4. CREDIT RISK (CONTINUED) 4.8 Disclosures of Rated and Unrated Exposures According to Ratings by ECAI a) Ratings of Sovereigns and Central Banks by Approved ECAIs Ratings of sovereigns and central banks by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Baa3 Ba1 to B3 Caa1 to C Unrated 31 December 2022 S&P AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated Exposure Class Fitch AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated On and Off Balance-Sheet Credit Exposures Sovereign and Central Banks* – 12,113,373 – – – – Total – 12,113,373 – – – – Ratings of sovereigns and central banks by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Baa3 Ba1 to B3 Caa1 to C Unrated 31 December 2021 S&P AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated Exposure Class Fitch AAA to AA- A+ to A- BBB+ to BBB- BB+ to B- CCC+ to D Unrated On and Off Balance-Sheet Credit Exposures Sovereign and Central Banks* – 9,052,249 – – – – Total – 9,052,249 – – – – * These exposures refer to exposures to Federal Government of Malaysia and Bank Negara Malaysia which are accorded a preferential sovereign risk weight of 0%. b) Ratings of Corporate by Approved ECAIs Ratings of corporate by approved ECAIS Moodys Aaa to Aa3 A1 to A3 Baa1 to Ba3 B+ to C Unrated S&P AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated Fitch AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated 31 December 2022 RAMs AAA to AA3 A to A3 BBB to BB B to D Unrated Exposure Class MARC AAA to AA- A+ to A- BBB+ to BB- B+ to D Unrated On and Off Balance-Sheet Credit Exposures Public Sector Entities 252,932 – – – 2,752,311 Insurance Cos, Securities Firms & Fund Manager Corporate 3,459,814 51,646 153,258 – 17,980,124 Total 3,712,746 51,646 153,258 – 20,732,435 Pillar 3 Disclosure as at 31 December 2022 Integrated Report 2022 422
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