41. FINANCIAL RISK MANAGEMENT (CONTINUED) (c) Market risk (continued) (i) Profit rate risk (continued) Group 2021 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 4,468,535 – – – – 754,313 – 5,222,848 1.53 Financial assets at FVTPL – – – – – – 1,582,494 1,582,494 2.51 Derivative financial assets – – – – – – 26,037 26,037 0.34 Financial assets at FVOCI 748,201 200,402 2,227,959 6,755,240 2,672,402 – – 12,604,204 3.69 Financial assets at amortised cost – – 50,529 1,288,203 10,112 – – 1,348,844 2.04 Financing, advances and others – non-impaired 46,991,212 4,788,799 1,040,059 1,251,679 3,656,933 920,670 – 58,649,352 4.24 – impaired net of allowances * – – – – – (495,583) – (495,583) – Other financial assets at amortised cost – – – – – 294,508 – 294,508 – Statutory deposits with Bank Negara Malaysia – – – – – 264,050 – 264,050 – Total assets 52,207,948 4,989,201 3,318,547 9,295,122 6,339,447 1,737,958 1,608,531 79,496,754 Liabilities Deposits from customers 13,126,938 9,285,290 14,086,170 497,276 48,874 20,294,286 – 57,338,834 1.45 Investment accounts of customers 1,340,131 1,322,364 1,126,857 7,913 – 6,655,637 – 10,452,902 1.29 Derivative financial liabilities – – – – – – 20,421 20,421 0.27 Bills and acceptance payable – – – – – 20,112 – 20,112 – Recourse obligations on financing sold to Cagamas – – – 2,000,000 – 1,720 – 2,001,720 4.36 Subordinated Sukuk Murabahah – – – – 2,000,000 14,849 – 2,014,849 4.11 Other liabilities – – – – – 1,570,602 – 1,570,602 – Lease liabilities 728 2,283 9,409 53,502 237,526 – – 303,448 – Total liabilities 14,467,797 10,609,937 15,222,436 2,558,691 2,286,400 28,557,206 20,421 73,722,888 On-balance sheet profit sensitivity gap 37,740,151 (5,620,736) (11,903,889) 6,736,431 4,053,047 (26,819,248) 1,588,110 5,773,866 Off-balance sheet profit sensitivity gap (profit rate swaps) – – – 79,153 – – – 79,153 Total profit sensitivity gap 37,740,151 (5,620,736) (11,903,889) 6,815,584 4,053,047 (26,819,248) 1,588,110 5,853,019 * This is arrived at after deducting impairment allowances from the outstanding gross impaired financing. Notes to the financial statements for the financial year ended 31 December 2022 Integrated Report 2022 352
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