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 (continued) 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 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”) 1,677,905 1,677,905 335,581 26,846 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 2,819,804 2,819,804 1,113,983 89,119 Defaulted Exposures 1,601,818 1,541,551 1,319,732 105,579 Total for On-Balance Sheet Exposures 89,262,025 88,671,160 51,716,802 4,137,344 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 91,279,122 90,686,601 53,513,221 4,281,058 Less: Credit Risk absorbed by IA (10,705,652) (856,452) 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 3,909,361 312,749 Total RWA and Capital Requirements 46,801,807 3,744,144 Note: As at 31 December 2022, the Bank did not have any exposures under securitisation. 419 www.bankislam.com 1 2 3 4 5 6 7 8 9 FINANCIAL STATEMENTS
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