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2018 Pillar 3 Disclosures
Contens
ANNEX I: Risk Management Policies and Objetives 74 1. Credit risk 74 2. Risks associated with the trading book 76 3. Operational risk 81 3.1 Identification of operational risk 81 3.2 Self-assessment and measurement of operational risk 82 3.3 Monitoring operational risk 82 3.4 Mitigation of operational risk 83 4. Compliance risk 83 5. Risk in equity instruments not included in the trading book 83 6. Interest-rate risk in the banking book 83 7. Liquidity risk 85 8. Other risks 87 8.1 Reputational risk 87 8.2 Business risk 87 ANNEX II: Definitions of Default and “Impaired Positions” and Criteria Applied to Establish the Amount of Impairment Losses 89 ANNEX III: Composition of Cecabank’s Committees 92 ANNEX IV: Conciliation of the Own Fund Items with the Audited Financial Statements 93