Citibank 2014 Annual Report Download - page 84
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67
MANAGING GLOBAL RISK TABLE OF CONTENTS
MANAGING GLOBAL RISK 68
Overview 68
Citi’s Risk Management Organization 68
Citi’s Compliance Organization 71
CREDIT RISK (1) 73
Credit Risk Management 73
Credit Risk Measurement and Stress Testing 73
Loans Outstanding 74
Details of Credit Loss Experience 75
Allowance for Loan Losses 76
Non-Accrual Loans and Assets, and Renegotiated Loans 77
North America Consumer Mortgage Lending 80
Consumer Loan Details 87
Corporate Credit Details 90
MARKET RISK (1) 93
Market Risk Management 93
Funding and Liquidity Risk 93
Overview 93
High Quality Liquid Assets 94
Deposits 95
Long-Term Debt 95
Secured Funding Transactions and Short-Term Borrowings 98
Liquidity Management, Stress Testing and Measurement 99
Credit Ratings 100
Price Risk 102
Price Risk Measurement and Stress Testing 102
Price Risk—Non-Trading Portfolios (including Interest
Rate Exposure) 102
Price Risk—Trading Portfolios (including VAR) 110
OPERATIONAL RISK 115
Operational Risk Management 115
Operational Risk Measurement and Stress Testing 115
COUNTRY AND CROSS-BORDER RISK 116
Country Risk 116
Cross-Border Risk 119
(1) For additional information regarding certain credit risk, market risk and other quantitative and
qualitative information, refer to Citi’s Pillar 3 Basel III Advanced Approaches Disclosures, as required
by the rules of the Federal Reserve Board, on Citi’s Investor Relations website.