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): (ii) Bank 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”) 808,755 808,755 161,751 12,940 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 3,087,415 3,087,415 1,213,299 97,064 Defaulted Exposures 2,494,124 2,400,261 2,172,267 173,781 Total for On-Balance Sheet Exposures 89,937,994 89,136,708 54,544,730 4,363,578 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 91,859,006 91,054,770 56,390,695 4,511,256 Less: Credit Risk absorbed by IA (11,817,298) (945,384) 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 4,150,406 332,032 Total RWA and Capital Requirements 49,115,844 3,929,268 Note: As at 31 December 2023, the Bank did not have any exposures under securitisation. 418 Pillar 3 Disclosure as at 31 December 2023 Bank Islam Malaysia Berhad ◆ Integrated Annual Report 2023
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