Case of NBR

VI. ICAAP disclosure (2)
• The economic capital requirement is compared to the capital held as
coverage (broken down into equity, subordinated capital, reserves and
retained earnings), thus determining the Group’s ability to absorb these
potential unexpected losses.
• The risk is calculated at a confidence level of 99.9%. The calculation of
RCC is designed in accordance with the business strategy and risk profile of
Bank Group and is accounted for in its risk appetite.
• The Management Body is informed on a quarterly basis on the basis of
the results of the determined risk bearing capacity of the bank, the degree
of utilization of the risk limits, about the level of risks and the capital/coverage
potential going forward.
• The calculation of the risk-bearing capacity is a vital part of the management
of risk and capital at the level of Bank Group.
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