203.177.140.66203.177.140.66/pdf/PVB-Annual-Report-2012.pdfO veteransbank Profile Our Vision We are...
49
-
Upload
hoangthien -
Category
Documents
-
view
213 -
download
0
Transcript of 203.177.140.66203.177.140.66/pdf/PVB-Annual-Report-2012.pdfO veteransbank Profile Our Vision We are...
Veterans Bank 2012 AR
35.1
Market Risk Weighted Assets Market risk-weighted assets by type of exposure as of December 31, 2012 and 2011 consist of the following:
Market Risk-Weighted Assets
(In Millions)
December 31, 2012 December 31, 2011
Interest Rate Exposures 8.55 63.06 Foreign Exposures 51.74 53.14
Total 60.29 116.20 The Bank uses the Standardized approach to measure the market risk capital charge. Operational Risk Weighted Assets Below table shows the operational risk-weighted assets as of December 31, 2012 and 2011:
Operational Risk-Weighted Assets
(In Millions)
December 31, 2012 December 31, 2011
BIA 3,417.80 4,019.49 The Basic Indicator Approach (BIA) is employed to measure the operational risk capital charge. For the discussion on the regulatory Qualifying Capital, please refer to Note 4 of Audited Financial Statement.
