About this Chairman's Corporate Consolidated Financial Company Financial Report Foreword Management Report Appendices Governance Statements Statements Term Total capital ratio Transfer risk Value at Risk (VaR) Regulatory capital divided by risk-weighted assets. Transfer risk relates to the possibility of foreign governments placing restrictions on funds transfers from debtors in their own country to creditors in other countries. Value at Risk (VaR) is used in calculating market risk, indicating the maximum loss to be incurred for a given confidence level and horizon and based on 'normal' market conditions and on one year of historical market trends. For day-to-day control, a confidence level of 97.5% and 1 -day horizon are applied. Annual Report 2018 - Glossary of Terms 267

Rabobank Bronnenarchief

Annual Reports Rabobank | 2018 | | pagina 269