Page 358 - Bank-Muamalat-AR2020

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

BASEL II
PILLAr 3 DISCLOSurE

2.1 INTErNAL CAPITAL ADEquACy ASSESSMENT PrOCESS (“ICAAP”) (CONT’D)
The following tables present the minimum regulatory capital requirement to support the Group’s and the Bank’s
risk-weighted assets:

Table 3: Minimum capital requirement and risk-weighted assets
31 December 2020 31 December 2019
Minimum Minimum
risk Capital risk Capital
weighted requirement weighted requirement
Assets at 8% Assets at 8%
rM’000 rM’000 rM’000 rM’000

Group
Credit Risk 15,081,238 1,206,499 13,089,369 1,047,149
Market Risk 22,546 1,804 35,361 2,829
Operational Risk 1,259,314 100,745 1,218,544 97,484
Total 16,363,098 1,309,048 14,343,275 1,147,462

31 December 2020 31 December 2019
Minimum Minimum
risk Capital risk Capital
weighted requirement weighted requirement
Assets at 8% Assets at 8%
rM’000 rM’000 rM’000 rM’000

Bank
Credit Risk 15,063,327 1,205,066 13,073,524 1,045,882
Market Risk 22,546 1,803 35,361 2,828
Operational Risk 1,250,046 100,004 1,206,121 96,490

Total 16,335,919 1,306,873 14,315,007 1,145,199

The Group and the Bank do not have any capital requirement for Large Exposure Risk as there is no amount in excess of the
lowest threshold arising from equity holdings as specified in the BNM’s RWCAF.