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cial year under review, risk strategies as well as
the bank`s business strategy were adapted to the
changed environment, and the new strategies
adopted by the Management Board and the
Supervisory Board.
1.3 Risk-bearing capacity and risk limits
The bank`s ability to carry and sustain risk
which is defined by the amount of aggregate risk
cover is a core determining factor governing the
structure of its risk management system. Aggregate
risk cover is defined as Tier 1 capital plus the
budgeted net income before taxes. The calculation
does not include additional funds such as supple-
mentary and subordinated capital. The aggregate
risk cover is updated at least once a year, and
additionally in the event of significant changes
occurring (such as a capital increase, or a change
in earnings projections).
We have thus implemented a system based upon
limits defined in a conservative manner, and
differentiated according to the type of risk.
The aggregation of individual limits is based on
the assumption that no risk-mitigating correlation
effects exist amongst different types of risk.
We also maintain a significant part of our aggregate
risk cover (around 23 % as at 31 December 2008
31 December 2007: approx. 25 %) as a risk
cushion, which is not applied to risk limits, and is
thus available for risk types that cannot be quanti-
fied (for example, reputational or strategic risks).
Overall, limits are set in a way so as to ensure
Aareal Bank`s ability to bear risk at any time. even
against the background of market distortions as
a result of the financial markets crisis during the
financial year under review. The diagrams shown
left illustrate the allocation or aggregate risk cover
across individual types of risk as at 31 December
2007 and 31 December 2008, respectively.
Concerning liquidity risk, aggregate risk cover is
not an appropriate measure to assess risk-bearing
capacity. Therefore, we have defined special tools
for managing this type of risk. These tools are
described in detail in the section "Liquidity risk".
2. Organisational structure and workflows
2.1 Credit business
2.1.1 Division of functions and voting
Aareal Bank Group`s structural organisation and
business processes are consistently geared to-
wards effective and professional risk management.
This includes the extensive implementation of
regulatory requirements regarding the structural
organisation and workflows in the credit business.
Allocation of aggregate risk cover
31 December 2008
Credit risks 57 %
Risk cushion 23 %
Market price risks 13 %
Operational risks 4 %
Investment risks 3 %
Allocation of aggregate risk cover
31 December 2007
Credit risks 53 %
Risk cushion 25 %
Market price risks 14 %
Operational risks 4 %
Investment risks 4 %
80 Aareal Bank Group Annual Report 2008 | Group Management Report
