Grupo Supervielle(US:SUPV)2025-04-21 20:18Market Risk Capital Requirements - The minimum market risk capital requirement for 2024 is Ps. 7,312,430 thousand, significantly higher than Ps. 1,550,904 thousand in 2023[1603] - The maximum market risk capital requirement for 2024 reached Ps. 19,078,159 thousand, compared to Ps. 6,083,336 thousand in 2023[1603] - The average market risk capital requirement for 2024 is Ps. 11,042,371 thousand, up from Ps. 3,928,460 thousand in 2023[1603] - As of December 31, 2024, the consolidated total net asset foreign currency position subject to foreign currency risk was Ps. 8,581 million, generating a market risk capital requirement of Ps. 686.5 million[1618] Interest Rate Risk Capital Requirements - The minimum interest rate risk capital requirement for 2024 is Ps. 7,461,201 thousand, an increase from Ps. 5,210,740 thousand in 2023[1612] - The maximum interest rate risk capital requirement for 2024 is Ps. 39,225,571 thousand, compared to Ps. 21,195,988 thousand in 2023[1612] - The average interest rate risk capital requirement for 2024 is Ps. 24,621,276 thousand, significantly higher than Ps. 10,617,473 thousand in 2023[1612] - The total interest-earning assets as of December 31, 2024, amount to Ps. 3,440,020,887 thousand, with a positive interest rate gap of Ps. 746,905,903 thousand[1612] - The cumulative sensitivity gap as a percentage of total interest-earning assets for the 0-1 year maturity is 29.5%[1612] Operational Risk Management - The company defines operational risk as the risk of loss from inadequate or failed internal processes, including legal risk but excluding strategic and reputational risk[1624] - The company emphasizes its pioneering role in designing operational risk management frameworks in Argentina, aligning with Central Bank requirements and international best practices[1625] - The operational risk management process includes identification, measurement, mitigation, and monitoring stages to minimize operational risk and enhance understanding of the risk profile[1626] - A Risk Control Self-Assessment model is implemented to identify operational risk across all processes and IT assets[1626] - The company evaluates operational risk by establishing risk levels and assessing the effectiveness of control mechanisms[1626] - Plans of action and strategies are applied to mitigate risks, ensuring they remain within levels set by the Board of Directors[1626] - Monitoring processes are in place to quickly detect deficiencies in operational risk management policies and ensure continuous improvement[1626] - Each branch and service center has a delegate responsible for monitoring operational risk, reporting to the Operational Risk Department[1625] - The operational risk management framework is supported by a network of risk correspondents throughout the company's branches[1625] - The company aims to maintain a comprehensive approach to operational risk management, ensuring collaboration across its entire network[1625] Risk Management Oversight - The Risk Management Committee is responsible for monitoring compliance with market risk policies every two weeks[1598]