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 (continued): (ii) As at 31 December 2021 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% 9,052,249 826,833 – 3,904,705 196,450 – – 951,209 14,931,446 – 20% – 170,004 1,058,208 3,768,647 97 – – – 4,996,956 999,391 35% – – – – – 6,996,669 – – 6,996,669 2,448,834 50% – 547,870 7,322 3,841,980 398,237 5,098,127 – – 9,893,536 4,946,768 75% – – – 571,402 1,120,993 4,575,502 – – 6,267,898 4,700,924 100% – 230,234 – 8,755,974 19,047,746 7,365,935 – 895,679 36,295,568 36,295,568 150% – – – 359,641 28,089 60,084 11,843 – 459,657 689,486 Total Exposures 9,052,249 1,774,941 1,065,530 21,202,349 20,791,612 24,096,317 11,843 1,846,888 79,841,730 50,080,971 RWA by Exposures – 538,170 215,303 12,398,706 20,129,762 15,885,585 17,765 895,679 50,080,970 Average Risk Weight 0.0% 30.3% 20.2% 58.5% 96.8% 65.9% 150.0% 48.5% 62.7% Deduction from Capital Base Financial Statements 421 01 05 03 07 02 06 09 04 08 Bank Islam Malaysia Berhad
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