4. CREDIT RISK (CONTINUED) 4.6 Gross Credit Exposures (continued) (c) Residual Contractual Maturity Breakdown (ii) Bank (continued) 31 December 2021 Up to 1 Year > 1 – 5 Years Over 5 Years Total Exposure Class RM’000 RM’000 RM’000 RM’000 Credit Risk On-Balance Sheet Exposures Sovereign/Central Banks 4,574,778 2,811,303 1,666,169 9,052,250 Public Sector Entities 106,851 814,612 779,632 1,701,095 Banks, Developments Financial Institutions and Multilateral Development Banks 804,739 200,384 2,432 1,007,555 Corporate 5,152,471 6,005,414 9,202,547 20,360,432 Regulatory Retail 134,369 3,018,105 17,673,110 20,825,584 Residential Mortgages 17,442 136,540 23,589,887 23,743,869 Higher Risk Assets – 34 3,307 3,341 Other Assets 366,663 – 1,480,225 1,846,888 Total for On-Balance Sheet Exposures 11,157,313 12,986,392 54,397,309 78,541,014 Off-Balance Sheet Exposures Credit-related Exposures 656,789 448,316 555,018 1,660,123 Derivative Financial Instruments 114,431 2,368 – 116,799 Total for Off-Balance Sheet Exposures 771,220 450,684 555,018 1,776,922 Total On and Off-Balance Sheet Exposures 11,928,533 13,437,076 54,952,327 80,317,936 4.7 Assignment of Risk Weights for Portfolios Under the Standardised Approach Under the Standardised Approach, the Group makes use of credit ratings assigned by credit rating agencies in the calculation of credit risk-weighted assets. The following are the rating agencies or External Credit Assessment Institutions (“ECAI”) ratings used by the Group and are recognised by BNM as per the CAFIB Guideline: (a) Standard & Poor’s (“S&P”) (b) Moody’s Investors Services (“MOODY’S”) (c) Fitch Ratings (“FITCH”) (d) Rating Agency Malaysia Berhad (“RAM”) (e) Malaysian Rating Corporation Berhad (“MARC”) The ECAI ratings accorded to the following counterparty exposure classes are used in the calculation of riskweighted assets for capital adequacy purposes: (a) Sovereigns and central banks (b) Banking institutions (c) Corporates Pillar 3 Disclosure as at 31 December 2022 Integrated Report 2022 416
RkJQdWJsaXNoZXIy NDgzMzc=