidity risk through gap analysis, which is supplemented by stress tests designed based on different scenarios. these analyses ...
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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 ... rise on the back of the economic upturn. the large drop in 2013 reflects the shock effect of the fiscal policy adjustments that the government has in store and includes a ...
abnamro.nl

analysis individual accounts unemployment risk netherlands pdf
... liquidity insurance, and ii) more efficient lifetime income insurance. two recent papers provide a thorough analysis of the relevant mechanisms. stiglitz and yun (2005) focus on 'liquidity insurance', whereas bovenberg and ... individuals run the risk of becoming unemployed. the risk of unemployment consists of an exogenous shock and a job search decision by the worker who takes a random draw from a ...
cpb.nl

Microsoft Word - doc136.doc
... curve indicates the extent of competition. now assume that competition intensifies because of an exogenous shock. increasing the competitive pressure induces the highly efficient firms (i.e. firms with an ... than 1993. 23 structure. this approach can be implemented by using a shift-share analysis. such analysis allows us to decompose competition growth at the aggregated level as follows the within- ...
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Report FM
... exits would make, the precise timing does not make a material difference to our analysis. within reasonable bounds, the resulting differences can be overlaid on alternative baseline forecasts2 . 2 ... the netherlands may even fall below 1%. this reflects not just the massive deflationary shock, but also a significant capital flight from the periphery, capital controls notwithstanding. peripheral long ...
ing.nl