Risk Management
Capital Adequacy and Risk Management Report 2010
The 'Capital Adequacy and Risk Management Report 2010' gathers together the elements of the disclosure foreseen by the third Pillar of the Basel II framework and the corresponding CRD (Capital Requirement Directive) dispositions.
It gives an overview of how Rabobank has implemented the new Basel II framework. This includes a description of the parameters of this implementation and an overview of risk management at Rabobank.
Secondly, this disclosure aims to explain how Rabobank relates risk to the appropriate level of capital and details the capital structure.
Finally, this document details more specifically credit risk, market risk, interest rate risk in the banking book, liquidity risk and operational risks and sets out the risk management framework, monitoring processes and key mitigation initiatives. A special focus is also given to securitisation.
This document sets out the Rabobank organisational framework which was effective as of the 31st of December 2010.
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