Table of Contents
Document Overview
DIS20 Overview of risk management, key prudential metrics and RWA (paras. 20.1-20.5) (effective as of 1 January 2023)
This chapter covers disclosures on a bank's strategy, the senior management and directors' assessment and management of risk and key prudential metrics.
Version effective as of 01 Jan 2023
Updated to include the disclosure of: (i) leverage and capital ratios that exclude the output floor in the computation of RWA (Template KM1); and (ii) the level of the output floor and the resultant floor adjustment (Template OV1). Updated to take account of new implementation date as announced on 27 March 2020.
Introduction
20.1 The disclosure requirements under this section are:
(1) Template KM1 - Key metrics (at consolidated level)
(2) Template KM2 - Key metrics - total loss-absorbing capacity (TLAC) requirements (at resolution group level)
(3) Table OVA - Bank risk management approach
(4) Template OV1 - Overview of risk-weighted assets (RWA)