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Information related to Risk Management (FY2013)

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We classify our risk exposures according to the various kinds of risk, including credit risk, market risk, liquidity risk and operational risk, and manage each type of risk according to its characteristics.

Index of Information related to Risk Management (FY2013)

Overview of Risk Management

Credit Risk

Credit Risk Management Structure 2014 Annual Review: P.52 (PDF/2,940KB)
Status of Credit Risk Exposure 2014 Annual Review: Capital P.25 (PDF/2,940KB)
Credit Risk–weighted Assets by Asset Class and Ratings Segment Information Material related to Risk Management (FY2013): P.6 (PDF/78KB)
Methods for Credit Risk Mitigation 2014 Annual Review: Capital P.40 (PDF/2,940KB)
Counterparty Risk in Derivatives Transactions and Long–settlement Transactions 2014 Annual Review: Capital P.41 (PDF/2,940KB)
Securitization Exposure 2014 Annual Review: Capital P.44 (PDF/2,940KB)
Equity Exposure in Banking Book 2014 Annual Review: Capital P.66 (PDF/2,940KB)

Market Risk

Market Risk Management Structure 2014 Annual Review: P.55 (PDF/2,940KB)
Status of Market Risk 2014 Annual Review: P.57 (PDF/2,940KB)
Outlier Criteria 2014 Annual Review: P.59 (PDF/2,940KB)

Liquidity Risk

Liquidity Risk Management Structure 2014 Annual Review: P.57 (PDF/2,940KB)
Status of Liquid Assets Information Material related to Risk Management (FY2013): P.8 (PDF/78KB)
Projected Repayment Amounts for Bonds and Notes, Borrowed Money, and Other Interest–bearing Liabilities 2014 Annual Review: Financial Data P.63 (PDF/2,940KB)

Operational Risk

Operational Risk Management Structure 2014 Annual Review: P.60 (PDF/2,940KB)

BIS Capital

Composition of Capital 2014 Annual Review: Capital P.5 (PDF/2,940KB)
Required Capital by Portfolio Classification 2014 Annual Review: Capital P.22 (PDF/2,940KB)
Risk–weighted Assets by Risk Type and Operating Entity Information Material related to Risk Management (FY2013): P.4 (PDF/78KB)
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