4. CREDIT RISK (CONTINUED) 4.7 Assignment of Risk Weights for Portfolios Under the Standardised Approach (continued) The following presents the credit exposures by risk weights after the effect of credit risk mitigation of the Group (continued): (ii) As at 31 December 2022 Exposures After Netting & Credit Risk Mitigation (CRM) Total Exposures After Netting & CRM RM’000 Total Risk Weighted Asset RM’000 Risk Weights Sovereigns/ Central Banks RM’000 Public Sector Entities RM’000 Banks, DFIS & MDBS RM’000 Corporate RM’000 Regulatory Retail RM’000 Residential Mortgages RM’000 Higher Risk Assets RM’000 Other Assets RM’000 0% 12,113,373 1,890,688 – 5,275,289 373,678 – – 1,699,510 21,352,538 – 20% – 252,932 1,863,619 3,544,125 60 – – – 5,660,736 1,132,147 35% – – – – – 7,367,798 – – 7,367,798 2,578,729 50% – 507,004 1,221 3,311,106 366,153 4,907,979 – – 9,093,464 4,546,732 75% – – – 572,678 1,144,318 7,468,822 – – 9,185,817 6,889,363 100% – 354,619 – 8,462,662 20,775,534 6,664,591 – 1,248,192 37,505,598 37,505,598 150% – – – 478,981 67,256 110,597 8,667 – 665,501 998,252 Total Exposures 12,113,373 3,005,243 1,864,840 21,644,841 22,726,999 26,519,787 8,667 2,947,702 90,831,452 53,650,821 RWA by Exposures – 658,707 373,334 11,975,020 21,917,745 17,464,822 13,001 1,248,192 53,650,821 Average Risk Weight 0.0% 21.9% 20.0% 55.3% 96.4% 65.9% 150.0% 42.3% 59.1% Deduction from Capital Base 441 www.bankislam.com 1 2 3 4 5 6 7 8 9 FINANCIAL STATEMENTS
RkJQdWJsaXNoZXIy NDgzMzc=