Market Risk Review Reports

22-Mar-2012

Market Risk Review 2011

During the normal course of its business, the Bank is exposed to a number of risks, key of which are the credit risks of its development related exposures as well as market and counterparty risks related to its treasury activities. Substantially all of the Bank‟s business activities are subject to the risk that market prices and rates (more importantly interest and exchange rates) will move and result in profits or losses. The Bank does not seek to profit from predicting or anticipating the future level or direction of interest or exchange rates and therefore strives to limit exposures to...
25-May-2010

Market Risk Review 2009

The Bank’s overarching risk management philosophy is to optimize the use of its risk bearing capacity to support the Bank’s development related activities (i.e. core business risks). To achieve this, the Bank seeks to minimize its exposure to other sources of risk that are incidental to the Bank’s development mandate (the non-core risks). While market risk has always been a relatively limited risk in the context of the Bank’s operations, the financial crisis has highlighted the shifting paradigm. The volatile and even uncertain asset prices, widespread deterioration in credit quality,...
28-Dec-2000

Market Risk Review 2007

The Bank manages the various risks to which it is exposed within an over-arching risk management philosophy. The essence of this philosophy is to maximize the risk bearing capacity that is made available to support the Bank’s development activities (the Bank’s core business risks). To do this, the Bank seeks to minimize its exposure to other sources of risk that are incidental to the Bank’s development mandate (non-core risks).