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 2022 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% 12,113,373 1,890,688 – 5,275,289 373,678 – – 1,699,510 21,352,538 – 20% – 252,932 1,863,619 3,544,125 60 – – – 5,660,736 1,132,147 35% – – – – – 7,367,798 – – 7,367,798 2,578,729 50% – 507,004 1,221 3,311,106 366,153 4,907,979 – – 9,093,464 4,546,732 75% – – – 572,678 1,144,318 7,468,822 – – 9,185,817 6,889,363 100% – 354,619 – 8,462,662 20,775,534 6,664,591 – 1,248,192 37,505,598 37,505,598 150% – – – 478,981 67,256 110,597 8,667 – 665,501 998,252 Total Exposures 12,113,373 3,005,243 1,864,840 21,644,84122,726,999 26,519,787 8,667 2,947,702 90,831,452 53,650,821 RWA by Exposures – 658,707 373,33411,975,020 21,917,74517,464,822 13,001 1,248,192 53,650,821 Average Risk Weight 0.0% 21.9% 20.0% 55.3% 96.4% 65.9% 150.0% 42.3% 59.1% Deduction from Capital Base Pillar 3 Disclosure as at 31 December 2022 Integrated Report 2022 418
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