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408 BANK MUAMALAT MALAYSIA BERHAD
ABOUT US OUR LEADERSHIP OUR STRA TEGY OUR PERFORMANCE
ABOUT US
OUR PERFORMANCE
OUR LEADERSHIP
OUR STRATEGY
BASEL II
PILLAR 3 DISCLOSURE
8.1 MArKeT rIsK (DIsclosures for PorTfolIos unDer The sTAnDArDIseD APProAch)
As at 31 March 2015, the Group and the Bank used the standardised 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 20: Minimum regulatory requirement for market risk
group and Bank
31 December 2021
Minimum
risk capital
long short weighted requirement
Position Position Assets at 8%
rM’000 rM’000 rM’000 rM’000
Benchmark Rate Risk 1,319 1,384 4,977 398
Foreign Currency Risk 7,011 19,928 11,248 900
Total 8,330 21,312 16,225 1,298
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
