ICAAP and Risk reports

ICAAP reports

The Saxo Group issues regular ICAAP and Risk reports in compliance with Danish financial regulations.  

The purpose of an Internal Capital Adequacy Assessment Process (ICAAP) is to determine the adequate capitalisation of the Bank, given the risks endured as well as future risks arising from growth, new markets and expansion of the product portfolio.

A full ICAAP is performed as often as required, but at least once a year. Capital adequacy levels adjusted to the ongoing limit utilisation are reported to the Danish Financial Supervisory Authority (FSA) on a quarterly basis.

Risk Reports

According to the Capital Requirements Regulation (CRR), Saxo Bank A/S is required to disclose information on the Bank's risks and policies relating to risk management, the calculation of capital requirements, Own Funds, Leverage, Liquidity and Asset Encumbrance. 

Saxo Bank invites you to read the following Risk Reports.

Trade responsibly

Losses can exceed deposits on margin products. Please ensure you understand the risks.

This website can be accessed worldwide however the information on the website is related to Saxo Bank A/S and is not specific to any entity of Saxo Bank Group. All clients will directly engage with Saxo Bank A/S and all client agreements will be entered into with Saxo Bank A/S and thus governed by Danish Law.


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