Risk Review

Risk review

Insight into the level of risk across our businesses and portfolios, the material risks and uncertainties we face and the key areas of management focus. To find out more about the major risk policies which underlie our Risk exposures, we have consolidated policy-based qualitative information under Risk management.

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• Contents

• Risk factors
  • Credit risk
  • Market risk
  • Funding risk
  • Operational risk

• Credit risk
  • Maximum exposure
  • Balance sheet concentrations
  • Balance sheet credit quality
  • Loans and advances and impairment
  • Retail credit risk
  • Wholesale credit risk
  • Barclays credit market exposures
  • Exposures to Eurozone Countries

• Market risk
  • Traded market risk exposures
  • Non-traded rate risk exposures
  • Margins and Balances
  • Foreign exchange risk
  • Other market risks

• Funding risk – Capital
  • Capital composition
  • Impact of Basel 3
  • Adjusted gross leverage
  • Implementation of Basel 3 – leverage impacts
  • Economic capital

• Funding risk – Liquidity
  • Liquidity risk stress testing
  • Liquidity pool
  • Funding structure
  • Encumbrance
  • Credit ratings
  • Liquidity management at Absa Group
  • Contractual maturities

• Operational risk

• Reputation risk

• Conduct risk

• Supervision and regulation