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AfrAsia Bank Limited and its Group Entities
Annual Report 2015
RISK MANAGEMENT REPORT
RISK MANAGEMENT STRUCTURE 83 RISK COMMITTEES ESTABLISHED BYTHE BOARD OF DIRECTORS 85 MANAGEMENT OF KEY RISK AREAS 86 Credit Risk 88 Credit Policies 88 Credit Rating 88 Credit Monitoring 89 Asset Credit Quality 90 Credit Exposure 91 Concentration of Risk – Large Exposures 93 Country Risk 93 Credit Risk Mitigation 95 MARKETAND LIQUIDITY RISK 96 Asset and Liability Committee 96 Interest Rate Risk 97 Currency Risk 98 Limits 99 Liquidity Risk 100 OPERATIONAL RISKS INFORMATION 100 Business Continuity Management (BCM) 103 Internal Audit 104 Compliance 105 CAPITAL STRUCTURE AND ADEQUACY 106 Risk Weighted Assets 110 RELATED PARTYTRANSACTIONS, POLICIES AND PRACTICES 111