Large Exposures & Concentration Risk
Large exposure limit monitoring against Tier 1 capital and connected counterparty aggregation
Counterparties Monitored
312
Connected Groups Aggregated
64
Near-Limit Exposures
1
Largest Single Exposure
24.9%
| Counterparty / Connected Group | Exposure | % of Tier 1 | Regulatory Limit | Status |
|---|---|---|---|---|
| Solera Industrial Holdings Group | £412M | 9.8% | 25% | Within Limit |
| Northwind Infrastructure Partners | £380M | 9.0% | 25% | Within Limit |
| Castellan Retail Group (connected) | £1,048M | 24.9% | 25% | Near Limit |
| Aurelia Shipping & Logistics | £296M | 7.0% | 25% | Within Limit |
| Meridian Interbank — Overnight Book | £620M | 14.7% | 25% | Within Limit |
About This Agent
Data on This Page
Exposures per counterparty and connected group, shown as an absolute amount and as a percentage of eligible Tier 1 capital against the 25% regulatory limit. Stat tiles cover total counterparties monitored (312), connected groups aggregated (64), near-limit exposures (1), and the single largest exposure percentage.
What This Agent Does
Aggregates exposure across legal entities, products and connected-client groupings (using ownership and economic-dependency links), recalculates each group's exposure as a percentage of Tier 1 capital whenever RWA or capital changes, and escalates any group approaching the 25% large exposure limit before a breach occurs.
Worked Examples
- Castellan Retail Group's connected exposure of £1,048M sits at 24.9% of Tier 1 — 0.1pp from breach — after two subsidiaries were newly linked via a shared parent guarantee.
- Meridian's overnight interbank book (£620M, 14.7% of Tier 1) is tracked separately from corporate exposures given its short-dated, collateralised nature.
- Northwind Infrastructure Partners' exposure held flat at £380M this quarter following a scheduled amortization on its project finance facility.