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 (continued): (i) Group (continued) 31 December 2022 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 12,113,373 12,113,373 – – Public Sector Entities 2,958,245 2,936,320 591,451 47,316 Banks, Developments Financial Institutions (“DFIs”) and Multilateral Development Banks (“MDBs”) 1,694,857 1,694,857 338,972 27,118 Corporate 19,498,516 19,032,779 9,608,732 768,699 Regulatory Retail 22,618,237 22,581,227 21,781,936 1,742,555 Residential Mortgages 25,971,590 25,965,665 16,961,580 1,356,926 Higher Risk Assets 2,538 2,538 3,807 305 Other Assets 2,947,702 2,947,702 1,248,192 99,855 Defaulted Exposures 1,601,818 1,541,551 1,319,732 105,579 Total for On-Balance Sheet Exposures 89,406,876 88,816,012 51,854,402 4,148,352 Off-Balance Sheet Exposures Credit-related Exposures 1,646,533 1,645,018 1,484,364 118,749 Derivative Financial Instruments 213,080 213,080 78,989 6,319 Defaulted Exposures 157,484 157,343 233,066 18,645 Total for Off-Balance Sheet Exposures 2,017,097 2,015,441 1,796,419 143,714 Total On and Off-Balance Sheet Exposures 91,423,973 90,831,453 53,650,821 4,292,066 Less: Credit Risk absorbed by IA (10,620,157) (849,613) Long Position Short Position Market Risk Benchmark Rate Risk 7,768,278 (7,713,549) 54,729 55,377 4,430 Foreign Exchange Risk 29,500 (272) 29,228 29,500 2,360 Inventory Risk – – – – – Total Market Risk 7,797,778 (7,713,821) 83,957 84,877 6,790 Operational Risk 3,971,313 317,705 Total RWA and Capital Requirements 47,086,854 3,766,948 Note: As at 31 December 2022, the Group did not have any exposures under securitisation. 417 www.bankislam.com 1 2 3 4 5 6 7 8 9 FINANCIAL STATEMENTS
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