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2018 Pillar 3 Disclosures
Contents
General information requirements 05 Credit Risks 29 4.1 Credit risk exposure 30 4.2 Geographical and counterparty distribution of exposures 31 4.3 Residual maturity of the exposures 32 4.4 Counterparty credit risk 33 4.4.1 Credit derivatives 33 4.4.2 Impact in collateral in the case of a reduction in the bank’s credit rating 33 4.5 Concentration risk 34 4.6 Impaired exposures 35 4.7 Changes during the 2018 financial year in losses credit risk impairment and provisionsfor risks and contingent
commitments for credit risk 36 4.8 Credit rating agencies used 37 4.8.1 General description of the process of assignment of public security issue credit ratings to comparable assets 37 4.8.2 Risk-weighted exposure determined by the risk assessment of external rating agencies 37 4.9 Securitisation transactions 39 4.10 Credit-risk mitigation techniques 40 4.11 Encumbered assets 42 Capital 18 3.1 Eligible capital 21 3.1.1 Tier 1 Capital 21 3.1.2 Tier 2 Capital 22 3.2 Capital Requirements 23 3.2.1 Capital Requirements for Credit Risk 23 3.2.2 Capital requirements for position risk 26 3.2.3 Minimum capital requirements for foreing exchange 27 3.2.4 Capital requirements for operational risk 27 3.2.5 Procedures applied in order to assessof internal capital adequacy
27 Risk Management 07 2.1 Policies and Objective 08 2.2 Corporate Governance of the risk function 10 2.2.1 Responsibilities of the governing bodies 11 2.2.2 Policies for selecting board members and diversity of the Board of Directors 12 2.2.3 Supporting structure for the Board of Directors 13 2.2.4 Risk management departments 14 2.2.5 Internal Audit of Risks 16