Examples of Portfolio Limits in a sentence
Risk Control for Traded Market Risk Traded market risk is controlled primarily through a series of limits, e.g. PV01 Limit, Cut-Loss Limits and Portfolio Limits, which are regularly reviewed by ALCO.The Board of Directors approves the limits at least once a year or as and when appropriate.
Risk Control for Traded Market Risk Traded market risk is controlled primarily through a series of limits such as PV01 Limit, Cut-Loss Limits and Portfolio Limits, which are regularly reviewed by ALCO.The Board of Directors approves limits at least once a year or as and when appropriate.
In order for Staff to implement the Strategic Plan and optimize the Legacy Portfolio during an anticipated five to seven year transition period to full compliance with Policy, the Interim Portfolio Limits listed below will supersede the respective long-term strategic limits detailed above during the specified time periods.
It encompasses various areas of risk including but not limited to credit risk, market risk, operational risk, liquidity risk etc.▪ Investment ReportsInvestment Portfolio Limits monitoring, Performance of Fixed Income Portfolio, Performance of Quoted Equity Portfolio, Money Market Placement and Borrowing report etc.▪ More granular Reports for monitoring and control purposes are provided on periodic basis- monthly, quarterly to Senior Management.
The Bank manages credit risk by the use of Risk Appetite Statement, Portfolio Limits and Key Risk Indicators (“KRIs”) within the Bank’s Credit Risk Management Policy.