My first Publication ocbc_ar17_fullreport_english | Page 235
39. RISK MANAGEMENT (continued)
39.3 MARKET RISK AND ASSET LIABILITY MANAGEMENT (continued)
Liquidity risk (continued)
Within
1 week 1 week to
1 month 1 to 3
months 3 to 12
months 1 to 3
years Over
3 years No
specific
maturity Total
6,075
6,756
15,717
433
7,661
1,299
21 2,890
5,646
25,724
1,747
60
810
– 343
10,716
16,172
5,149
40
439
– 1,450
15,388
24,713
11,819
5
1,327
– 418
752
38,003
14,336
13
535
– –
400
96,966
11,745
59
80
– 5,383
–
–
3,089
–
596
2,394 16,559
39,658
217,295
48,318
7,838
5,086
2,415
–
–
37,962 –
–
36,877 26
–
32,885 2
–
54,704 –
–
54,057 –
–
109,250 3,981
5,473
20,916 4,009
5,473
346,651
63,233
409,884
Deposits of non-bank customers
Deposits and balances of banks
Trading portfolio liabilities
Derivative payables
Other liabilities (4)
Debt issued
Total
Total life assurance fund liabilities
Total liabilities 147,136
6,413
–
7,244
2,399
1,083
164,275 34,827
2,309
–
24
996
1,697
39,853 42,060
1,983
532
15
792
3,305
48,687 33,565
35
–
169
1,693
6,395
41,857 2,045
–
–
8
24
4,452
6,529 1,853
–
–
14
77
3,015
4,959 –
–
66
–
783
–
849 261,486
10,740
598
7,474
6,764
19,947
307,009
63,233
370,242
Net liquidity gap (126,313) (2,976) (15,802) 12,847 47,528 104,291
$ million
2016
Cash and placements with
central banks
Placements with and loans to banks
Loans and bills receivable
Securities (1)
Derivative receivables
Other assets (2)
Associates
Property, plant and equipment and
investment property (3)
Goodwill and intangible assets
Total
Total life assurance fund assets
Total assets
(3)
(4)
(1)
(2)
Securities comprise trading and investment portfolio of government, debt and equity securities (including assets pledged).
Other assets include deferred tax assets.
Property, plant and equipment and investment property include assets held for sale.
Other liabilities include amounts due to associates, current tax and deferred tax liabilities.
As contractual maturities may not necessarily reflect the timing of actual cash flows of assets and liabilities, cash flows for liquidity risk
analysis are based on a contractual and behavioural basis.
BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH
233