4. CREDIT RISK (CONTINUED) 4.7 Assignment of Risk Weights for Portfolios Under the Standardised Approach (continued) The following presents the credit exposures by risk weights after the effect of credit risk mitigation of the Group: (i) As at 31 December 2021 Risk Weights Exposures After Netting & Credit Risk Mitigation (CRM) Total Exposures After Netting & CRM Total Risk Weighted Asset Sovereigns/ Central Banks Public Sector Entities Banks, DFIS & MDBS Corporate Regulatory Retail Residential Mortgages Higher Risk Assets Other Assets RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 0% 9,052,249 826,833 – 3,904,705 196,450 – – 945,524 14,925,761 – 20% – 170,004 1,076,679 3,768,647 97 – – – 5,015,427 1,003,085 35% – – – – – 6,996,669 – – 6,996,669 2,448,834 50% – 547,870 7,322 3,841,980 398,237 5,098,127 – – 9,893,536 4,946,768 75% – – – 571,402 1,120,993 4,575,502 – – 6,267,898 4,700,924 100% – 230,234 – 8,755,974 19,047,746 7,365,935 – 991,753 36,391,642 36,391,642 150% – – – 359,641 28,089 60,084 11,843 – 459,657 689,486 Total Exposures 9,052,249 1,774,941 1,084,001 21,202,349 20,791,612 24,096,317 11,843 1,937,277 79,950,590 50,180,739 RWA by Exposures – 538,170 218,997 12,398,706 20,129,762 15,885,585 17,765 991,753 50,180,738 Average Risk Weight 0.0% 30.3% 20.2% 58.5% 96.8% 65.9% 150.0% 51.2% 62.8% Deduction from Capital Base PILLAR 3 DISCLOSURE as at 31 December 2021 BANK I SLAM MALAYS IA BERHAD 410
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