Subregulation (2)(e) Nature and extent of risk exposures

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(e)Nature and extent of risk exposures

 

In respect of the various types of risk exposure specified below, and such further types of risk exposure as may be specified in writing by the Authority, a bank or controlling company shall disclose to the public such qualitative information and such quantitative information as may be directed in writing by the Authority:

 

(i) credit risk
(ii) counterparty credit risk
(iii) market risk
(iv) liquidity risk
(v) interest-rate risk in the banking book
(vi) operational risk
(vii) securitisation or resecuritisation
(viii) other material risks to which the bank is exposed.

 

(i) credit risk;

(ii) market risk;

(iii) liquidity risk;

(iv) interest-rate risk;

(v) operational risk;

(vi) securitisation or resecuritisation; and

(vii) other material risks to which the bank is exposed.

 

[Regulation 43(2)(e) substituted by section 13(d) of Notice No. 724, GG44003, dated 18 December 2020 - effective 1 January 2021]