My first Publication ocbc_ar17_fullreport_english | Page 132

PILLAR 3 DISCLOSURES
(OCBC Group – As at 31 December 2017)
16. QUALITATIVE DISCLOSURES
The locations of the annual qualitative disclosures are outlined in the table below.
AS PER MAS NOTICE 637, PART XI:
OVERVIEW OF RISK MANAGEMENT
1
Risk Management Approach
REPORTED IN (1)
RISK MANAGEMENT CHAPTER OTHER LOCATIONS IN ANNUAL REPORT
a. Risk Management in OCBC Group
b. Risk Governance and
Organisation
c. Basel Requirements
d. Credit Risk Management
Oversight and Organisation
e. Market Risk Measurements
f. Risk Monitoring and Control
g. Liquidity Risk
h. Interest Rate Risk
i. Structural Foreign Exchange Risk
j. Other Risks
k. Legal and Regulatory
Risk Management Corporate Governance Chapter:
a. The Board’s Conduct of Affairs
b. Internal Audit
c. Risk Management and Internal
Controls
d. Risk Management Committee
e. Ethical Standards
Capital Management Chapter:
a. Capital Monitoring
and Planning
CREDIT RISK
2 General Qualitative Disclosures a. Credit Risk Management
b. Credit Risk Management
on Credit Risk
Oversight and Organisation
c. Credit Risk Management
Approach
d. Legal and Regulatory Risk
Management
3 Overview of Credit Quality
of Assets a.
Remedial Management
4 Qualitative Disclosures
on Credit Risk Mitigation
(“CRM”) Techniques a. Credit Risk Mitigation
b. Managing Credit
Risk Concentrations
5 Use of external credit
ratings under the
Standardised Approach a. Standardised Approach for
Other Portfolios
6 Qualitative Disclosures for
a. Internal Credit Rating Models
Internal Ratings Based Approach b. A-IRB for Major Consumer,
Margin Lending and Small
(“IRB-A”) Models
Business Lending Portfolios
c. F-IRB for Major Wholesale
Portfolios
COUNTERPARTY CREDIT RISK (“CCR”)
7 Qualitative Disclosures
Related to Counterparty
Credit Risk (“CCR”)
130
a. Credit Risk from Investment and
Trading Activities
b. Credit Risk Mitigation
OCBC ANNUAL REPORT 2017
Notes to Financial Statements:
Note 2.12 Impairment of Assets
Note 39.2 Total loans and advances
– Credit quality
Note 39.2 Loans past due but
not impaired
Notes to Financial Statements:
Note 39.2 Collateral
Note 42 Offsetting Financial Assets
and Financial Liabilities
PILLAR 3 DISCLOSURES