Bank Islam Integrated Annual Report 2020

4. CREDIT RISK (CONTINUED) 4.8 Disclosures of Rated and Unrated Exposures According to Ratings by ECAI a) Ratings of Sovereigns and Central Banks by Approved ECAIs Ratings of sovereigns and central banks by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Baa3 Ba1 to B3 Caa1 to C Unrated 31 December 2020 S&P AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated Exposure Class Fitch AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated On and Off Balance-Sheet Credit Exposures Sovereign and Central Banks* – 8,165,933 – – – – Total – 8,165,933 – – – – Ratings of sovereigns and central banks by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Baa3 Ba1 to B3 Caa1 to C Unrated 31 December 2019 S&P AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated Exposure Class Fitch AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated On and Off Balance-Sheet Credit Exposures Sovereign and Central Banks* – 5,679,746 – – – – Total – 5,679,746 – – – – * These exposures refer to exposures to Federal Government of Malaysia and Bank Negara Malaysia which are accorded a preferential sovereign risk weight of 0%. b) Ratings of Corporate by Approved ECAIs Ratings of corporate by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Ba3 B+ to C Unrated S&P AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated Fitch AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated 31 December 2020 RAMs AAA to AA3 A to A3 BBB to BB B to D Unrated Exposure Class MARC AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated On and Off Balance-Sheet Credit Exposures Public Sector Entities 204,552 – – – 1,449,694 Insurance Cos, Securities Firms & Fund Manager Corporate 4,069,429 27,707 83,259 – 16,968,321 Total 4,273,981 27,707 83,259 – 18,418,015 PILLAR 3 DISCLOSURE as at 31 December 2020 354 Financ ial Statement s Accountabi l i t y Addi t ional Informat ion