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

BASEL II
PILLAr 3 DISCLOSurE

8.3 DISCLOSurE FOr rATE OF rETurN rISk IN BANkING BOOk (“rOrBB”) (CONT’D)
rate of return risk Measurement (cont’d)

Table 24: Sensitivity analysis of rate of return risk
The increase or decline in earnings and economic value for upwards and downward rate shocks which are consistent with
shocks applied in the stress test for measuring:

Group Bank
-50 Basis +50 Basis -50 Basis +50 Basis
Increase/(decrease) in basis points Points Points Points Points
rM’000 rM’000 rM’000 rM’000

Impact on Earnings:
31 December 2020
MYR (21,994) 21,994 (21,937) 21,937
USD 1,851 (1,851) 1,851 (1,851)
Others* 35 (35) 35 (35)
31 December 2019
MYR (8,360) 8,360 (8,360) 8,360
USD 1,587 (1,587) 1,587 (1,587)
Others* 37 (37) 37 (37)
Impact on Equity:

31 December 2020
MYR (30,292) 30,292 (30,284) 30,284
USD 417 (417) 417 (417)
Others* 63 (63) 63 (63)
31 December 2019
MYR (51,189) 51,189 (51,189) 51,189
USD 376 (376) 376 (376)
Others* 36 (36) 36 (36)

* Inclusive of AUD, CHF, EUR, GBP, JPY and other currencies.