• MÜNCHENERHYP 2017
    • Letter from the Board of Management
    • Report of the Supervisory Board
    • Results at a Glance
    • The Members of the Delegates Meeting
    • Executive Management and Bodies
  • MANAGEMENT REPORT
    • ECONOMIC REPORT
      • Overall Economic Conditions
        • Economic Development
        • Financial Markets
        • Property and Property Financing Markets
      • Business Development
        • New Mortgage Business
        • Capital Markets Business
        • Refinancing
      • Asset, Financial and Earnings Situation
        • Balance Sheet Structure
        • Development of Earnings
      • Rating, Sustainability and Regulatory Conditions
        • Rating
        • Sustainability
        • Regulatory Conditions
      • Main Office, Bodies, Committees and Personnel
        • Main office
        • Bodies and Committees
        • Employees
        • Corporate Governance Statement Pursuant to Art. 289f German Commercial Code
    • RISK, OUTLOOK AND OPPORTUNITIES REPORT
      • Risk Report
        • Introduction
        • Counterparty Risk
        • Market Price Risks
        • Liquidity Risks
        • Investment Risk
        • Operational Risks
        • Ability to Bear Risks
        • Use of Finance Instruments for Hedging Purposes
        • Accounting-Based Internal Control and Risk Management Procedures
      • Corporate Planning
      • Outlook – Opportunities and Risks
        • Economic development and financial markets
        • Property and property financing markets
        • Development of business at Münchener Hypothekenbank
        • Disclaimer Regarding Forward-Looking Statements
  • ANNUAL STATEMENT OF ACCOUNTS
    • Balance Sheet
    • Income Statement
    • Statement of Development in Equity Capital and Cash Flow Statement
    • Notes
    • Independent Auditor´s Report
    • Affirmation by the Legal Representatives
    • Annex to Annual Financial Statements Pursuant to Art. 26a para. 1 Sentence 2 of the German Banking Act (KWG)
Risk report

Ability to Bear Risks

The professional concepts and models used to calculate the Bank’s ability to bear risks are continuously further developed in accordance with legal supervisory requirements. MünchenerHyp calculates its ability to bear risks based on the so-called Going-Concern, as well as the Insolvency Case. However, the so-called Going-Concern scenario is the relevant method used for control purposes, which determines if the bank would still have an adequate equity capital ratio exceeding legally required levels after the occurrence of risks contained in all of the risk categories.

The scenario deducts market risks, counterparty risks, operational risks, spread and migration risks, investment risks, property risks, as well as modelling risks containing other non-explicitly defined risks. Risks on cover potential for risks are accounted for on a conservative basis and without taking diversification effects be­tween the risk categories into consideration.

The Bank’s ability to bear risks was given at all times during the year under review.

Operational Risks
Use of Finance Instruments for Hedging Purposes
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