Subregulation (2)(e) Nature and extent of risk exposures |
(e) | Nature and extent of risk exposures |
In respect of the various types of risk exposure specified below, and such further types of risk exposure as may be specified in writing by the Authority, a bank or controlling company shall disclose to the public such qualitative information and such quantitative information as may be directed in writing by the Authority:
(i) | credit risk |
(ii) | counterparty credit risk |
(iii) | market risk |
(iv) | liquidity risk |
(v) | interest-rate risk in the banking book |
(vi) | operational risk |
(vii) | securitisation or resecuritisation |
(viii) | other material risks to which the bank is exposed. |
(vi) securitisation or resecuritisation; and
(vii) other material risks to which the bank is exposed.
[Regulation 43(2)(e) substituted by section 13(d) of Notice No. 724, GG44003, dated 18 December 2020 - effective 1 January 2021]