Page 390 - Bank-Muamalat-AR2020

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

BASEL II
PILLAr 3 DISCLOSurE

Each ECAI is used based on the types of exposures as described per Capital Adequacy Framework for Islamic Banks (CAFIB). The Group’s and
the Bank’s credit exposures that are presently not mapped to the ECAI ratings are depicted below as unrated. Rating for financing exposure
The Group and the Bank use the external rating agencies such as MARC, RAM, Moody’s, Standard & Poors, Fitch and R&I for rating of
Grand Total rM’000 6,073,117 264,268 789,872 7,559,097 7,259,287 4,676,399 1,105 440,330 27,063,475 Grand Total rM’000 5,783,743 266,451 480,840 6,870,006 6,392,378 3,820,671 - 326,399 23,940,488

Others rM’000 - - - - - - - - - Others rM’000 - - 9 1,392 - - - - 1,401

unrated rM’000 - 264,268 333,275 6,295,998 7,259,287 4,676,399 1,105 440,330 19,270,662 unrated rM’000 - 266,451 178,581 4,431,898 6,392,378 3,820,671 - 326,399 15,416,377
commercial papers (CPs) and corporate bonds (CBs) or participation of syndication or underwriting of PDS issuance.

P1/MArC1 rM’000 rM’000 - - - - - - - - - - - - - - - - - - P1/MArC1 rM’000 rM’000 - - - - 107,836 - 214,136 - - - - - - - - - 321,972 -

CrEDIT rISk (DISCLOSurES FOr POrTFOLIO uNDEr ThE STANDArDISED APPrOACh)

rating by Approved ECAIS BB+ TO BB- BBB rM’000 - - - 105,544 - - - - 105,544 rating by Approved ECAIS BB+ TO BB- BBB rM’000 - - - 103,162 - - - - 103,162
based on the obligor rating and treasury exposure based on issue rating of the exposure.

rM’000 A - - 101,944 293,375 - - - - 395,319 A rM’000 - - 98,196 380,785 - - - - 478,981

AA- rM’000 - - - - - - - - - AA- rM’000 - - - 58,109 - - - - 58,109

AA - - - - - - AA - - - - - -
rM’000 349,370 137,102 486,472 rM’000 55,272 130,374 185,646
Table 16: rating distribution on credit exposures

AA+ rM’000 - - - 12,640 - - - - 12,640 AA+ rM’000 - - - 5,187 - - - - 5,187

AAA rM’000 6,073,117 - 5,283 714,438 - - - - 6,792,838 AAA rM’000 5,783,743 - 40,946 1,544,963 - - - - 7,369,652

31 December 2020 Exposure Class On and Off Balance-Sheet Exposures Credit Exposures – Standardised Approach Sovereigns/Central Banks Public Sector Entities Banks, Development Financial Institutions & MDBs Corporates Regulatory Retail Residential Mortgages Higher Risk Assets Other Assets 31 December 2019 Exposure Class On and Off Balance-Sheet Exposures Credit Exposures – Standardised Approach Sovereigns/Central Banks Pu

Group Total Group Total

5.0