SACR and SAEQ – Credit Risk Exposure and CRM Effects SACR and SAEQ – Exposures by Asset Classes and Risk Weights

DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES

7.3 SACR and SAEQ – Credit Risk Exposure and CRM Effects

1 The following table provides the effects of CRM on the calculation of the Groups capital requirements for SACR. e f RWA m RWA density Asset classes and others 1 Cash items 6 2 Central government and central bank - - 3 PSE 157 46 4 MDB - - 5 Bank 158 45 6 Corporate 7,823 99 7 Regulatory retail 1,737 75 8 Residential mortgage 2,680 38 9 CRE 630 100 10 Equity - SAEQ - - 11 Past due exposures 260 127 12 Higher-risk categories - - 13 Other exposures 15,707 100 14 Total 29,158 67

7.4 SACR and SAEQ – Exposures by Asset Classes and Risk Weights

1 The following table provides the breakdown of Groups credit risk exposures under the SACR by asset class and risk weight. a b c d e f g h i j 10 20 35 50 75 100 150 Others Asset class and others 1 Cash items 4,054 - 30 - - - - - - 4,084 2 Central government and central bank 182 - - - - - - - - 182 3 PSE - - 127 - 167 - 48 - - 342 4 MDB 4,510 - - - - - - - - 4,510 5 Bank - - 95 - 237 - 20 - - 352 6 Corporate - - 2 - 88 - 7,779 - - 7,869 7 Regulatory retail - - - - - 2,315 - - - 2,315 8 Residential mortgage - - - 6,622 - 329 116 - - 7,067 9 CRE - - - - - - 630 - - 630 10 Equity - SAEQ - - - - - - - - - - 11 Past due exposures - - - - - - 96 109 - 205 12 Higher-risk categories - - - - - - - - - - 13 Other exposures - - - - - - 15,701 4 - 15,705 14 Total 8,746 - 254 6,622 492 2,644 24,390 113 - 43,261 Numbers below 0.5. 1 The Group adopts the IRBA Simple Risk Weight Method see 7.7 to calculate RWA for its equity exposures in the Banking book. 2 RWA density is calculated as total RWA divided by the exposures post-CCF and post-CRM, expressed as a percentage. - - - - 48,747 73,323 42,684 577 - - - - 19,922 55,292 15,589 116 205 - 205 - 2,348 696 2,260 55 6,956 1,245 6,903 164 615 299 610 20 326 3 351 1 9,372 15,788 7,648 221 4,510 - 4,510 - 342 - 352 - 30 Jun 2017 Exposures before CCF and CRM Exposures post-CCF and post-CRM On-balance sheet amount m Off-balance sheet amount m On-balance sheet amount m Off-balance sheet amount m a b c d RWA and RWA density 2 - 182 4,084 - - 57 - 4,084 Risk weight Total credit exposure amount post- CCF and post- CRM m 30 Jun 2017 A-20 DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES

7.5 IRBA – Credit Risk Exposures by Portfolio and PD Range