Enterprise Risk Management at DBS Group
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Case Details:
Case Code : ERMT-026
Case Length : 14 Pages
Period : 2003
Pub Date : 2003
Teaching Note :Not Available
Organization : Statoil
Industry : Oil and Energy
Countries : Norway
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This case study was compiled from published sources, and is intended to be used as a basis for class discussion. It is not intended to illustrate either effective or ineffective handling of a management situation. Nor is it a primary information source.
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Market Risk
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Trading
Trading market risk arose from changes in market rates such as interest rates,
foreign exchange rates and equity prices, as well as in their correlation and
implied volatilities. DBS was exposed to trading market risk in the course of
undertaking both proprietary and client related transactions. DBS had
established limits to ensure that operations took place within the aggregate
risk and concentration parameters set by senior management. DBS had adopted a
Daily Earnings at Risk (DEaR) methodology to estimate the group's trading market
risk with a 99% level of confidence over a one-day horizon...
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Liquidity Risk
Liquidity obligations arose from withdrawals of deposits, repayments of
purchased funds at maturity and extensions of credit and working capital needs.
DBS sought to manage its liquidity risk across all classes of assets and
liabilities to ensure that even under adverse conditions, funds could be
accessed at a reasonable cost...
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Operational Risk
Operational risk was the risk of loss arising from inadequate or failed internal
processes, people or systems, or from external events.
Key elements of DBS's Operational Risk Management Framework included risk and
control self-assessment, risk event management, key risk indicators reporting,
process risk mapping, risk analysis and reporting, Global Insurance Program and
Business Continuity Planning Program... |
Reputation Risk
DBS believed reputation for integrity and trust was critical in the banking
business. It emphasized the need to build a reputation for integrity and trust
every day by demonstrating good judgment, applying high ethical standards to its
work, and by acting within the spirit and letter of regulations governing its
business, as well as within its own code of conduct, policies and rules...
Exhibits
Exhibit I: DBS Group: Loan and Investment Exposures to Malaysia, Indonesia,
Thailand, Korea, The Philippines (Regional Countries), Hong Kong and China.
Exhibit II: DBS Group: Use of Financial Derivatives
Exhibit III: DBS Group: Daily Earnings at Risk
Exhibit IV: DBS Group: Capital & Risk Weighted assets
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