Alert thresholds

Key risk indicator

Type of indicator

Normal situation

Alarming situation

Critical situation

The number of anomalies detected by internal controllers, internal or external auditors, etc.)

Manual

0

1

≥2

Theoretical return of assets not invested

Automatic

≤1% of the total investment returns

]1%; 5%[ of the total investment returns

≥5% of the total investment returns

Liquidity exceedence ratio

Automatic

≤20% of the total securities portfolio¹³

]20%; 25%[ of the total securities portfolio

≥25% of the total securities portfolio

The number of anomalies detected by internal controllers, internal or external auditors, market authority etc.)

Manual

0

1

≥2

Issuer ratio

Automatic

≤20% of the total securities portfolio¹⁴

]20%; 25%[ of the total securities portfolio

≥25% of the total securities portfolio

Yield spread between strategic portfolio and existing one

Automatic

>0%

<0%

<−5%

The number of anomalies detected by internal controllers, internal or external auditors, market authority etc.)

Manual

0

1

≥2

Unrecorded depreciation value

Manual

≤1% of the securities portfolio

]1%; 3%[ of the securities portfolio

≥3% of the securities portfolio

Exceedence of the borrowing limit

Automatic

≤10% of the securities portfolio¹⁵

]10%; 15%[ of the securities portfolio

≥15% of the securities portfolio