Pillar 3 Public Exposure for Basel II

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Public Disclosure Pillar 3 reporting falls into three categories:

§ Credit Risk exposure before and after Credit Risk Mitigation Techniques (CRMT) for the Group broken down by:

o Industry sector;
o Asset class;
o Maturity band; and
o Country.
§ Actual loss versus expected loss; and
§ Impaired and defaulted loan totals.

Additional disclosure reporting will be specified when credit risk models have been defined for:
§ Distribution of externally rated obligors to internal risk grades;
§ Exposure by LGD grades (banded LGD values) and Risk Grade; and
§ Eligible Collateral EAD totals by collateral type.

That is pillar 3, there is also Pillar 1and2

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