Information of Prudential Relevance 2014
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- Correspondence between the sections of Pillar III and the Group's Annual Consolidated Accounts as of 31-Dec-2014
- Executive Summary
- Introduction
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1. General information requirements
- 1.1. Company name and differences in the consolidable group for the purposes of the Solvency Regulations and the Accounting Circular
- 1.2. Identification of dependent institutions with capital below the minimum requirement. Possible impediments for transferring capital.
- 1.3. Exemptions from capital requirements at the individual or sub-consolidated level
- 1.4. General risk control and management model
- 1.5. Scope and nature of the risk measurement and reporting systems
- 1.6. Risk protection and reduction policies. Supervision strategies and processes
- 2. Information on total eligible capital
- 3. Information on capital requirements
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4. Credit risk
- 4.1. Definitions and accounting methodologies
- 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
- 4.8. RWA density by geographical area
- 5. Market risk in trading book activities
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6. Operational risk
- 6.1. Operational Risk definition
- 6.2. Operational Risk methodology
- 6.3. Model based on 3 lines of defense
- 6.4. Principles of BBVA's Operational Risk management model
- 6.5. Methods employed
- 6.6 Description of the advanced measurement approaches
- 6.7 The Group's Operational Risk profile
- 6.8. Governance of the Operational Risk model
- 7. Equity investments and capital instruments not included in the trading book
- 8. Interest-rate risk
- 9. Liquidity and funding risk
- 10. Leverage Ratio
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11. Information on remuneration
- 11. Information on remuneration
- 11.1. Information on the decision-making process for establishing the remuneration policy for the Identified Staff
- 11.2. Description of the different types of employees and executive officers included in the Identified Staff
- 11.3. Key features of the remuneration system
- 11.4. Information on the connection between the remuneration of the Identified Staff and the performance of the Group
- 11.5. Description of the criteria used for taking into consideration present and future risks in the remuneration process
- 11.6. The main parameters and reasons for any component of the possible variable remuneration plans and other non-monetary benefits, specifically, the measures adopted for the members of the Identified Staff who are responsible for control functions
- 11.7. Ratios between the fixed and variable remuneration of the Identified Staff
- 11.8. Quantitative information on the remuneration of the Identified Staff
- 12. Subsequent events
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Annex
- Summary Table Annex
- Annex I: Insurance companies and financial institutions with a stake of more than 10% that are not consolidated at solvency level
- Annex II: Rest of companies that are consolidated at accounting level but not at solvency level
- Annex III: Rest of companies that are not consolidated at accounting or solvency level
- Annex IV: Rest of companies that are not consolidated at accounting level but are consolidated at solvency level
