In Bangkok a pig is a wild animal (5)
I believe the answer is:
okapi
'wild animal' is the definition.
(I've seen this before)
'in bangkok a pig' is the wordplay.
'in' indicates the answer is hidden within the clue.
'OKAPI' is hidden in the letters of 'bangkok a pig'.
'is a' is the link.
(Other definitions for okapi that I've seen before include "Beast related to giraffe" , "African leaves fancier" , "Ruminant mammal of Africa" , "Giraffe-like mammal" , "Animal of the giraffe family (much loved by crossword setters)" .)