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 (continued): (i) Group (continued) 31 December 2020 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 8,165,933 8,165,933 – – Public Sector Entities 1,600,640 1,587,966 430,688 34,455 Banks, Developments Financial Institutions (“DFIs”) and Multilateral Development Banks (“MDBs”) 510,976 510,976 103,179 8,254 Corporate 19,584,934 19,226,882 10,505,419 840,434 Regulatory Retail 19,456,154 19,416,328 18,879,252 1,510,340 Residential Mortgages 21,610,415 21,604,144 13,735,734 1,098,859 Higher Risk Assets 3,783 3,783 5,674 454 Other Assets 1,802,897 1,802,897 939,663 75,173 Defaulted Exposures 895,404 860,147 839,948 67,196 Total for On-Balance Sheet Exposures 73,631,136 73,179,056 45,439,557 3,635,165 Off-Balance Sheet Exposures Credit-related Exposures 1,461,127 1,454,525 1,329,221 106,338 Derivative Financial Instruments 148,631 148,632 64,632 5,171 Defaulted Exposures 25,822 25,822 29,167 2,333 Total for Off-Balance Sheet Exposures 1,635,580 1,628,979 1,423,020 113,842 Total On and Off-Balance Sheet Exposures 75,266,716 74,808,035 46,862,577 3,749,006 Less: Credit Risk absorbed by IA (9,082,114) (726,569) Long Position Short Position Market Risk Benchmark Rate Risk 9,461,133 (8,518,693) 942,439 313,417 25,073 Foreign Exchange Risk 23,673 (325,509) (301,836) 325,509 26,041 Inventory Risk – – – Total Market Risk 9,484,806 (8,844,202) 640,603 638,926 51,114 Operational Risk 3,719,636 297,571 Total RWA and Capital Requirements 42,139,024 3,371,122 Note: As at 31 December 2020, the Group did not have any exposures under securitisation. INTEGRATED ANNUAL REPORT 202 1 385 Key Messages Overview Value Creation MD&A Sustainability Leadership Accountability Financial Additional Information
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