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Risk management policy
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  • Risk management policy

    Risk management policy

    OTP Capital is a member of OTP group of companies; therefore we use group standards when managing assets. Risk and asset liability management approach is based on models provided by OTP Asset Management (Hungary). Moreover we applied three layer system of investment decision making, which is unique for Ukrainian market. This approach consists of:

    1) top level strategy defining – approved by Supervisory board which consists of Hungarian, Bulgarian colleagues and representatives of OTP Bank (Ukraine);

    2) detailed strategy description – approved by investment committee which consists of OTP Capital and OTP Bank (Ukraine) colleagues representing investment, risk management and treasury units;

    3) realization action plan – approved by OTP Capital directorate.

    Additionally, as a result of cooperation of bank’s risk management specialists and investment unit of AMC, we have applied credit risks controlling system which involved in AMCs investment activity and managed by credit risk unit of the bank. Also stop-loss limit and assets liquidity control system are introduced allowing for better efficiency of operation in the Ukrainian market, which is quite volatile having low liquidity level.

    Developed and applied approaches (systems) allow achieving operational synergy, bringing transparency and efficiency to investment decision making process.



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