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1 - 6 van 6 voor simulation results
20100608114036__risk2009.pdf
... business environment that might affect risk factors, change in market practices and validation results that would necessitate model re-development. model approval starts after the completion of ... perspectives. interest 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 on ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... supervisory board garantibankinternationaln.v.annualreport2009 4 annual accounts this annual report presents the results and developments of (gbi) in 2009. the annual accounts were drawn up ... 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 ...
garantibank.nl
ar2008.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 ... related hedging transactions.these are accounted for in shareholders'equity together with the results from related hedging instruments,after allowing for taxation. other outstanding forward transactions ...
garantibank.nl
risk2008.pdf
... business environment that might affect risk factors, change in market practices and validation results that would necessitate model re-development. model approval starts after the completion of ... perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. interest rate risk is measured ...
garantibank.nl
20110623132908__risk2010v2.pdf
... business environment that might affect risk factors, change in market practices and validation results that would necessitate model re-development. model approval starts after the completion of ... perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach and user defined yield curve twist scenarios. all analyses are based on ...
garantibank.nl
20110527161500__GBI Annual Report 2010.pdf
... , being one of the core business lines of the bank, consistently delivers good results and sustainable growth irrespective of volatile market conditions. the services are delivered in ... 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 ...
garantibank.nl
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