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Our Performance Sustainability Statement Governance Our Numbers Other Information

8.1 MArkET rISk (DISCLOSurES FOr POrTFOLIOS uNDEr ThE STANDArDISED APPrOACh)
As at 31 March 2015, the Group and the Bank used the standardized approach in computing the market risk weighted assets
of the trading book position of the Group and the Bank. The following is the minimum regulatory requirement for market risk.

Table 21: Minimum regulatory requirement for market risk
Group and Bank
31 December 2020
Minimum
risk Capital
Long Short weighted requirement
Position Position Assets at 8%
rM’000 rM’000 rM’000 rM’000

Benchmark Rate Risk 1,432 (1,817) 14,851 1,190
Foreign Currency Risk 7,695 (6,075) 7,695 616
Total 9,127 (7,892) 22,546 1,806

Group and Bank
31 December 2019

Minimum
risk Capital
Long Short weighted requirement
Position Position Assets at 8%
rM’000 rM’000 rM’000 rM’000

Benchmark Rate Risk 1,597 (1,609) 14,639 1,171
Foreign Currency Risk 33,621 (54,857) 20,722 1,658
Total 35,218 (56,466) 35,361 2,829