39. FINANCIAL RISK MANAGEMENT (CONTINUED) (c) Market risk (continued) (i) Profit rate risk (continued) Bank 2020 Banking book Trading book RM’000 Total RM’000 Effective profit rate % 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 Assets Cash and short-term funds and deposits and placements with financial institutions 4,490,732 – – – – 725,548 – 5,216,280 1.38 Financial assets at FVTPL – – – – – – 1,175,440 1,175,440 2.35 Derivative financial assets – – – – – – 61,665 61,665 0.71 Financial assets at FVOCI 80,531 678,405 1,226,955 6,725,858 3,846,980 – – 12,558,729 5.71 Financing, advances and others – non-impaired 50,683,675 442,090 42,052 1,030,556 2,282,468 744,521 – 55,225,362 4.72 – impaired net of allowances* – – – – – (554,727) – (554,727) Other financial assets at amortised cost – – – – – 182,041 – 182,041 Statutory deposits with Bank Negara Malaysia – – – – – 192,425 – 192,425 Total assets 55,254,938 1,120,495 1,269,007 7,756,414 6,129,448 1,289,808 1,237,105 74,057,215 Liabilities Deposits from customers 12,210,491 8,397,374 10,792,984 1,735,439 35,117 17,924,046 – 51,095,451 2.00 Investment accounts of customers 2,482,295 2,231,757 2,534,420 7,150 – 5,113,275 – 12,368,897 1.91 Derivative financial liabilities – – – – – – 105,872 105,872 1.23 Bills and acceptance payable – – – – – 29,621 – 29,621 Recourse obligations on financing sold to Cagamas – – – 1,500,000 – 1,187 – 1,501,187 4.74 Subordinated Sukuk Murabahah – – – – 1,700,000 13,164 – 1,713,164 4.69 Other liabilities – – – – – 1,024,855 – 1,024,855 Lease liabilities 1,409 2,267 9,760 46,551 252,442 – – 312,429 5.70 Total liabilities 14,694,195 10,631,398 13,337,164 3,289,140 1,987,559 24,106,148 105,872 68,151,476 On-balance sheet profit sensitivity gap 40,560,743 (9,510,903) (12,068,157) 4,467,274 4,141,889 (22,816,340) 1,131,233 5,905,739 Off-balance sheet profit sensitivity gap (profit rate swaps) – – – 114,056 – – – 114,056 Total profit sensitivity gap 40,560,743 (9,510,903) (12,068,157) 4,581,330 4,141,889 (22,816,340) 1,131,233 6,019,795 * This is arrived at after deducting impairment allowances from the outstanding gross impaired financing. BANK I SLAM MALAYS IA BERHAD NOTES TO THE FINANCIAL STATEMENTS for the financial year ended 31 December 2021 340
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