information of prudential relevance 2012
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Introduction
Introduction
1. General information requirements
1.1. Company name and differences in the consolidated group for the purposes of the Solvency Circular and the Accounting Circular
1.2. Identification of dependent institutions with capital resources below the minimum requirement. Possible impediments for transferring capital.
1.3. Exemptions from capital requirements at the individual or sub-consolidated level
1.4. Risk management policies and targets
2. Information on total eligible capital
2.1. Characteristics of eligible capital
2.2. Amount of eligible capital resources
3. Information on capital requirements
3.1. A breakdown of minimum capital requirements by risk type
3.2. Procedure employed in the internal capital adequacy assessment process
4. Credit risk
4.1. Accounting definitions
4.2. Information on credit risks
4.3. Information on counterparty risk
4.4. Information on the standardized approach
4.5. Information on the IRB method
4.6. Information on securitizations
4.7. Information on credit risk mitigation techniques
5. Market risk in trading book activities
5.1. Differences in the trading book for the purposes of applying the Solvency and the Accounting Circulars
5.2. Internal models
6. Operational risk
6. Operational risk
6.1. Methods employed
6.2. Description of the advanced measurement approaches
6.3. The Group's operational risk profile
7. Investments in capital instruments not included
7.1. Differentiation between portfolios held for sale and those held for strategic purposes
7.2. Accounting policies and instrument valuation
7.3. Book value of equity investments
7.4. Exposure in equity investments and capital instruments
8. Interest rate risk
8.1. Nature of interest rate risk and key hypotheses
8.2. Variations in interest rates
9. Liquidity and funding risk
9.1. Liquidity and funding management
9.2. Liquidity and funding prospects
10. Information on remuneration
10. Information on remuneration
10.1. Information on the decision-making process for establishing the remuneration of the Identified Staff
10.2. Description of the different types of employees and executive officers included as Identified Staff
10.3. Key features of the remuneration system
10.4. Information on the connection between the remuneration of the Identified Staff and the performance of the Group
10.5. Description of the criteria used for taking into consideration present and future risks in the remuneration process
10.6. The main parameters and reasons for any component of the possible variable remuneration plans and other non-monetary advantages
10.7. Quantitative information on the remuneration of the Identified Staff
Annex
Companies with a different method of consolidation and deducted from capital for the purposes of the Solvency Circular.
Information of Prudential Relevance 2012
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Information of Prudential Relevance 2012
Basel Accord PILAR III
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