Organisation Risk management Types of risk Risk appetite Risk policies Organisation       Board of Directors       Executive Board       Group Credits       Group finance       Business areas       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 I       ICAAP       Capital targets       Ratings       Targets for risk-       adjusted return       Transition to CRD       Capital base Consolidation