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): (ii) Bank (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”) 510,893 510,893 103,163 8,253 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 1,786,255 1,786,255 919,927 73,594 Defaulted Exposures 895,404 860,147 839,948 67,196 Total for On-Balance Sheet Exposures 73,614,411 73,162,332 45,419,804 3,633,584 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 75,249,991 74,791,311 46,842,824 3,747,426 Less: Credit Risk absorbed by IA (9,082,416) (726,593) 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 3,675,867 294,069 Total RWA and Capital Requirements 42,075,201 3,366,016 Note: As at 31 December 2020, the Bank did not have any exposures under securitisation. INTEGRATED ANNUAL REPORT 202 1 387 Key Messages Overview Value Creation MD&A Sustainability Leadership Accountability Financial Additional Information
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