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1 - 6 van 6 voor shocks and scenarios
20100608114036__risk2009.pdf
... 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 of gbi. scenarios are driven based on bank-specific and market specific liquidity squeezes. ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... 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 applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and mar- ket-specific ...
garantibank.nl
ar2008.pdf
... 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 applying shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and market-specific liquidity ...
garantibank.nl
risk2008.pdf
... 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 of the bank. scenarios are driven based on bank-specific and market-specific liquidity squeezes ...
garantibank.nl
20110623132908__risk2010v2.pdf
... 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. scenarios are set based on bank-specific and market specific liquidity squeezes. in ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... scenarios. these analyses allow the bank to assess the impacts of shocks with different magnitudes on the liquidity position of the bank. scenarios are driven based on bank-specific and ...
garantibank.nl
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