My first Publication ocbc_ar17_fullreport_english | Page 133

AS PER MAS NOTICE 637, PART XI:
OVERVIEW OF RISK MANAGEMENT
REPORTED IN (1)
RISK MANAGEMENT CHAPTER
OTHER LOCATIONS IN ANNUAL REPORT PILLAR 3 DISCLOSURES
Notes to Financial Statements:
Note 39.3 Market Risk and Asset
Liability Management - Interest
Rate Risk a. Interest Rate Risk in
the Banking Book
SECURITISATION
8 Qualitative disclosure related
to securitisation exposures
a. Credit Risk from Securitisation
b. IRB Approach for
Securitisation Exposures
MARKET RISK
9 Qualitative Disclosures related
to Market Risk
a. Market Risk Management
b. Market Risk Management
Oversight and Organization
c. Market Risk Management
Approach
d. Market Risk Identification
e. Market Risk Measurements
f. Risk Monitoring and Control
10 Qualitative Disclosures related
to related to Internal Models
Approach (“IMA”) (2)
OPERATIONAL RISK
11 Q
 ualitative Disclosures related
to Operational Risk
a. Operational Risk Management
b. Operational Risk Management
Oversight and Organisation
c. Operational Risk Management
Approach
d. Basel Requirements
INTEREST RATE RISK IN THE BANKING BOOK
12 Qualitative Disclosures
related to Interest Rate Risk
in the Banking Book
a. Risk Governance and Organisation
b. Asset Liability Management
Oversight and Organisation
c. Interest Rate Risk
REMUNERATION
13 Qualitative Disclosures
related to Remuneration
Corporate Governance Chapter:
a. Remuneration Committee
b. Level and Mix of Remuneration
c. Share Schemes
d. Remuneration Disclosure for
Senior Management and
Material Risk Takers
e. Related Party Transactions
f. Ethical Standards
OTHERS
14 Overview of Disclosure Policy
15 Attestation Statement

(3)

(1)
(2)
a. Basel Requirements
See Note 3
(3)
Listed by sections in the 2017 Annual Report.
There are no Market Risk exposures under Internal Models Approach (“IMA”).
Attestation Statement is enclosed as part of year-end Pillar 3 disclosures.
BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH
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