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1 - 4 van 4 voor shock analysis
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 ...
tebnv.nl
Microsoft Word - MBreport2010-08-04Final _final_.doc
... correlation. non-tradable market parameters are derived from assumptions based on models or statistical analysis, such as correlations. components of fundamental indicators such as liquidity position, foreign currency exposure, ... 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
TEB NV Management Board Report 2011.pdf
... correlation. non-tradable market parameters are derived from assumptions based on models or statistical analysis, such as correlations. components of fundamental indicators such as liquidity position, foreign currency exposure, ... 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
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