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BOCUK Pillar III Disclosure 2009
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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 2009.pdf
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