Zenith Bank: Pillar 3 Disclosure Report June 2021


Zenith Bank Plc – June 2021 Pillar 3 Disclosure

4.2

Sources of risk ……………………………………….. ………………. …………………………. …………………………….. ………..

21

4.3

General informations………………………………………… ……………… ………………………….. ……………………………. ..

21

4.4

Credit risk measurement ……………………………………… ……………… ………………………….. ……………………

24

4.5

Credit risk management ……………………………………… ……………… ………………………….. ……………

25

4.6

Risk mitigation ……………………………………….. . …………………………………………. …………….. ………..

26

4.7

Capitalization …………………………………………. ……………. ……………………………. ………………………….. ………..

29

5

MARKET RISK ……………………………………….. . …………………………………………. …………….. ………………

30

5.1

Market risk ……………………………………….. . …………………………………………. …………….. ……………

30

5.2

Sources of risk ……………………………………….. ………………. …………………………. …………………………….. ………..

30

5.3

Market risk management ……………………………………… ………….. ……………………………… ………..

30

5.4

Market risk measurement ……………………………………… ………………… ……………………….. ………………………

31

5.5

Risk mitigation ……………………………………….. . …………………………………………. …………….. ………..

32

5.6

Capitalization …………………………………………. ……………. ……………………………. ………………………….. ………..

32

6

OPERATIONAL RISK ………………………………………… ……. ……………………………………. ………………….. ……

33

6.1

Operational risk ………………………………………… …………….. …………………………… …………………………… ………

33

6.2

Sources of risk ……………………………………….. ………………. …………………………. …………………………….. ………..

33

6.3

Risk mitigation ……………………………………….. . …………………………………………. …………….. ………..

33

6.4

Capitalization …………………………………………. ……………. ……………………………. ………………………….. ………..

33

7 INTERNAL CAPITAL ADEQUACY AND ASSESSMENT PROCESS (ICAAP) ………………

35

7.1

Identification and assessment of material risks …………………………………….. ….. …………………

35

7.2

Credit concentration risk ……………………………………… ………. …………………………………. …….

36

7.3

Interest rate risk in the banking book …………………………………. ……… ……………………….

37

7.4

Strategic risk ………………………………………… .. ………………………………………… ……………… …………

38

7.5

Liquidity risk ……………………………………….. . …………………………………………. …………….. ………….

38

7.6

Group risk ………………………………………… …………….. …………………………… …………………………… …………….

40

7.7

Regulatory compliance risk ………………………………………. …. ………………………………….

41

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