Page 310 - Bank-Muamalat-AR2020

308 BANK MUAMALAT MALAYSIA BERHAD About Us Our Leadership Our Strategy
ANNUAL REPORT FY2020

Notes to the fiNaNcial statemeNts
31 December 2020 (16 JamaDil awal 1442h)

46. FINANCIAL rISk MANAGEMENT OBJECTIvES AND POLICIES (CONT’D.)
(b) Market risk (cont’d.)

Types of market risk (cont’d.)
(ii) Non-traded market risk (cont’d.)
rate of return risk (cont’d.)

Sensitivity analysis for rate of return risk
The analysis measures the increase or decline in earnings and economic value for upward and downward rate
shocks, which are consistent with shocks applied in the stress test for measuring:
Group Bank
Increase/(decrease) in basis points -50 Basis +50 Basis -50 Basis +50 Basis
Points Points Points Points
rM’000 rM’000 rM’000 rM’000

Impact on Earnings:
31 December 2020

MYR (21,994) 21,994 (21,937) 21,937
USD 1,851 (1,851) 1,851 (1,851)
Others* 35 (35) 35 (35)

31 December 2019
MYR (8,360) 8,360 (8,360) 8,360
USD 1,587 (1,587) 1,587 (1,587)
Others* 37 (37) 37 (37)
Impact on Equity:

31 December 2020
MYR (30,292) 30,292 (30,284) 30,284
USD 417 (417) 417 (417)
Others* 63 (63) 63 (63)
31 December 2019

MYR (51,189) 51,189 (51,189) 51,189
USD 376 (376) 376 (376)
Others* 36 (36) 36 (36)
* Inclusive of AUD, CHF, EUR, GBP, JPY and other currencies.