My first Publication ocbc_ar17_fullreport_english | Page 236

NOTES TO THE FINANCIAL STATEMENTS
For the financial year ended 31 December 2017
39. RISK MANAGEMENT (continued)
39.3 MARKET RISK AND ASSET LIABILITY MANAGEMENT (continued)
Contractual maturity for financial liabilities
The table below shows the undiscounted cash outflows of the Group’s financial liabilities by remaining contractual maturities, except
for trading portfolio liabilities which is in accordance with the Group’s trading strategies. Information on cash outflow of gross loan
commitments is set out in Note 44. The expected cash flows of these liabilities could vary significantly from what is shown in the table.
For example, deposits of non-bank customers included demand deposits, such as current and savings (Note 17) which are expected to
remain stable, and unrecognised loan commitments are not all expected to be drawn down immediately.
$ million
2017
Deposits of non-bank customers (1)
Deposits and balances of banks (1)
Trading portfolio liabilities
Other liabilities (2)
Debt issued
Net settled derivatives
Trading
Hedging
Gross settled derivatives
Trading – Outflow
Trading – Inflow
Hedging – Outflow
Hedging – Inflow
2016
Deposits of non-bank customers (1)
Deposits and balances of banks (1)
Trading portfolio liabilities
Other liabilities (2)
Debt issued
Net settled derivatives
Trading
Hedging
Gross settled derivatives
Trading – Outflow
Trading – Inflow
Hedging – Outflow
Hedging – Inflow

(3)

(1)
(2)
Within
1 week 1 week to
1 month 1 to 3
months 3 to 12
months 1 to 3
years Over
3 years Total
158,644
4,838
–
2,494
1,344 42,379
1,285
–
547
3,075 42,540
1,226
622
919
11,010 37,957
154
–
712
9,423 1,430
–
–
37
3,742 1,884
–
–
73
4,538 284,834
7,503
622
4,782
33,132
349
# 129
12 300
2 711
8 842
2 3,055
16
724
(8)
33,843
(33,794)
321
(304)
167,735 55,655
(55,655)
294
(294)
47,427 58,991
(59,141)
858
(852)
56,475 63,338
(63,330)
27
(2)
48,995 17,410
(17,390)
85
(8)
6,025 18,271
(18,147)
1,571
(1,606)
7,428 247,508
(247,457)
3,156
(3,066)
334,085
147,212
6,415
–
2,175
1,084 34,899
2,314
–
644
1,708 42,306
1,989
598
637
3,360 34,115
35
–
746
6,647 2,091
–
–
13
4,833 1,946
–
–
182
3,477 262,569
10,753
598
4,397
21,109
130
1 209
5 509
10 657
13 1,115
1 3,325
30
705
(#)
21,103
(21,414)
373
(374)
157,279
47,087
(48,981)
2,072
(2,064)
37,810
47,997
(49,123)
1,682
(1,681)
47,979
51,898
(52,636)
615
(445)
41,494
13,405
(13,430)
–
–
7,582
10,977
(11,749)
–
–
5,949
192,467
(197,333)
4,742
(4,564)
298,093
Interest cash flows of bank and non-bank deposits are included in the respective deposit lines based on interest payment dates.
Other liabilities include amounts due to associates.
# represents amounts less than $0.5 million.
39.4 OTHER RISK AREAS
Details of the Group’s management of operational, fiduciary and reputation risks are disclosed in the Risk Management Section.
234
OCBC ANNUAL REPORT 2017