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1 - 4 van 4 voor simple var
ar2006.pdf
... 's and investment funds. more sophisticated products such as structured products and derivatives instead of simple cash transactions gained a great significance among the product offerings. at the beginning of the ... ,etc.) for a time interval of one day, with a confidence level of 99 percent.var is supplemented by stress tests to determine the effects of potentially extreme market developments on ...
garantibank.nl
ar2008.pdf
... officer and internet facilities.speed and accuracy,combined with a pure and simple approach,lead us to triple our volumes in 2008. retail banking ... models and reports to alco. gbi is using value-at-risk (var) methodology as a risk measure for the market risk ... interval of one day,with a confidence level of 99.9 percent.var is supplemented by stress tests to determine the effects of potentially ...
garantibank.nl
ar2007.pdf
... derivatives, structuredproducts,commodities,exchangetradedfunds,andmutualandhedgefunds.moresophisticatedproductssuchasstructured products and derivatives instead of simple cash transactions have been gaining greater significance among the product offerings. ... time interval of one day, with a confidence level of 99 percent.var is supplemented by stress tests to determine the effects of potentially ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... is central to the management of the bank's resources and its balance sheet risks. var, duration, gap and sensitivity analysis reports that are prepared regularly by risk management department ... branch in germany. both operations are performed through online channels. our business model depends on simple processes and easy to use products. in 2011, despite the challenging environment in savings ...
garantibank.nl
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