Page 352 - Bank-Muamalat-Annual-Report-2021

Basel II

PIllar 3 DIsclosure

351 Statement by Chief Executive Officer
352 Pillar 3 Disclosure Content
353 Abbreviations
354 Overview

355 1.0 Scope of Application
356 2.0 Capital Management
356 2.1 Internal Capital Adequacy Assessment Process (“ICAAP”)
364 3.0 Risk Management
367 4.0 Credit Risk (General Disclosure)
391 5.0 Credit Risk (Disclosures for Portfolio under The Standardised Approach)

399 6.0 Credit Risk Mitigation (“CRM”) Disclosures under The Standardised Approach
403 7.0 General Disclosure for Off-Balance Sheet Exposure and Counterparty Credit Risk (“CCR”)
406 8.0 Market Risk and Assets-Liability Management (“ALM”)
408 8.1 Market Risk (Disclosures for Portfolios under The Standardised Approach)

409 8.2 Disclosure for Equities
410 8.3 Disclosure for Rate of Return Risk in Banking Book (“RORBB”)
412 8.4 Liquidity Risk
418 9.0 Operational Risk Management (“ORM”) Disclosures
419 10.0 Shariah Governance Disclosures