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[Bank Name]
| Risk Type | Board Appetite Level | KRI RAG (G/A/R) | Overall Status |
|---|---|---|---|
| Credit Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Operational Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Technology & Cybersecurity Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Compliance Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Market Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Model Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
| Strategic Risk | Cautious (3.0/5) | 8 / 0 / 0 | GREEN |
Set qualitative appetite across 7 risk types (56 questions) and monitor 56 quantitative KRIs against Board-calibrated Green/Amber/Red thresholds.
Draft appetite statement: “The Bank maintains a [Cautious/Open] appetite for credit risk, targeting sustainable loan growth within approved concentration limits, while maintaining asset quality consistent with an investment-grade risk profile.”
How much appetite does the Bank have to grow the loan book faster than market/peer average if it means accepting a modest increase in portfolio risk?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's tolerance for single-obligor/group concentration relative to capital?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's tolerance for sector concentration in the loan portfolio?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's tolerance for geographic/country concentration, including emerging-market exposure?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's appetite for lending to sub-investment-grade or higher-risk-rated obligors?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's appetite for unsecured/uncollateralized lending?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's tolerance for an increase in the non-performing loan (NPL) ratio during a downturn?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
What is the Bank's appetite for related-party or connected lending?
Preference for safe options, tolerated where there is a strong likelihood of benefit.
NPL ratio
Stage 3 loans / gross loans · Higher = Worse · Chief Credit Officer · Monthly
Stage 2 ratio
Under-performing (Stage 2) loans / gross loans · Higher = Worse · Chief Credit Officer · Monthly
Single obligor concentration
Largest single exposure / total regulatory capital · Higher = Worse · Chief Credit Officer · Quarterly
Top 20 borrower concentration
Sum of 20 largest exposures / gross loans · Higher = Worse · Chief Credit Officer · Quarterly
Largest sector concentration
Largest single-sector exposure / gross loans · Higher = Worse · Chief Credit Officer · Quarterly
Provision coverage ratio
Stage 3 provisions / Stage 3 loans · Lower = Worse · Chief Credit Officer · Monthly
90+ days past due ratio
Loans 90+ days past due / gross loans · Higher = Worse · Chief Credit Officer · Monthly
Loan growth vs. budget variance
Actual loan growth vs. Board-approved budget · Higher = Worse · Chief Credit Officer · Quarterly
Within Appetite
All KRIs within Board-approved Green thresholds; standard monitoring only.
56
Green
0
Amber
0
Red