Rothschild & Co2013年年度报告.pdf

1、Pillar 3 disclosure for the financial year ended 31 March 2014July 2014Paris Orlans SCA Pillar 3 disclosure as at 31 March 2014|Page 3 1.Scope 42.Risk Management 53.Regulatory Ratios 74.Regulatory Capital 85.Risk Weighted Assets and Capital Requirements 86.Credit risk 97.Market risk 138.Operational

2、risk 14Appendix A Capital instruments 15Appendix B Own funds:Full basis and transitional basis 17ContentsPage 4|Paris Orlans SCA Pillar 3 disclosure as at 31 March 2014IntroductionThis document is published to provide information about Paris Orlans SCAs(“PO”)compliance with the public disclosure rul

3、es set out in the Regulation No 575/2013 of the European Parliament and of the Council of 26 June 2013 relating to minimum capital requirements(known as“Pillar 3”requirements in the new Basel 3 Accord and its European transposition by the Capital Requirements Regulation(“CRR”).PO is registered withi

4、n the list of Financial Companies supervised by the Autorit de Contrle Prudentiel et de Rsolution(“ACPR”).The Pillar 3 disclosure requirements complement the minimum capital requirements(“Pillar 1”)and the supervisory review process(“Pillar 2”)and aim to encourage market discipline by allowing marke

5、t participants to assess key pieces of information on the risk exposures and the risk assessment processes of PO.This document is available on POs corporate website(www.paris-)along with the PO 2014 Annual Report.Basis of disclosureThese risk disclosures are made in respect of PO and its subsidiary

6、undertakings(together“the Group”or“the PO Group”).Since 31 March 2011,the PO Group has been regulated by the ACPR.The following regulated banking entities are fully consolidated in POs accounts:NM Rothschild and Sons Limited(“NMR”),incorporated in the United Kingdom and supervised by the Prudential