ICAAP and Risk 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.
- Public ICAAP 2018 Q2
- Public ICAAP 2018 Q1
- Public ICAAP 2017 Q4
- Public ICAAP 2017 Q3
- Public ICAAP 2017 Q2
- Public ICAAP 2017 Q1
- Public ICAAP 2016 Q4
- Public ICAAP 2016 Q3
- Public ICAAP 2016 Q2
- Public ICAAP 2016 Q1
- Public ICAAP 2015 Q4
- Public ICAAP 2015 Q3
- Public ICAAP 2015 Q2
- Public ICAAP 2015 Q1
- Public ICAAP 2014 Q4
- Public ICAAP 2014 Q3
- Public ICAAP 2014 Q2
- Public ICAAP 2014 Q1
- Public ICAAP 2013 Q4
- Public ICAAP 2013 Q3
- Public ICAAP 2013 Q2
- Public ICAAP 2013 Q1
- Public ICAAP 2012 Q4
- Public ICAAP 2012 Q3
- Public ICAAP 2012 Q2
- Public ICAAP 2012 Q1
- Public ICAAP 2011 Q4
- Public ICAAP 2011 Q3
- Public ICAAP 2011 Q2
- Public ICAAP 2011 Q1
- Public ICAAP 2010 Q4
- Public ICAAP 2010 Q3
- Public ICAAP 2010 Q2
- Public ICAAP 2010 Q1
- Public ICAAP 2009 Q4
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.
- 2017 risk report saxo bank group additional pillar III disclosures
- 2017 Risk Report Saxo Bank and Saxo Bank Group
- 2016 Risk Report Saxo Bank and Saxo Bank Group
- 2016 Risk Report Saxo Bank additional pillar III disclosures
- 2015 Risk Report Saxo Bank and Saxo Bank Group
- 2014 Risk Report Saxo Bank and Saxo Bank Group
- 2013 Risk Report Saxo Bank
- 2012 Risk Report Saxo Bank
- 2011 Risk Report Saxo Bank
- 2010 Risk Report Saxo Group
- 2010 Risk Report Saxo Bank As
