Pillar 3 Disclosures - Goldman Sachs

Capital Framework. CRD IV introduced changes to the definition of regulatory ...... in respect thereof. The Sarbanes Oxley (SOX) clawback provisions apply to all.
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Goldman Sachs Group UK Limited

Pillar 3 Disclosures For the year ended December 31, 2014

GOLDMAN SACHS GROUP UK LIMITED

Pillar 3 Disclosures

TABLE OF CONTENTS Page No. Introduction ....................................................................................................................................................................... 2 Regulatory Capital ............................................................................................................................................................ 6 Risk-Weighted Assets ....................................................................................................................................................... 8 Credit Risk ........................................................................................................................................................................ 8 Equity Exposures in the Banking Book ........................................................................................................................... 15 Securitisations ................................................................................................................................................................ 16 Market Risk ..................................................................................................................................................................... 18 Operational Risk ............................................................................................................................................................. 22 Interest Rate Sensitivity .................................................................................................................................................. 24 Capital Adequacy............................................................................................................................................................ 24 Risk Management ........................................................................................................................................................... 25 Governance Arrangements ............................................................................................................................................ 27 Cautionary Note on Forward-Looking Statements ......................................................................................................... 29 Glossary .......................................................................................................................................................................... 30 UK Remuneration Disclosures ....................................................................................................................................... 32

INDEX OF TABLES Page No. Table 1: Minimum Regulatory Capital Ratios ................................................................................................................... 4 Table 2: Regulatory Capital Ratios ................................................................................................................................... 6 Table 3: Regulatory Capital Resources ............................................................................................................................ 6 Table 4: Reconciliation to Audited Balance Sheet ........................................................................................................... 6 Table 5: Tier 2 Capital Instruments .................................................................................................................................. 7 Table 6: Risk-Weighted Assets ........................................................................................................................................ 8 Table 7: Capital Requirements ......................................................................................................................................... 8 Table 8: IRB Approach Exposure Class .................