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Disclosure_Report_1612.pdf
Disclosure Report 1612
Risk) 63 5.2 General Information on Credit Risks 68 5.2.1 Credit Portfolio [...] 5.5 General Information about IRBA Positions 94 5.5.1 Internal Rating Systems 95 5.5.2 Credit Risk Mitigation Techniques 109 6 Market Risk 113 6.1
Disclosure_Report_31.12.2015.pdf
Disclosure Report 31.12.2015
Book 74 4.4.3 Securitisations 77 4.5 General Information about IRBA Positions 82 4.5.1 Internal Rating Systems 82 4.5.2 Credit Risk Mitigation Techniques 95 5 Market Risk 99 5.1 Market Risk Management 99 5.2 Capital Requirements for Market Risk 102 5.3 Interest Rate Risk
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