Bank Islam Integrated Annual Report 2020

39. FINANCIAL RISK MANAGEMENT (CONTINUED) (c) Market risk (continued) (i) Profit rate risk (continued) Banking book Bank 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 – – – – 821,071 – 3,471,509 2.53 Financial assets at FVTPL – – – – – – 657,443 657,443 3.97 Derivative financial assets – – – – – – 33,326 33,326 0.52 Financial assets at FVOCI 47,698 306,846 1,816,596 6,072,029 3,904,209 – – 12,147,378 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 5.67 – impaired net of allowances* – – – – – (318,446) – (318,446) Other financial assets at amortised cost – – – – – 133,489 – 133,489 Statutory deposits with Bank Negara Malaysia – – – – – 1,170,136 – 1,170,136 Total assets 47,798,425 814,138 1,888,359 7,160,855 6,532,614 2,200,643 690,769 67,085,803 Liabilities Deposits from customers 7,664,989 10,050,093 11,786,476 2,149,298 9,835 15,816,181 – 47,476,872 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 – – – – – 769,494 – 769,494 Lease liabilities 1,166 1,775 9,315 35,841 277,462 – – 325,559 5.70 Total liabilities 8,786,849 12,707,433 15,034,579 3,699,122 1,587,297 19,855,983 36,746 61,708,009 On-balance sheet profit sensitivity gap 39,011,576 (11,893,295) (13,146,220) 3,461,733 4,945,317 (17,655,340) 654,023 5,377,794 Off-balance sheet profit sensitivity gap (profit rate swaps) 3,634,376 429,403 71,549 – – – – 4,135,328 Total profit sensitivity gap 42,645,952 (11,463,892) (13,074,671) 3,461,733 4,945,317 (17,655,340) 654,023 9,513,122 * This is arrived at after deducting impairment allowances from the outstanding gross impaired financing. BANK ISLAM MALAYS IA BERHAD INTEGRATED ANNUAL REPORT 2020 287