Rothschild & Co2011年年度报告.pdf

1、Paris Orlans SCAPillar 3 disclosures for the financial year ended 31 March 2012Contents1.Scope 32 Risk Management 43.Regulatory Ratios 64.Regulatory Capital 75.Capital Adequacy 86.Credit Risk 97.Market Risk 148.Operational risk 15Page 2Page 3 1.Scope1.1 IntroductionThis document is published to prov

2、ide information about Paris Orlans SCAs(“PO”)compliance with the public disclosure rules set out in the Order of 20 February 2007 relating to minimum capital requirements(known as“Pillar 3”requirements as set out in the Basel II Accord and its European transposition by the Capital Requirement Direct

3、ive(“CRD”).PO is registered within the list of Financial Companies supervised by the Autorit de Contrle Prudentiel(“ACP”).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 b

4、y allowing market participants to assess key pieces of information on the risk exposures and the risk assessment processes of PO.1.2 Basis of disclosureThese risk disclosures are made in respect of PO and its subsidiary undertakings(together“the Group”or “the PO Group”).Since 31 March 2011,the PO Gr

5、oup has been regulated by the ACP.The following regulated banking entities are fully consolidated in POs accounts:1.NM Rothschild and Sons Limited(“NMR”),incorporated in the United Kingdom and supervised by the Financial Services Authority(“FSA”);2.Rothschild Bank AG(“RBZ”),incorporated in Switzerla

6、nd and supervised by the Swiss Financial Market Supervisory Authority(“FINMA”);3.Rothschild&Cie Banque(“RCB”),incorporated in France and supervised by the ACP;and4.Rothschild Bank International(“RBI”)and Rothschild Bank C.I.Limited(“RBCI”),incorporated in Guernsey and supervised by the Guernsey Fina