Risk management
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Safeguarding trust and stability
Risk management is one of the key factors in our economic stability. We safeguard our future through effective management of capital, liquidity and risk.
We identify, value and monitor the relevant risks and manage our capital in such a way that our risk capacity is always guaranteed. We do this in the framework of our risk policy, which is determined by the Board of Directors of VP Bank Group. It contains the risk strategies and regulates the principles, structures, methods and instruments of risk management. By monitoring the targets and limits set out in it, we ensure that risks are always taken within the scope of our risk appetite.
Capital management and asset and liability management
- Ensuring a comfortable capital base to guarantee risk-bearing capacity
- Monitoring of capital and asset/liability structures to comply with regulatory requirements and cover operational needs
- Simulation and analysis of stress situations by way of defining an adequate level of capitalisation
Liquidity management
- Ensuring a comfortable liquidity position to guarantee risk-bearing capacity
- Monitoring of liquidity to comply with regulatory requirements and cover operational needs
- Simulation of stress situations and analysis of their impact on liquidity
Credit risks
- Monitoring and management of credit risks with regard to their significance for client lending business
Market risks
- Monitoring market risks to ensure compliance with regulatory and internal bank requirements
- Simulation of stress scenarios and analysis of their impact on risks and returns
Operational risks (OpRisks)
- Systematic monitoring of operational risks
- Implementation of risk assessments as well as expansion and optimisation of the existing internal control system (ICS)