Risk profile Credit risk Market risk Other risks Capital management
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Organisation

Risk management
Types of risk
Risk appetite
Risk policies
Organisation
      Board of Directors
      Executive Board
      Business areas
      Group Credits
      Group finance
Reporting
Credit risk

Policy
Approval
      Pricing models
Classification
      Rating of corporate            customers
      Rating of institutions
      Rating of sovereign
           risk
      Credit scoring of
           personal customers
      Credit scoring of SME
Credit exposure
      Credit exposure in the            banking book
      Credit exposure in the            trading book
Credit risk management
      Risk mitigation
      Monitoring
      Default
      Collection
      Impairment
Portfolio management
      Credit risk model
      Risk concentrations
Parameters
      Probability of default
      Loss given default
      Conversion factor
      Maturity
Securitisation
Market/liquidity risk

Market risk
      Policy
      Monitoring
      Use of models
      Market risks
      Value at Risk
      Market risks at            Danica Pension
      Calculation of capital            requirements
Liquidity risk
      Control and            management
      Collateral provided by            the Group
Other risks

Operational risk
      Basis of operational            risk management
Business risk
      Control and
           management
      Use of models
      Capital requirements
Pension risk
      Control and
           management
      Use of models
      Capital requirements
Insurance risk
      Control and
           management
      Risk exposure
      Capital requirements
Capital management

Capital management
      Cap. req.
           under Pillar 1
      ICAAP
      Capital targets
      Ratings
      Targets for risk-
           adjusted return
      Transition to CRD
      Capital base
Consolidation