Bank Islam Integrated Annual Report 2020

4. CREDIT RISK (CONTINUED) 4.7 Assignment of Risk Weights for Portfolios Under the Standardised Approach (continued) The following presents the credit exposures by risk weights after the effect of credit risk mitigation of the Group: (i) As at 31 December 2020 Exposures After Netting & Credit Risk Mitigation (CRM) Risk Sovereigns/ Central Banks Public Sector Entities Banks, DFIS & MDBS Corporate Regulatory Retail Residential Mortgages Higher Risk Assets Other Assets Total Exposures After Netting & CRM Total Risk Weighted Asset Weights RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 0% 8,165,933 720,449 – 3,434,129 60,926 – – 863,234 13,244,671 – 20% – 204,553 609,193 4,392,176 231 – – – 5,206,153 1,041,231 35% – – – – – 6,319,435 – – 6,319,435 2,211,802 50% – 561,814 5,761 3,860,407 403,363 4,555,665 – – 9,387,010 4,693,505 75% – – – 449,350 1,180,029 6,169,930 – – 7,799,309 5,849,482 100% – 167,431 – 8,693,848 17,817,354 4,802,963 – 939,663 32,421,259 32,421,259 150% – – – 324,094 33,964 59,547 12,594 – 430,199 645,299 Total Exposures 8,165,933 1,654,247 614,954 21,154,004 19,495,867 21,907,540 12,594 1,802,897 74,808,036 46,862,578 RWA by Exposures – 489,248 124,719 12,325,640 18,955,049 14,009,366 18,891 939,663 46,862,577 Average Risk Weight 0.0% 29.6% 20.3% 58.3% 97.2% 63.9% 150.0% 52.1% 62.6% Deduction from Capital Base PILLAR 3 DISCLOSURE as at 31 December 2020 350 Financ ial Statement s Accountabi l i t y Addi t ional Informat ion