Page 328 - Bank-Muamalat_Annual-Report-2023

BANK MUAMALAT MALAYSIA BERHAD

NOTES TO THE
FINANCIAL STATEMENTS
31 DECEMBER 2023 (18 JAMADIL AKHIR 1445H)

47. FINANCIAL RISK MANAGEMENT OBJECTIVES AND POLICIES (CONT’D.)
(b) Market risk (cont’d.)

Types of market risk (cont’d.)
(ii) Non-traded market risk (cont’d.)

Rate of return risk (cont’d.)
Sensitivity analysis for rate of return risk
The analysis measures the increase or decline in earnings and economic value for upward 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
Points Points Points Points
Increase/(decrease) in basis points RM’000 RM’000 RM’000 RM’000

Impact on Earnings:
2023
MYR (34,610) 34,610 (34,545) 34,545
USD 1,828 (1,828) 1,828 (1,828)
Others* (1) 1 (1) 1

2022
MYR (19,643) 19,643 (18,098) 18,098
USD 174 (174) 174 (174)
Others* 261 (261) 261 (261)
Impact on Equity:

2023
MYR 70,741 (70,741) 70,737 (70,737)
USD (152) 152 (152) 152
Others* 0 (0) 0 (0)
2022

MYR 66,145 (66,145) 66,067 (66,067)
USD (126) 126 (126) 126
Others* (14) 14 (14) 14
* Inclusive of AUD, CHF, EUR, GBP, JPY and other currencies.

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