Transcription of Risk Report 2008 - Dexia
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Risk Report2008 PILLAR III OF BASEL IIContactDexia SADexia Tower Place Rogier 11 1210 Brussels BelgiumTour Dexia 1, passerelle des Refl ets La D fense 2 TSA 12203 92919 La D fense Cedex FranceIBAN BE61-0682-1136-2017 BIC GKCCBEBB RPM Brussels VAT BE RelationsE-mail: Brussels: (32) 2 213 57 49 Phone Paris: (33) 1 58 58 85 97 Contents 3 1. Risk Management Objectives and 6 Mission and 6 Risk Governance and 6 Dexia Risk 10 2. Own Funds and capital 11 Own 11 capital Requirements by Type of 12 capital 14 Significant Banking 15 3. Credit 16 Credit Risk Management and 16 Credit Risk 20 Impairment, Past-Due and Related 22 Credit Risk Mitigation 24 AIRB 27 Standardized 43 Counterpart Risk on 44 Pillar II Credit 45 4.
Market Risk In terms of market risk, Dexia calculates its capital requirements on the basis of the Internal Model Approach for general interest rate risk and foreign exchange risk and the Standardized
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Risk, Based Capital, Framework, Based Capital Framework for Insurers, Based Capital Framework for Insurers [Version, Risk-based capital and governance in, Insurance, Economic Capital versus Regulatory capital for, Risk management in insurance industry, Business, Allocation of Capital in the Insurance, Insurance Risk Study