BOCUK Pillar III Disclosure 2008

Table of Contents

• 1 Overview
• 1.1 Background
• 1.2 Basis and Frequency of Disclosures
• 1.3 Scope
• 1.4 Location and Verification
• 1.5 Disclosure Policy
• 2 Risk Management Objectives and Policies
• 2.1 Strategies and Risk Management Processes – Risk Appetite
• 2.2 Oversight and Governance
• 2.3 Risk Management Objectives and Policies
• 2.4 Risk Management Governance Structure
• 3 Capital Resources
• 3.1 Total Available Capital
• 3.2 Tier 1 Capital
• 3.3 Tier 2 Capital
• 3.4 Tier 3 Capital
• 4 Capital Adequacy
• 4.1 Capital Management
• 4.2 Internal Capital Adequacy Assessment Process (“ICAAP”)
• 4.3 Pillar 1 Minimum Capital Requirement and Capital Adequacy
• 5 Credit Risk Measurement, Mitigation and Reporting
• 5.1 Credit Risk Overview
• 5.2 Credit Risk Exposures
• 5.3 Impairment Provisions
• 5.4 Retail Credit Risk
• 5.5 Corporate Credit Risk
• 5.6 Treasury Credit Risk
• 5.7 Credit Quality Step (“CQS”) Analysis
• 5.8 Credit Risk Mitigation
• 5.9 Counterparty Credit Risk (“CCR”)
• 5.10 Securitisation
• 6 Market Risks
• 6.1 Market Risk Overview
• 6.2 Market Risk Control Procedures
• 6.3 Foreign Exchange Risk
• 6.4 Interest Rate Risk in Banking Book (“IRRBB”)
• 7 Operational Risk
• 7.1 Operational Risk Overview
• 7.2 Operational Risk Oversight & Governance
• 7.3 Operational Risk Framework
• 7.4 Mitigation of Material Operational Risks
• 7.5 Operational Risk Capital Requirement

Please download: BOCUK Pillar III Disclosure 2008.pdf