My first Publication ocbc_ar17_fullreport_english

39. RISK MANAGEMENT (continued) 39.3 MARKET RISK AND ASSET LIABILITY MANAGEMENT (continued) Currency risk The Group’s foreign exchange position by major currencies is shown below. “Others” include mainly Indonesian Rupiah, Chinese Renminbi, Australian Dollar, Euro, Japanese Yen and Sterling Pound. $ million SGD USD MYR HKD Others Total 2017 Cash and placements with central banks Placements with and loans to banks Loans and bills receivable Securities (1) Derivative receivables Other assets Amounts due from associates Financial assets 9,040 961 84,827 13,639 1,886 3,074 – 113,427 3,368 34,167 60,475 13,569 2,559 983 – 115,121 2,132 813 20,116 4,271 82 734 – 28,148 305 1,098 32,782 1,556 551 313 – 36,605 4,749 11,685 36,468 20,099 1,308 547 143 74,999 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 (2) Debt issued Financial liabilities 97,665 798 586 1,866 2,746 457 104,118 93,415 4,635 6 2,465 1,608 21,778 123,907 22,364 242 – 154 612 228 23,600 28,640 595 30 514 526 327 30,632 41,558 1,215 – 1,455 793 9,445 54,466 283,642 7,485 622 6,454 6,285 32,235 336,723 9,309 (8,786) 4,548 5,973 20,533 2016 Cash and placements with central banks Placements with and loans to banks Loans and bills receivable Securities (1) Derivative receivables Other assets Amounts due from associates Financial assets 6,813 597 80,002 12,269 2,228 2,006 – 103,915 2,027 27,740 56,245 14,663 4,024 1,170 – 105,869 2,507 698 20,140 3,697 150 708 – 27,900 173 2,301 30,103 1,499 421 305 – 34,802 5,039 8,322 30,805 16,190 1,015 700 21 62,092 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 (2) Debt issued Financial liabilities 94,413 716 445 2,349 2,423 475 100,821 80,402 5,457 104 3,793 1,394 14,779 105,929 21,701 534 – 97 643 418 23,393 27,336 922 42 436 457 524 29,717 37,634 3,111 7 799 879 3,751 46,181 261,486 10,740 598 7,474 5,796 19,947 306,041 3,094 (60) 4,507 5,085 15,911 Net financial assets/(liabilities) exposure (3) Net financial assets/(liabilities) exposure (3) (3) (1) (2) Securities comprise trading and investment portfolio of government, debt and equity securities (including assets pledged). Other liabilities include amounts due to associates. Net exposure without taking into account effect of offsetting derivative exposure. BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH 231

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