My first Publication ocbc_ar17_fullreport_english | Page 231

39. RISK MANAGEMENT (continued)
39.3 MARKET RISK AND ASSET LIABILITY MANAGEMENT (continued)
Interest rate risk
The table below summarises the Group’s financial instruments at carrying amounts, categorised by the earlier of contractual re-pricing
or maturity dates, except for trading portfolio liabilities which is in accordance with the Group’s trading strategies.
Within
1 week 1 week to
1 month 1 to 3
months 3 to 12
months 1 to 3
years Over
3 years Non-
interest
sensitive Total
2017
Cash and placements with central banks
Placements with and loans to banks
Loans and bills receivable (1)
Securities (2)
Derivative receivables
Other assets
Amounts due from associates
Financial assets 8,866
6,358
49,877
588
–
645
–
66,334 2,740
9,002
62,979
3,608
–
10
102
78,441 1,721
15,457
86,532
7,839
–
1
41
111,591 –
14,301
27,136
12,931
–
1
–
54,369 –
–
3,954
11,429
–
17
–
15,400 882
–
1,457
11,025
–
44
–
13,408 5,385
3,606
2,733
5,714
6,386
4,933
–
28,757 19,594
48,724
234,668
53,134
6,386
5,651
143
368,300
Deposits of non-bank customers
Deposits and balances of banks
Trading portfolio liabilities
Derivative payables
Other liabilities (3)
Debt issued
Financial liabilities 39,855
1,847
–
–
33
1,343
43,078 47,961
1,280
–
–
9
3,585
52,835 65,548
1,466
585
–
104
12,388
80,091 90,946
132
–
–
69
8,444
99,591 4,302
–
–
–
–
2,320
6,622 685
–
–
–
–
4,152
4,837 34,345
2,760
37
6,454
6,070
3
49,669 283,642
7,485
622
6,454
6,285
32,235
336,723
On-balance sheet sensitivity gap
Off-balance sheet sensitivity gap
Net interest sensitivity gap 23,256
(196)
23,060 25,606
2,289
27,895 31,500
1,466
32,966 (45,222)
(4,654)
(49,876) 8,778
1,096
9,874 8,571
(1)
8,570 2016
Cash and placements with central banks
Placements with and loans to banks
Loans and bills receivable (1)
Securities (2)
Derivative receivables
Other assets
Amounts due from associates
Financial assets 5,888
5,168
53,858
546
–
634
21
66,115 2,935
6,723
59,900
2,942
–
7
–
72,507 260
11,418
70,879
8,587
–
#
–
91,144 1,144
14,537
23,500
11,787
–
14
–
50,982 418
145
6,279
12,346
–
#
–
19,188 866
–
2,792
9,007
–
37
–
12,702 5,048
1,667
87
3,103
7,838
4,197
–
21,940 16,559
39,658
217,295
48,318
7,838
4,889
21
334,578
Deposits of non-bank customers
Deposits and balances of banks
Trading portfolio liabilities
Derivative payables
Other liabilities (3)
Debt issued
Financial liabilities 65,552
3,685
–
–
12
1,083
70,332 37,400
2,697
–
–
16
1,696
41,809 85,170
1,628
532
–
79
4,456
91,865 32,670
394
–
–
93
6,382
39,539 4,988
–
–
–
–
3,615
8,603 1,776
–
–
–
–
2,701
4,477 33,930
2,336
66
7,474
5,596
14
49,416 261,486
10,740
598
7,474
5,796
19,947
306,041
On-balance sheet sensitivity gap
Off-balance sheet sensitivity gap
Net interest sensitivity gap (4,217)
388
(3,829) 30,698
1,888
32,586 (721)
2,346
1,625 11,443
(3,349)
8,094 10,585
(102)
10,483 8,225
(1,171)
7,054
$ million

(3)

(4)

(1)
(2)
Net of portfolio allowances for loans.
Securities comprise trading and investment portfolio of government, debt and equity securities (including assets pledged).
Other liabilities include amounts due to associates.
# represents amounts less than $0.5 million.
BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH
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