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 Bank: (i) As at 31 December 2022 Exposures After Netting & Credit Risk Mitigation (CRM) Total Exposures After Netting & CRM Total Risk Weighted Asset Risk Sovereigns/ Central Banks Public Sector Entities Banks, DFIS & MDBS Corporate Regulatory Retail Residential Mortgages Higher Risk Assets Other Assets Weights 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 – – 1,705,821 21,358,849 – 20% – 252,932 1,846,666 3,544,125 60 – – – 5,643,783 1,128,757 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 – 1,113,983 37,371,389 37,371,388 150% – – – 478,981 67,256 110,597 8,667 – 665,501 998,252 Total Exposures 12,113,373 3,005,243 1,847,887 21,644,841 22,726,999 26,519,787 8,667 2,819,804 90,686,601 53,513,221 RWA by Exposures – 658,707 369,944 11,975,020 21,917,745 17,464,822 13,001 1,113,983 53,513,222 Average Risk Weight 0.0% 21.9% 20.0% 55.3% 96.4% 65.9% 150.0% 39.5% 59.0% Deduction from Capital Base Pillar 3 Disclosure as at 31 December 2022 Integrated Report 2022 420
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