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Disclosure_Report_1612.pdf
Disclosure Report 1612
Netting Positions 81 5.4.2 Investments in the Banking Book 86 5.4.3 Securitisations 89 5.5 General Information [...] Information about IRBA Positions 94 5.5.1 Internal Rating Systems 95 5.5.2 Credit Risk Mitigation Techniques [...] Categories 62 5 Credit Risk 63 5.1 Management of Credit Risk (Counterparty Credit Risk) 63 5.2 General
Disclosure_Report_31.12.2015.pdf
Disclosure Report 31.12.2015
95 5 Market Risk 99 5.1 Market Risk Management 99 5.2 Capital Requirements for Market Risk 102 5.3 Interest [...] ons 77 4.5 General Information about IRBA Positions 82 4.5.1 Internal Rating Systems 82 4.5.2 Credit [...] Ratios 31 2.4 Unencumbered and Encumbered Assets 31 2.5 Leverage Ratio 34 3 Risk Management and Risk-Oriented
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