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Risk appetite / Risk team structure [65]

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Bullet points include: Risk report (credit risk) should include management summary overviewing most important details / indicators, e.g. Overall VaR and limit / capital utilisation Expected defaults, extent of unsecured portions, largest exposures, term / collateral structure, new business A main part containing: Structural characteristics of entire portfolio Extent of limits and their utilisation Decisions exceeding certain triggers More details on individual positions Notes explaining the above, and relevant analyses of individual positions

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