of my knowledge I confirm that the Basel II – Pillar 3 disclosure for the financial year ended 31 December 2018 has been prepared and submitted to Bank Negara Malaysia in accordance with the Guideline on Risk Weighted Capital Adequacy Framework (Basel II) – Disclosure Requirements (Pillar 3)...
DBS Bank Ltd., India Basel III: Pillar 3 Disclosures (Continued) as at 31 March 2015 (Currency: Indian rupees in million) 10 General Disclosure for Exposures Related to Counterparty Credit Risk (Continued) Other Risk Mitigants The Group manages its credit exposure from derivatives, repo and ...
11. Composition of Capital Basel III common disclosure template to be used from March 31, 2023 Common Equity Tier 1 Capital: instruments and reserves 1 Directly issued qualifying common share capital plus related stock surplus (share premium) 2 Retained earnings 3 Accumulated other comprehensive ...
Pillar 3 Disclosure - 31 December 2009 23 6.4 Interest Rate Risk in Banking Book ("IRRBB") (continued) £'000 Sensitivity of projected net interest income at 31 December 2009 31 December 2008 200bps parallel 200bps parallel increase decrease 1,464 (1,248) (1,511) 1,248 IRRBB Management...
02 Introduction 10 Governance and Committees 14 Risk Management Objectives and Policies 22 Remuneration 24 Capital Resources 32 Credit Risk 44 Counterparty Risk / Liquid Assets 48 Credit Quality 52 Interest Rate Risk in the Banking Book (IRRBB) 54 Asset Encumbrance 58 Other Disclosure Requirements 59...
20 Bank of China (UK) Ltd – Pillar 3 Disclosure 2010 Impact of 100 bps parallel shift on projected net interest income £'000 100 bps increase 2010 1,750 2009 727 100 bps decrease (1,750) (727) IRRBB Management The ALCO, Treasury Department and the Global Financial Market Department ...
prescribed by regulators (pillar 1 under new Basel II and still current architecture) with tailored supervisory measures based on a thorough analysis of the banks' risk profiles (pillar 2). Additionally, public disclosure requirements (pillar 3) looking to promote market discipline completed the ...
Pillar 3 Disclosure December 2021 28 BNY Mellon Saudi Financial Company Acronym Description ExCo FCA FMUs FRS FSMA FX G-SIFI GCA GSP HLA HQLA HRCC IAS IASB ICA ICAAP ICRC IFRS ILAAP ILG IRRBB IMMS ISDA ISM IT KRI KYC LCR LERO LOB LOD MiFID II Executive Committee Financial Conduct ...
of my knowledge I confirm that the Basel II – Pillar 3 disclosure for the financial year ended 31 December 2015 has been prepared and submitted to Bank Negara Malaysia in accordance with the Guideline on Risk Weighted Capital Adequacy Framework (Basel II) – Disclosure Requirements (Pillar 3)...