DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES
7.6 IRBA – Effect on RWA of Credit Derivatives used as CRM
As at the reporting date, the Group does not have any credit derivative used as CRM in its Banking book.
7.7 IRBA – Specialised Lending and Equities under the Simple Risk Weight Method 7.7.1 IRBA - Specialised Lending Other than HVCRE
1
m
PF OF
CF IPRE
Total
Less than 2.5 years 7,906 1,366
50 590 - - 8,234 8,824 4,676
- Equal to or more
than 2.5 years 7,922 1,444
70 2,369 126 - 6,205 8,700 6,456 35
Less than 2.5 years 5,779 922
70 392 47 - 5,906 6,345 4,708 25
Equal to or more than 2.5 years
5,448 1,982 90 931 120
- 5,628 6,679 6,372 53 Satisfactory
6,741 1,624 115 855 84
- 6,580 7,519 9,165 211 Weak
556 228 250
- 114 - 599 713 1,889 57
Default 253
- - 410
- 9 419 - 209
Total 34,605 7,566
5,137 901 - 33,161 39,199 33,266 590
7.7.2 IRBA - Equities under the Simple Risk Weight Method
m On-
balance sheet
amount Off-
balance sheet
amount RW
Exposure amount
RWA 1,312
- 300
1,312 4,172
Other equity exposures 760 236
400 937
3,974 Total
2,072 236 2,249
8,146 30 Jun 2017
Regulatory categories
Remaining maturity
On- balance
sheet amount
Off- balance
sheet amount
Risk Weight
Exposure amount RWA
Expected losses
Specialised lending
Strong Good
Categories Equity exposures under the simple risk weight method
Exchange-traded equity exposures
The following table provides the exposure amounts and RWA of the Groups specialised lending exposures by each asset sub- class in accordance with the supervisory slotting criteria.
1
As at reporting date, the Group does not have any HVCRE exposures.
Other than HVCRE
30 Jun 2017
The following table provides the exposure amounts and RWA of the Groups equity exposures under the Simple Risk Weight method.
A-23
DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES
8 COUNTERPARTY CREDIT RISK CCR
8.1 Analysis of CCR Exposure by Approach
Kategori