ICICI Bank 2013 Annual Report Download - page 209

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F131
Investment Risk oversight forms an integral part of the overall risk management framework and is guided by the
Equity Investment and Debt Investment policy for mutual funds. The process of assessment of investment risk
includes portfolio construction/asset allocation, analysis of performance of funds, review of credit/counterparty/
concentration risk, monitoring of liquidity risk in debt funds (major money market & short term funds), stress testing
of liquidity risk & impact review of trade price vs Volume-weighted average price etc. To sensitise management
regarding any exceptions in the area of investments, the investment risk oversight reporting forms part of the Risk
Management Committee agenda.
The company has in place various policies to manage operational risk such as the business continuity plan,
information technology security policy, product and process approval guidelines, procedure manuals etc.
BASEL II – PILLAR 3 DISCLOSURES (CONSOLIDATED)
at March 31, 2013