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360 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
Bank 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 5,888,645 5,788,066 4,599,131 367,930
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
Other Assets 326,396 326,395 207,687 16,613
Defaulted Exposures 122,432 122,432 100,978 8,078
22,778,414 22,676,314 12,078,200 966,254
(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 1,148,177 995,325 79,626
Total Credit Exposures 23,926,591 23,824,491 13,073,524 1,045,880

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) 1,206,121 96,490

(iv) Total rwA and Capital requirements 14,315,006 1,145,199

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