2. CAPITAL ADEQUACY (CONTINUED) 2.4 Capital Adequacy Ratios (continued) (c) The breakdown of risk-weighted assets by exposures in each major risk category is as follows: (i) Group 31 December 2023 Exposure Class Gross Exposure RM’000 Net Exposure RM’000 RiskWeighted Asset RM’000 Minimum Capital Requirement At 8% RM’000 Credit Risk On-Balance Sheet Exposures Sovereign/Central Banks 10,662,724 10,662,724 – – Public Sector Entities 1,286,319 1,247,035 547,207 43,777 Banks, Developments Financial Institutions (“DFIs”) and Multilateral Development Banks (“MDBs”) 844,978 844,978 168,996 13,520 Corporate 20,599,807 20,228,826 9,578,504 766,280 Regulatory Retail 26,648,442 26,356,218 24,835,348 1,986,828 Residential Mortgages 24,350,408 24,345,473 16,036,355 1,282,908 Higher Risk Assets – – – – Other Assets 3,491,891 3,491,891 1,619,133 129,531 Defaulted Exposures 2,494,124 2,400,261 2,172,267 173,781 Total for On-Balance Sheet Exposures 90,378,693 89,577,407 54,957,809 4,396,625 Off-Balance Sheet Exposures Credit-related Exposures 1,479,473 1,476,622 1,374,593 109,967 Derivative Financial Instruments 177,278 177,278 82,100 6,568 Defaulted Exposures 264,260 264,162 389,271 31,142 Total for Off-Balance Sheet Exposures 1,921,011 1,918,062 1,845,965 147,677 Total On and Off-Balance Sheet Exposures 92,299,705 91,495,469 56,803,773 4,544,302 Less: Credit Risk absorbed by IA (11,803,750) (944,300) Long Position Short Position Market Risk Benchmark Rate Risk 9,558,749 (8,651,515) 907,234 258,683 20,695 Foreign Exchange Risk 133,359 (471) 132,888 133,359 10,669 Inventory Risk Total Market Risk 9,692,108 (8,651,986) 1,040,122 392,042 31,363 Operational Risk 4,225,384 338,031 Total RWA and Capital Requirements 49,617,449 3,969,396 Note: As at 31 December 2023, the Group did not have any exposures under securitisation. 416 Pillar 3 Disclosure as at 31 December 2023 Bank Islam Malaysia Berhad ◆ Integrated Annual Report 2023
RkJQdWJsaXNoZXIy NDgzMzc=