Investment Risk
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Q2 2026
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Investment risk overview

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Treasury portfolio risk · Enterprise Risk Manager view · CBO · IFRS 9 · Jethur Bank Holding

Portfolio risk posture
OMR 950M
Assets under management · 12 holdings
84% within risk appetite
2
Limit breaches
Action required
5
Overdue risk reviews
Audit exposure
OMR 79M
High / critical exposure
8.3% of AUM
4
Watchlist positions
Under monitoring
3
Pending risk decisions
2 at Investment Committee
4.3%
Portfolio VaR · 95% / 10-day
OMR 41M · stress results →
Sector concentration vs treasury limits

Sector exposure against caps

Dashed marker shows the treasury cap. Bars fill to current exposure.
Attention — 2 breaches, 1 watch
Positions outside policy, ranked by audit exposure
Saudi National BankBreach
Single-counterparty exposure 16.2% — exceeds the 15% treasury cap.
Türkiye 2030 eurobondBreach
Below the BB− rating floor and fails the AAOIFI Sharia screen.
Energy sector — OQ et al.Watch
Sector book 11.4% vs the 12.0% cap — approaching the limit.
Composition & trend

Exposure by asset class

Portfolio risk score · last 6 quarters

45 / 100
Medium · below the 50 appetite ceiling
vs Q1 2026
▲ 2 pts rising
Q1'25Q2'25Q3'25Q4'25Q1'26Q2'26
Risk scoreAppetite ceiling (50)

Jethur GRC · Investment Risk Management · Sample data for demonstration.
Functional currency OMR · USD/OMR peg 0.3845 · Frameworks: Central Bank of Oman, IFRS 9, AAOIFI.