My first Publication ocbc_ar17_fullreport_english | Page 125

11. SPECIALISED LENDING AND EQUITY EXPOSURES
11.1
SPECIALISED LENDING EXPOSURES UNDER SUPERVISORY SLOTTING CRITERIA
Exposures treated under the Supervisory Slotting Criteria include loans to customers for Project Financing (“PF”), Object Financing
(“OF”) and Commodity Financing (“CF”), which remained stable during the second half of 2017. Income Producing Real Estate (“IPRE”)
exposures are reported under F-IRBA.
Specialised Lending Portfolio
(S$ million)
Regulatory
Categories
EAD (3)
Remaining Maturities On- Balance
Sheet (1) Off- Balance
Sheet (2) Risk Weight
(%) PF OF CF Total RWA Expected
Losses
Less than 2.5 years – – 50% – – – – – –
Strong Equal to or more than
2.5 years
Less than 2.5 years – – 70% – – – – – –
– – 70% – – – – – –
Good Equal to or more than
2.5 years – – 90% – – – – – –
707 1,524 115% 844 101 233 1,178 1,437 33
– – 250% – – – – – –
61 – – 768 1,524
Satisfactory
Weak
Default
Total
29 26 11 66 – 33
873 127 244 1,244 1,437 66
On-balance sheet refers to the amount of the on-balance sheet exposure net of impairment allowances and write-offs (after taking into account the
effect of CRM).
(2)
Off-balance sheet refers to the exposure value without taking into account the effects of CCFs and CRM.
(3)
EAD refers to the amount relevant for capital requirements calculated by taking into account the effects of CCFs and CRM.
(1)
11.2
EQUITY EXPOSURES UNDER SIMPLE RISK WEIGHT METHOD
The table below represents the parameters used for the determination of capital requirements for the Group’s equity exposures using
the Simple Risk Weight method.
Equity Exposures
(S$ million)
On-Balance
Sheet Off-Balance
Sheet Risk Weight
(%) EAD (1) 44 – 300% 44 141
Other Equity Exposures 275 – 400% 275 1,164
Total 319 – 319 1,305
Exchange-Traded Equity Exposures
(1)

RWA
EAD refers to the amount relevant for capital requirements calculated by taking into account the effects of CCFs and CRM.
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