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1 - 6 van 6 voor simulation model
20100608114036__risk2009.pdf
... of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may ... sensitivity is measured by applying both standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are based ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these ... to determine the additional capital requirement for concentra- tion risk. the economic capital model quantifies concentration risk based on concentrations in single report of the managing ...
garantibank.nl
ar2008.pdf
... earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts,historical simulation approach and user defined yield curve twist scenarios.the outcomes of these analyses are ... monitors the portfolio credit risk through rating models and economic capital models,regulatory capital model on a monthly basis and reports to rmc. report ofthe managing board report ...
garantibank.nl
risk2008.pdf
... model-life cycle framework and consist of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of model ... sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. interest rate ...
garantibank.nl
20110623132908__risk2010v2.pdf
... of the following steps; model development model approval model implementation use and monitoring of model performance model validation model development starts with the identification of the model requirement. this may ... interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... services, in a cost efficient manner. a highly dedicated team, simplified processes, transparent business model and efficient use of technology are the key components of gbi's high ... earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. the outcomes of these analyses are ...
garantibank.nl
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