Systemic risk 

1 - 10 van 14 voor systemic risk

20100609140407 GBI AnnualReport2009 pdf
... risk, including transfer and convertibility risk, at various levels. the inherent risk of the countries in which gbi operates is taken into account through the calibration of the rating models. systemic risk ... risks the bank has limited or no exposure to residual risk, pension risk, settlement risk, underwriting risk and securitization risk. these risks are monitored in regu- lar audit activities ...
garantibank.nl

dp175 systemic risk across sectors pdf
... of a systemic banking crisis. this has triggered renewed efforts to measure the risk of such a crisis occurring. measurement of systemic risk would help regulators in their risk assessments. in addition, it is a necessary first step in the analysis of the drivers of systemic risk ...
cpb.nl

Microsoft Word - cpbdoc210.doc
... systemic risk. first, systemic risk may be inherently difficult to quantify. measurement of systemic risk is difficult because the externalities that create systemic risk only materialize under extreme circumstances. as a consequence, any measure of systemic risk ...
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De AFM en internationale samenwerking | AFM
... veel van de nederlandse wetgeving markten op europese regels gebaseerd zijn. link esrb (extern) european systemic risk board (esrb) de esrb is het comita van de europese unie voor systeemrisicoa hele financia ...
afm.nl

Europees Overleg - De Nederlandsche Bank
... markets authority (esma) european system of financial supervision (esfs) european systemic risk board (esrb) joint committee on financial conglomerates (jcfc) eu raadswerkgroepen ... european supervisory authorities (esa) european supervisory authorities (esa) european systemic risk board (esrb) european systemic risk board (esrb) european securities and markets authority (esma) european ...
dnb.nl

DNB Onderzoeksrapporten - De Nederlandsche Bank
... market, participations like syndicated loans and deposit interest rate risk. the similarity in exposures carries the potential for systemic breakdowns. this potential is either weak or strong, depending ... exposures, determines whether the potential for systemic risk is weak or strong. we show that if the exposures have marginal normal distributions the potential for systemic risk is weak, while if ...
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Beleggingsvisie LTS november 2011 pdf
... markten neemt deze correlatie almaar toe. deze verwevenheid wordt aangeduid met de term systemic risk . 6 het belang van diversificatie binnen de financiele wereld staat treffend beschreven in ... jaar hebben vissoorten een dramatische populatieafname laten meer, een ineenstorting van visstanden die systemic te noemen is. deze ineenstorting van de populatie heeft verschillende oorzaken, menselijke maar ...
aegon.nl

Microsoft Word - Final Report Chindia.doc
... into productive investments. the efficiency of the banking sector will be important for the systemic stability of the financial system. comparing the banking systems of the two countries, india ... structure and corporate governance have adversely influenced their ability to evolve a self- managing risk-assessment system. because of this strong state interference with the banking system, the capital ...
abnamro.nl

ATbank compleet 2009.indd
... we will continue servicing strategic and systemic companies and or export-oriented institutions which receive payments from western off-takers. on the risk side, major improvements are ... risk, market risk (interest rate risk and for- eign currency risk), country risk and liquidity risk. the bank is also subject to more general risks, such as operational risk, reputation risk and compliance risk ...
atbank.nl

ar2006.pdf
... systemic approach,as there is no such thing as reputation risks - rather,all risks may impact on reputation. thus the best management of risks to reputation is sound enterprise-wide risk ... derivatives. gbi is using value-at-risk (var) methodology as a risk measure for the market risk on the trading book.var ... .2 market risk 45 35.2.a currency risk 45 35.2.b interest rate risk 46 35.3 liquidity risk 46 ...
garantibank.nl