5. MARKET RISK (CONTINUED) 5.3 Management of Market Risk (continued) a) Profit rate risk in the banking book portfolio (continued) Group Impact on EVE Currency 31 December 2023 Increase/(Decline) 31 December 2022 Increase/(Decline) +150bps RM million –150bps RM million +150bps RM million –150bps RM million MYR (423.3) 423.3 (392.7) 392.7 USD 2.2 (2.2) 9.4 (9.4) OTHERS* 1.6 (1.6) 1.6 (1.6) TOTAL (419.4) 419.4 (381.7) 381.7 The table below shows the Bank’s profit rate sensitivity to a 150 basis points parallel shift as at reporting date. Bank Impact on EaR Currency 31 December 2023 Increase/(Decline) 31 December 2022 Increase/(Decline) +150bps RM million –150bps RM million +150bps RM million –150bps RM million MYR 224.7 (224.7) 195.4 (195.4) USD (0.8) 0.8 (2.5) 2.5 OTHERS* (0.5) 0.5 (0.5) 0.5 TOTAL 223.4 (223.4) 192.3 (192.3) Bank Impact on EVE Currency 31 December 2023 Increase/(Decline) 31 December 2022 Increase/(Decline) +150bps RM million –150bps RM million +150bps RM million –150bps RM million MYR (422.8) 422.8 (391.0) 391.0 USD 2.2 (2.2) 9.4 (9.4) OTHERS* 1.6 (1.6) 1.6 (1.6) TOTAL (418.9) 418.9 (380.0) 380.0 Note: 1. *Inclusive of all other currencies except MYR and USD Other controls to manage the profit rate risk in the banking book portfolio includes present value of 1 basis point change (“PV01”) which measures the banking book fair value to comprehensive income securities (“FVOCI”) portfolio’s sensitivity to market rates movement. 457 www.bankislam.com 1 2 3 4 5 6 7 8 9 FINANCIAL STATEMENTS
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