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 Bank (continued): (ii) As at 31 December 2019 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% 5,679,746 716,516 – 4,065,891 44,621 – – 1,938,713 12,445,487 – 20% – 104,415 338,621 4,255,460 594 – – – 4,699,090 939,818 35% – – – – – 6,211,609 – – 6,211,609 2,174,063 50% – 544,322 6,400 3,079,005 394,518 4,599,917 – – 8,624,162 4,312,081 75% – – – 800,878 1,248,186 3,969,536 – – 6,018,600 4,513,950 100% – 130,864 – 8,393,274 15,583,742 5,085,334 – 874,862 30,068,076 30,068,076 150% – 1,754 – 233,323 42,958 61,406 13,131 – 352,572 528,858 Total Exposures 5,679,746 1,497,871 345,021 20,827,831 17,314,619 19,927,802 13,131 2,813,575 68,419,596 42,536,846 RWA by Exposures – 426,539 70,924 11,734,512 16,781,696 12,628,617 19,697 874,862 42,536,846 Average Risk Weight 0.0% 28.5% 20.6% 56.3% 96.9% 63.4% 150.0% 31.1% 62.2% Deduction from Capital Base BANK ISLAM MALAYS IA BERHAD INTEGRATED ANNUAL REPORT 2020 353