Guideline on Risk Management of Derivatives and Other Traded Instruments

Enclosure: Guideline on Risk Management of Derivatives and Other Traded Instruments

Topic:

Credit Risk Management - CCR

Market Risk Management - Others

Keyword: Systems/controls Risk measurement Policies/procedures Risk appetite/limits Board of Directors + Senior management/72B managers Internal auditors Strategic/reputation risk Three lines of defence Specialized/Board committees Reporting channels CEs/ACEs Operational risk Stress-testing Product due diligence Incentive systems Contingency planning External auditors Payment/transfer Management information system Regulatory reporting/disclosures -

Group: All Authorized Institutions