Securitisation Exposures in the Banking Book Securitisation Exposures in the Trading Book

DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES 9 SECURITISATION

9.1 Securitisation Exposures in the Banking Book

1 30 Jun 2017 a A Reporting Bank acts as investor m Traditional 1 Total retail 2,327 2 of which: residential mortgage 2 3 of which: credit card 1,848 4 of which: other retail exposures 477

9.2 Securitisation Exposures in the Trading Book

30 Jun 2017 a A Reporting Bank acts as investor m Traditional 1 Total retail 28 2 of which: residential mortgage 22 3 of which: credit card - 4 of which: other retail exposures 6 1 The Group does not act as an Originator or a Sponsor for its securitisation exposures. Also, the Group does not invest in synthetic securitisation structures. The following table provides an overview of the Groups securitisation exposures in the Banking book. Figures are based on carrying amounts as reported in the financial statements. The following table provides an overview of the Groups securitisation exposures in the Trading book. Figures are based on carrying amounts as reported in the financial statements. A-27 DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES 9.3 Securitisation Exposures in the Banking Book and associated Regulatory Capital Requirements – A Reporting Bank acting as Originator or as Sponsor The Group does not act as an Originator or a Sponsor for its securitisation exposures in the Banking book. 9.4 Securitisation Exposures in the Banking Book and associated Regulatory Capital Requirements – A Reporting Bank acting as an Investor a b c d e f g h i j k l m n o p q m ≤2 RW 2 t o 5 RW 5 t o 1 RW 1 t o 1 2 5 RW 1 2 5 RW I RB A S E - RBM a n d I AM I RB A S E - S F S A S E 1 2 5 I RB A S E - RBM a n d I AM I RB A S E - S F S A S E 1 2 5 I RB A S E - RBM a n d I AM I RB A S E - S F S A S E 1 2 5 1 Total exposures 2,089 81 113 - 4 2 - 2,281 4 - 571 47 - 57 5 2 Traditional securitisation 2,089 81 113 - 4 2 - 2,281 4 - 571 47 - 57 5 3 Of which: securitisation 2,089 81 113 - 4 2 - 2,281 4 - 571 47 - 57 5 4 Of which: retail underlying 2,089 81 113 - 4 2 - 2,281 4 - 571 47 - 57 5 5 Of which: wholesale - - - - - - - - - - - - - - - - - 6 Of which: re-securitisation - - - - - - - - - - - - - - - - - 7 Of which: senior - - - - - - - - - - - - - - - - - 8 Of which: non-senior - - - - - - - - - - - - - - - - - 9 Synthetic securitisation - - - - - - - - - - - - - - - - - 10 Of which: securitisation - - - - - - - - - - - - - - - - - 11 Of which: retail underlying - - - - - - - - - - - - - - - - - 12 Of which: wholesale - - - - - - - - - - - - - - - - - 13 Of which: re-securitisation - - - - - - - - - - - - - - - - - 14 Of which: senior - - - - - - - - - - - - - - - - - 15 Of which: non-senior - - - - - - - - - - - - - - - - - Numbers below 0.5. RWA by regulatory approach Capital charge after cap 1 Exposure values by regulatory approach 1 Capital charge after cap in these columns correspond to 10 of the relevant RWA figures in column “j”, “k”, “l” and “m” which are 2.0 percentage points higher than the Basel Committee’s requirement. The following table provides the exposure amounts, RWA and capital requirements of the Groups securitisation exposures in the Banking book. 30 Jun 2017 Exposure values by risk weight bands A-28 DBS GROUP HOLDINGS LTD AND ITS SUBSIDIARIES 10 MARKET RISK

10.1 Market Risk under Standardised Approach