2019 Anual Report
Internal Risks Management
In the period between July and December 2019, the objective of the process of the Internal Risks Management focused in the control of different types of risks in which the institution is exposed (credit, market, cash flow, no-quantifiable); according to the normativity established in the General Applicable Dispositions Assets to the Credit Institutions, emitted by the National Banking Commission and Values (CNBV), published in the Federation Official Journal in December 2nd of 2005.
Capital strategic limits
The active limits in a strategic level (global limits) have a distributable capital of $21,914 million pesos.
It is worth mentioning that, in the global management model, a safety frame of 2.5% ICAP has been established to have fulfillment to the supplement of capital preservation that demands Basilea III since 2014.
- The limits in a strategic level, and the consumption levels in December 2019 are the following:
Tactical capital limits
On basis of the strategic limits authorized by the Management Board, The Integral Risks Management Committee (CAIR) authorized the distribution of capital limits to a tactical level, determined on basis of the needs in the business areas.
A monitoring of the intakes to control the assumed risk by the institution. In all cases the consumption remained within the authorized limits and no misuse was registered.
- Regarding the credit risk, the limits in a strategic level and its consumptions in 2019:
For the portfolio with risk, the limits and consumption of the credit risk in December 2019:
On the other hand, according to the General Applicable Dispositions Assets to the Credit Institutions in the matter of diversification of risks in the realization of passive and active operations, the maximum limits for common risks were determined, briefing the Business Units and the CAIR.
According to these dispositions, the credit expositions are determined and the occupational level of the applicable limits for each reference period for the Private Sector, the 3 biggest debtors in the private sector, the entities and bodies of the public parastatal sector and the banking financial intermediaries, set the limits of a prudential character with the purpose of maintaining the observance within the regulatory boundaries.
- The structure of the tactical limits in the portfolio counterpart and their levels of consumption to December 2019
- Its is worth mentioning that between July and December 2019 the authorized limits were not exceeded
- The Treasury Portfolio presented a consumption of $450 million pesos of capital con an occupation of 71% of the tacit limit.
- Regarding the market risk, here are presented the tactic limits and registered intakes from December 2019
In the closing of December 2019, the Risk Market portfolio registered a capital consumption of $1,782 million pesos, to a use of 71% of the strategic limit level. The biggest tactical consumption is in the Treasury portfolio with $1,122 million pesos and a use of the 69% of the authorized limit.
