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1 - 7 van 7 voor shock analysis
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 ...
garantibank.nl
ar2008.pdf
... continues.the financial crisis is likely to have major long-term repercussions; it started shock waves that will hit the rest of the economy,corporations and consumers in the ... instrument 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 allow ...
garantibank.nl
risk2008.pdf
... on instant liquidation (2) 200 bps shock for g10 and 300 bps shock for non-g10 gbi follows the regulatory scenario (200 bps parallel shock) for irrbb as per the ... 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
20110623132908__risk2010v2.pdf
... 6.72% (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 apply shocks with different magnitudes on the liquidity position of gbi ...
garantibank.nl
20110527161500__GBI Annual Report 2010.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 multiple stress tests designed based on different scenarios. these ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... 2011, the manufacturing boom started to cool abruptly as the shock to the global supply chain caused by the earthquake in ... percent compared to 2010. report of the managing board financial analysis in 2011, the operating result before tax and value adjustments ... and its balance sheet risks. var, duration, gap and sensitivity analysis reports that are prepared regularly by risk management department are ...
garantibank.nl
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