2. CAPITAL ADEQUACY (CONTINUED) 2.4 Capital Adequacy Ratios (continued) (c) The breakdown of risk-weighted assets by exposures in each major risk category is as follows: (i) Group 31 December 2021 Gross Exposure Net Exposure RiskWeighted Asset Minimum Capital Requirement At 8% Exposure Class RM’000 RM’000 RM’000 RM’000 Credit Risk On-Balance Sheet Exposures Sovereign/Central Banks 9,052,249 9,052,249 – – Public Sector Entities 1,701,095 1,690,995 461,944 36,955 Banks, Developments Financial Institutions (“DFIs”) and Multilateral Development Banks (“MDBs”) 1,026,027 1,026,027 206,060 16,485 Corporate 19,388,649 19,013,390 10,336,801 826,944 Regulatory Retail 20,743,307 20,708,120 20,057,433 1,604,595 Residential Mortgages 23,669,331 23,662,639 15,511,861 1,240,949 Higher Risk Assets 3,173 3,173 4,760 381 Other Assets 1,937,277 1,937,277 991,753 79,340 Defaulted Exposures 1,128,766 1,089,559 1,013,545 81,084 Total for On-Balance Sheet Exposures 78,649,874 78,183,429 48,584,157 3,886,733 Off-Balance Sheet Exposures Credit-related Exposures 1,623,839 1,614,088 1,478,572 118,286 Derivative Financial Instruments 116,795 116,795 68,005 5,440 Defaulted Exposures 36,288 36,278 50,005 4,000 Total for Off-Balance Sheet Exposures 1,776,922 1,767,161 1,596,582 127,726 Total On and Off-Balance Sheet Exposures 80,426,796 79,950,590 50,180,739 4,014,459 Less: Credit Risk absorbed by IA (7,423,579) (593,886) Long Position Short Position Market Risk Benchmark Rate Risk 8,792,939 (7,505,740) 1,287,199 99,335 7,947 Foreign Exchange Risk 28,311 (390,224) (361,914) 390,224 31,218 Inventory Risk – – – Total Market Risk 8,821,250 (7,895,964) 925,285 489,559 39,165 Operational Risk 3,847,886 307,831 Total RWA and Capital Requirements 47,094,605 3,767,569 Note: As at 31 December 2021, the Group did not have any exposures under securitisation. PILLAR 3 DISCLOSURE as at 31 December 2021 BANK I SLAM MALAYS IA BERHAD 384
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