Page 363 - Bank-Muamalat-Annual-Report-2021

ANNUAL REPORT 2021 361
SUSTAINABILITY STATEMENT OUR GOVERNANCE OUR NUMBERS OTHER INFORMATION

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
group exposures exposures Assets at 8%
31 December 2020 rM’000 rM’000 rM’000 rM’000

(i) credit risk (standardised Approach)
(a) on Balance sheet exposures
Sovereign/Central Banks 6,058,325 6,058,325 - -
Public Sector Entities 251,982 251,793 50,359 4,029
Banks, Development Financial
Institution & MDBs 669,900 669,900 164,563 13,165
Corporates 6,517,329 6,409,389 5,078,644 406,292
Regulator Retail 7,106,909 7,095,842 6,390,952 511,276
Residential Real Estate 4,640,167 4,640,167 1,926,428 154,114
Higher Risk Assets 826 826 1,239 99
Other Assets 447,352 447,351 304,027 24,321
Defaulted Exposures 107,289 107,289 83,954 6,716
25,800,079 25,680,882 14,000,166 1,120,012

(b) off-Balance sheet exposures**
Credit-related off-balance sheet exposure 1,115,215 1,115,215 1,029,179 82,334
Islamic derivative financial instruments 148,181 148,181 51,893 4,151
1,263,396 1,263,396 1,081,072 86,485
Total credit exposures 27,063,475 26,944,278 15,081,238 1,206,497

risk
long short weigthed capital
Position Position Assets requirement
rM’000 rM’000 rM’000 rM’000

(ii) Market risk (standardised Approach)
Benchmark Rate Risk 1,432 (1,817) 14,850 1,190
Foreign Currency Risk 7,695 (6,075) 7,695 616
Equity Position Risk - - - -
22,545 1,806

(iii) operational risk (Basic Indicators Approach) 1,259,315 100,745
(iv) Total rwA and capital requirements 16,363,098 1,309,048

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