Annual Report - Ahli United Bank

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Annual Report - Ahli United Bank

3. CREDIT RISK MANAGEMENT (continued)TABLE - 4 CREDIT RISK EXPOSURE POST CREDIT RISK MITIGATION AND CREDIT CONVERSIONThe following table details group credit exposures after applying risk mitigation.US$ ’000Claims on sovereigns 93,384Claims on public sector entities 451,474Claims on banks 2,009,338Claims on corporates 8,391,657Regulatory retail exposures 1,520,500Residential retail exposures 251,794Equity 263,352Investments in funds 337,304Other exposures 1,180,91714,499,720Add : Proportionate aggregation 1,457,550TOTAL 15,957,270TOTAL CREDIT RISK CAPITAL REQUIREMENT 1,914,872TABLE - 5 CAPITAL REQUIREMENT FOR CREDIT, MARKET AND OPERATIONAL RISKSCapitalrequirementUS$ ’000Claims on sovereigns 11,206Claims on public sector entities 54,177Claims on banks 241,121Claims on corporates 1,006,999Regulatory retail exposures 182,460Residential retail exposures 30,215Equity 31,602Investments in funds 40,476Other exposures 141,7101,739,966Add : Proportionate aggregation 174,906TOTAL CREDIT RISK CAPITAL REQUIREMENT (STANDARDISED APPROACH) 1,914,872TOTAL MARKET RISK CAPITAL REQUIREMENT (STANDARDISED APPROACH) 50,549TOTAL OPERATIONAL RISK CAPITAL REQUIREMENT (BASIC INDICATOR APPROACH) 132,291TOTAL 2,097,712AUB Annual Report 2009111

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