Page 364 - Bank-Muamalat-Annual-Report-2021

362 BANK MUAMALAT MALAYSIA BERHAD
OUR PERFORMANCE
ABOUT US
OUR STRATEGY
OUR LEADERSHIP
ABOUT US OUR LEADERSHIP OUR STRA TEGY OUR PERFORMANCE
BASEL II
PILLAR 3 DISCLOSURE

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
Bank exposures exposures Assets at 8%
31 December 2021 rM’000 rM’000 rM’000 rM’000

(i) credit risk (standardised Approach)
(a) on Balance sheet exposures
Sovereign/Central Banks 5,576,883 5,576,883 - -
Public Sector Entities 944,437 944,417 188,883 15,111
Banks, Development Financial
Institution & MDBs 154,038 154,038 59,067 4,725
Takaful Cos, Securities Firms &
Fund Managers 52,758 52,758 10,552 844
Corporates 6,319,455 6,167,162 5,502,138 440,173
Regulator Retail 9,475,555 9,468,994 8,489,137 679,131
Residential Real Estate 4,610,191 4,610,191 1,901,060 152,085
Higher Risk Assets 75,444 75,444 113,166 9,053
Other Assets 269,060 269,061 132,234 10,577
Defaulted Exposures 95,860 95,860 87,171 6,974
27,573,681 27,414,808 16,483,408 1,318,673

(b) off-Balance sheet exposures**
Credit-related off-balance sheet exposure 1,160,991 1,160,991 1,042,399 83,392
Islamic derivative financial instruments 72,443 72,443 23,395 1,872

1,233,434 1,233,434 1,065,794 85,264
Total credit exposures 28,807,115 28,648,242 17,549,202 1,403,937

(c) credit risk Absorb by PsIA 98,453 98,453 98,453 -

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 1,319 1,384 4,977 398
Foreign Currency Risk 7,011 19,928 11,248 900
Equity Position Risk - - - -

16,225 1,298
(iii) operational risk (Basic Indicators Approach) 1,302,128 104,169
(iv) Total rwA and capital requirements 18,769,102 1,509,404

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