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358 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)
Risk-weighted and capital requirements for credit risk, market risk and operational risk are as follows: (cont’d)
Table 4: Minimum capital requirement and risk-weighted assets by exposures (cont’d)

Minimum
risk Capital
Gross *Net weighted requirement
Group Exposures Exposures Assets at 8%
31 December 2019 rM’000 rM’000 rM’000 rM’000

(i) Credit risk (Standardised Approach)
(a) On Balance Sheet Exposures
Sovereign/Central Banks 5,769,660 5,769,660 - -
Public Sector Entities 254,601 254,434 50,887 4,071
Banks, Development Financial
Institution & MDBs 372,996 372,996 104,058 8,325
Corporates 5,894,965 5,794,386 4,607,399 368,592
Regulator Retail 6,296,749 6,295,396 5,517,859 441,429
Residential Real Estate 3,746,935 3,746,935 1,497,600 119,808
Higher Risk Assets - - - -
Other Assets 333,973 333,972 215,264 17,220
Defaulted Exposures 122,432 122,432 100,978 8,078
22,792,311 22,690,211 12,094,045 967,523

(b) Off-Balance Sheet Exposures**
Credit-related off-balance sheet exposure 1,018,330 1,018,330 952,448 76,196
Derivative financial instruments 129,847 129,847 42,876 3,430

1,148,177 1,148,177 995,324 79,626
Total Credit Exposures 23,940,488 23,838,388 13,089,369 1,047,147

risk
Long Short weigthed Capital
Position Position Assets requirement

(ii) Market risk (Standardised Approach)
Benchmark Rate Risk 1,597 (1,609) 14,639 1,171
Foreign Currency Risk 33,621 (54,857) 20,722 1,658
Equity Position Risk – – – –
35,361 2,829

(iii) Operational risk (Basic Indicators Approach) 1,218,544 97,484
(iv) Total rwA and Capital requirements 14,343,274 1,147,460

* After netting and credit risk mitigation
** Credit Risk of off balance sheet items