PILLAR 3
DISCLOSURES
PILLAR 3
DISCLOSURES
Situation at 31.12.2020
This document has been translated from that issued in Italy, from the Italian into the English language, solely for the convenience of international readers. The Italian version remains the definitive version.
BANCA GENERALI S.P.A.
Contents
Key regulatory indicators | 4 | |
Foreword | 5 | |
1. | Risk Management Objectives and Policies | 7 |
2. | Scope of application | 21 |
3. | Own funds | 22 |
3.1 Common Equity Tier 1 - CET1 | 22 | |
3.2 Additional Tier 1 capital (AT1) | 23 | |
3.3 Tier 2 capital (T2) | 23 | |
4. | Capital requirements | 28 |
5. | Credit risk: General Information | 31 |
6. | Credit risk: use of ECAIS | 50 |
7. | Credit risk mitigation techniques | 52 |
8. | Counterparty risk | 56 |
9. | Securitisation | 58 |
10. | Operating risk | 59 |
11. | Capital instrument exposures not included in the trading book | 61 |
12. | Exposure to interest rate risk on positions not included in the trading book | 65 |
13. | Encumbered and unencumbered assets | 66 |
14. | Leverage | 68 |
15. | Remuneration policies | 72 |
Declaration of the manager in charge of preparing the company's financial reports | 73 | |
Annex 1 - Own funds: Terms and conditions of Tier 1 and Tier 2 capital instruments | 74 | |
Annex 2 - Own funds: transitional own funds disclosure template | 77 | |
Annex 3 - Own funds: Overall reconciliation of CET1, Tier 2 elements, as well as filters | ||
and deductions applied to own funds and the corresponding balance sheet items | 82 |
PILLAR 3 - DISCLOSURES | 3 | |
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Disclaimer
Banca Generali S.p.A. published this content on 31 March 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 31 March 2021 17:32:01 UTC.