Risk management 81
Risk management
We have implemented most of the Enhanced Disclosure Task Force EDTF recommendations for improved bank risk disclosures
1
in 2015. We have also implemented the temporary and permanent
disclosure recommendations
2
of the EDTF’s November 2015 report “Impact of expected credit loss ECL approaches on bank risk
disclosures” insofar as they are applicable to DBS.
For an overview of the recommendations and where we have incorporated the relevant disclosures, please refer to Appendix on page 103.
Risk management section Other locations
in Annual Report Pillar 3 quantitative
disclosures
3
Risk overview
1 Risk overview
2 Risk-taking and our
business segments 82
82 Capital management
and planning 109
1 Introduction
2 Capital adequacy
3 Exposures and risk-
weighted assets RWA Risk
governance 3 Risk
governance 83
84 Corporate governance report
48 Risk Appetite
4.1 Risk constraining
thresholds and use of economic capital
4.2 Stress testing
85 86
Remuneration report 68
Credit risk 5.1 Credit risk
management at DBS
5.2 Credit risk mitigants 5.3 Internal credit
risk models
5.4 Credit risk in 2015
86 89
89 91
Note 14 Financial assets and
liabilities subject to netting agreement
Note 40.1 Maximum exposure
to credit risk
Note 40.2 Loans and advances
to customers
Note 40.3 Credit quality
of government securities and
treasury bills and bank and corporate
debt securities
Note 40.4 Credit risk by
geography and industry
131 156
157 161
161
4.1 Credit risk assessed using
internal ratings-based approach
4.2 Credit risk assessed using
standardised approach
4.3 Credit risk mitigation 4.4 Counterparty credit risk-
related exposures
5 Equity exposures
under IRBA
6 Securitisation exposures
7.1 Credit exposures 7.2 Major credit exposures by
geography and industry
7.3 Loans and advances to
customers by performing non-performing
7.4 Movements in specific and
general allowances Market risk
6.1 Market risk
management at DBS
6.2 Market risk in 2015
94 95
7.6 Interest rate risk in the
banking book
7.7 Equity exposures in the
banking book Liquidity risk
7.1 Liquidity risk
management at DBS
7.2 Liquidity risk in 2015 7.3 Liquid assets
7.4 Regulatory
requirements 96
98 99
99
Note 41.1 Contractual maturity
profile of assets and liabilities
163 7.5 Total assets by residual
contractual maturity
Operational risk
8.1 Operational risk
management at DBS
8.2 Operational risk
in 2015 100
101 Reputational
risk 9.1 Reputational risk
