Improving Governance in Africa
A comfortable cushion for risk bearing activities
Measuring and monitoring capital requirements for credit,
counterparty, market and operational risks
9,000
In USD million
AfDB risk
8,000
capital
7,000
supports a
USD 19 billion
6,000
243
74
- 218
5,710
portfolio of
509
868
5,000
sovereign,
1,162
commercial
4,000
and equity
3,070
financing as
3,000
well as a USD
2,000
13.5 billion
treasury
portfolio
1,000
0
Sovereign
Non-sovereign
As of 30 June 2016
* Diversification benefit stems from correlation between risks
Equity
Treasury
Retirement plan
Operational risk
Diversification benefit*
Total used risk capital
Capital utilization driven by the volume and quality of the Bank's various risk exposures
Total risk capital
8,870
3,160
Available
risk
capital
(36%)
Risk
capital
5,710
utilized
(64%)
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