41. FINANCIAL RISK MANAGEMENT (CONTINUED) (c) Market risk (continued) (i) Profit rate risk (continued) Bank 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 4,453,177 – – – – 751,187 – 5,204,364 1.53 Financial assets at FVTPL – – – – – – 1,550,700 1,550,700 2.50 Derivative financial assets – – – – – 26,037 26,037 0.34 Financial assets at FVOCI 749,064 200,402 2,227,959 6,755,240 2,672,402 – – 12,605,067 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 – – – – – 239,257 – 239,257 – Statutory deposits with Bank Negara Malaysia – – – – – 264,050 – 264,050 – Total assets 52,193,453 4,989,201 3,318,547 9,295,122 6,339,447 1,679,581 1,576,737 79,392,088 Liabilities Deposits from customers 13,127,720 9,286,497 14,094,624 497,276 48,874 20,308,935 – 57,363,926 1.45 Investment accounts of customers 1,371,739 1,399,335 1,126,857 8,033 – 6,655,637 – 10,561,601 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 – – – – – 1,538,375 – 1,538,375 – Lease liabilities 683 2,191 9,082 53,502 237,526 – – 302,984 5.70 Total liabilities 14,500,142 10,688,023 15,230,563 2,558,811 2,286,400 28,539,628 20,421 73,823,988 On-balance sheet profit sensitivity gap 37,693,311 (5,698,822) (11,912,016) 6,736,311 4,053,047 (26,860,047) 1,556,316 5,568,110 Off-balance sheet profit sensitivity gap (profit rate swaps) – – – 79,153 – – – 79,153 Total profit sensitivity gap 37,693,311 (5,698,822) (11,912,016) 6,815,464 4,053,047 (26,860,047) 1,556,316 5,647,253 * 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 354
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