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1 - 9 van 9 voor sub models
03/8139_Jaarverslag binnen 2002
... the expansion process has gathered pace. throughout the year 2002,euro-zone economies recorded sub-trend economic activity.large corporate failures and corruption allega- tions in the us and ... significant open positions in interest and foreign currency risk. experienced management combined with mathematical models is the key to assessing acceptable levels of market risk. garantibank international n.v ...
garantibank.nl
20100608114036__risk2009.pdf
... models gbi has dedicated rating models for all the sub exposure classes mentioned above. the rating models within the scope of f-irb application can be grouped in two - pd models these models ... where necessary based on the internal and external changes in circumstances. - ssc models gbi has developed rating models for specialized lending exposure classes of commodities finance and shipping finance ...
garantibank.nl
20100609140407 GBI AnnualReport2009 pdf
... enables the bank to compare the internal ratings bet- ween different sub-portfolios of the institution. risk rating models also serve as a basis for the calculation oftheregulatorycapitalandeconomiccapitalthat gbi ... rating of the customer. rmd monitors the portfolio credit risk through rating models and economic capital models, regulatory capital model on a monthly basis and reports to rmc. ...
garantibank.nl
ar2006.pdf
... ,gbi has been developing a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating the creditworthiness of the counterparties. ... historical defaults,enables the bank to compare the internal ratings between different sub-portfolios of the institution.risk rating models also serve as a basis for the calculation of the regulatory ...
garantibank.nl
ar2008.pdf
... historical defaults,enables the bank to compare the internal ratings between different sub-portfolios of the institution.risk rating models also serve as a basis for the calculation of the regulatory ... the internal rating of the customer. rmd monitors the portfolio credit risk through rating models and economic capital models,regulatory capital model on a monthly basis and reports to rmc. report ...
garantibank.nl
ar2007.pdf
... ,gbi has been developing a new series of credit-risk measurement models.the bank has dedicated internal rating models for all asset classes for evaluating the creditworthiness of the counterparties. ... historical defaults,enables the bank to compare the internal ratings between different sub-portfolios of the institution.risk rating models also serve as a basis for the calculation of the regulatory ...
garantibank.nl
risk2008.pdf
... of models gbi has dedicated rating models for all sub exposure classes mentioned above. the rating models within the scope of f-irb application can be grouped in two - pd models these models ... where necessary based on internal and external changes of circumstances. - ssc models gbi has developed rating models for specialized lending exposure classes of commodities finance and shipping finance ...
garantibank.nl
20110623132908__risk2010v2.pdf
... models gbi has dedicated rating models for all the sub-exposure classes as mentioned above. the rating models within the scope of f-irb application can be grouped in two - probability of default (pd) models these models ...
garantibank.nl
20120427164248__GBI Annual Report 2011.pdf
... we explain our assessment of the required capital levels that we derive using risk quantification models, stress tests and the qualitative analyses for the identification and assessment of risks that ... sector faced strong headwinds in 2011. it was a year of further recuperation following the sub-prime crisis and adjusting strategies to fast changing regulatory landscape. the cataclysmic events of ...
garantibank.nl
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