Bank Islam Integrated Annual Report 2020

39. FINANCIAL RISK MANAGEMENT (CONTINUED) (c) Market risk (continued) (i) Profit rate risk (continued) Banking book Group 2019 Up to 1 month RM’000 >1–3 months RM’000 >3–12 months RM’000 1–5 years RM’000 Over 5 years RM’000 Non–profit sensitive RM’000 Trading book RM’000 Total RM’000 Effective profit rate % Assets Cash and short-term funds and deposits and placements with financial institutions 2,650,438 – 348 – – 821,600 – 3,472,386 2.51 Financial assets at FVTPL – – – – – – 663,068 663,068 3.97 Derivative financial assets – – – – – – 33,326 33,326 0.52 Financial assets at FVOCI 46,960 306,846 1,816,596 6,072,029 3,904,209 – – 12,146,640 4.83 Financing, advances and others – non-impaired 45,100,289 507,292 71,763 1,088,826 2,628,405 394,393 – 49,790,968 5.70 – impaired net of allowances* – – – – – (318,446) – (318,446) Other financial assets at amortised cost – – – – – 137,655 – 137,655 Statutory deposits with Bank Negara Malaysia – – – – – 1,170,136 – 1,170,136 Total assets 47,797,687 814,138 1,888,707 7,160,855 6,532,614 2,205,338 696,394 67,095,733 Liabilities Deposits from customers 7,664,642 10,048,295 11,781,782 2,149,298 9,835 15,754,886 – 47,408,738 2.76 Investment accounts of customers 1,120,694 2,655,565 3,238,788 13,983 – 3,211,343 – 10,240,373 2.33 Derivative financial liabilities – – – – – – 36,746 36,746 0.57 Bills and acceptance payable – – – – – 49,084 – 49,084 Recourse obligations on financing sold to Cagamas – – – 1,500,000 1,187 – 1,501,187 4.75 Subordinated Sukuk Murabahah – – – – 1,300,000 8,694 – 1,308,694 5.31 Other liabilities – – – – – 826,823 – 826,823 Lease liabilities 1,166 1,775 9,315 35,841 277,462 – – 325,559 5.70 Total liabilities 8,786,502 12,705,635 15,029,885 3,699,122 1,587,297 19,852,017 36,746 61,697,204 On-balance sheet profit sensitivity gap 39,011,185 (11,891,497) (13,141,178) 3,461,733 4,945,317 (17,646,679) 659,648 5,398,529 Off-balance sheet profit sensitivity gap (profit rate swaps) 3,634,376 429,403 71,549 – – – – 4,135,328 Total profit sensitivity gap 42,645,561 (11,462,094) (13,069,629) 3,461,733 4,945,317 (17,646,679) 659,648 9,533,857 * This is arrived at after deducting impairment allowances from the outstanding gross impaired financing. BANK ISLAM MALAYS IA BERHAD INTEGRATED ANNUAL REPORT 2020 285