Citibank 2013 Annual Report Download - page 91
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73
MANAGING GLOBAL RISK INDEX
CREDIT RISK 74
Credit Risk Management 74
Credit Risk Measurement and Stress Testing 74
Loans Outstanding 75
Details of Credit Loss Experience 76
Allowance for Loan Losses 77
Non-Accrual Loans and Assets and Renegotiated Loans 78
North America Consumer Mortgage Lending 82
Consumer Loan Details 92
Corporate Credit Details 95
MARKET RISK(1) 98
Market Risk Management 98
Funding and Liquidity Risk 98
Overview 98
High-Quality Liquid Assets 99
Deposits 100
Long-Term Debt 100
Secured Financing Transactions and Short-Term
Borrowings 102
Liquidity Management, Measurement and Stress Testing 104
Credit Ratings 105
107
Price Risk Measurement and Stress Testing 107
Price Risk—Non-Trading Portfolios
(including Interest Rate Exposure) 107
Price Risk—Trading Portfolios (including VAR) 115
OPERATIONAL RISK 119
Operational Risk Management 119
Operational Risk Measurement and Stress Testing 119
COUNTRY AND CROSS-BORDER RISK 120
Country Risk 120
Cross-Border Risk 128
(1) For additional information regarding market risk and related metrics, refer to Citi’s Basel II.5 market
risk disclosures, as required by the Federal Reserve Board, on Citi’s Investor Relations website.
Price Risk