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 Bank: (i) As at 31 December 2023 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% 10,662,724 238,205 – 6,022,773 418,804 – – 1,874,116 19,216,624 – 20% – 256,303 930,421 4,523,191 28 – – – 5,709,942 1,129,979 35% – – – – 554 8,383,649 – – 8,384,203 2,934,471 50% – 524,983 814 3,247,435 428,772 5,643,962 – – 9,845,967 4,922,983 75% – – – 63,854 4,226,123 180,902 – – 4,470,879 3,304,721 100% – 264,709 – 8,741,336 21,825,223 10,160,717 – 1,213,299 42,205,283 42,241,215 150% – 20,673 – 1,108,438 79,516 894 12,353 – 1,221,873 1,857,325 Total Exposures 10,662,724 1,304,873 931,235 23,707,026 26,979,020 24,370,124 12,353 3,087,415 91,054,770 56,390,695 RWA by Exposures – 609,471 186,491 12,980,238 25,328,674 16,053,992 18,529 1,213,299 56,390,695 Average Risk Weight 0% 47% 20% 55% 94% 66% 150% 39% 62% Deduction from Capital Base 442 Pillar 3 Disclosure as at 31 December 2023 Bank Islam Malaysia Berhad ◆ Integrated Annual Report 2023
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