Ombudsman Conchita Carpio-Morales said they will not be "intimidated" by a threat from President Rodrigo Duterte to investigate them following their move to look into Duterte's alleged hidden wealth.

"Sorry, Mr. President, but this Office shall not be intimidated," said the Ombudsman in a statement Friday.

" The President’s announcement that he intends to create a commission to investigate the Ombudsman appears to have to do with this Office’s on-going investigation into issues that involve him. This Office, nonetheless, shall proceed with the probe, as mandated by the Constitution," said Morales.

"If the President has nothing to hide, he has nothing to fear," she added.

Morales, an aunt of the husband of presidential daughter, Davao City Mayor Sara Duterte Carpio, was appointed by President Benigno Aquino III.

Duterte has warned he will create a commission that will investigate officials of the Office of the Ombudsman after it admitted that Duterte and his family are being investigated for their alleged undeclared billions of pesos in the banks.

"You have to be investigated also. One of these days, I will surely go after you because of your partiality," Duterte said in a recorded interview on Wednesday but aired by state-run People's Television Network on Thursday.

"If you won't investigate yourselves, I will set up a commission to investigate you as a president with investigating powers," he said.

He threatened that trouble will erupt. "Who will investigate your wrongdoings? What is the remedy of the Filipino if you'll be the one asking (for money). Don't fool me. Don’t force my hand into it. I will set up a commission to investigate the Ombudsman, the institution itself and all," he said.

But he challenged the officials of the Ombudsman to look for his P211 million bank deposits as alleged by Senator Antonio Trillanes IV, his staunch critic and who filed a complaint before the Ombudsman to probe into Duterte family's alleged ill-gotten wealth, results of which could be used to file impeachment complaint against the President.

Duterte also asked the anti-graft body to investigate Trillanes, who allegedly misused funds from the Disbursement Acceleration Program of the previous administration.

Duterte said he did not see anyone from the Liberal Party, political party of former President Benigno Aquino III, being investigated by the Ombudsman.

"Are you beholden to the Liberal?," he said. Celerina Monte/DMS