Page 375 - Bank-Muamalat_Annual-Report-2023

BASEL II

PILLAR 3

DISCLOSURE

374 Statement by President & Chief Executive Officer
375 Pillar 3 Disclosure Content
376 Abbreviations

377 Overview
377 1.0 Scope of Application
378 2.0 Capital Management
378 2.1 Internal Capital Adequacy Assessment Process (“ICAAP”)

386 3.0 Risk Management
389 4.0 Credit Risk (General Disclosure)
409 5.0 Credit Risk (Disclosures for Portfolio under The Standardised Approach)
416 6.0 Credit Risk Mitigation (“CRM”) Disclosures under The Standardised
Approach
420 7.0 General Disclosure for Off-Balance Sheet Exposure and Counterparty
Credit Risk (“CCR”)

421 8.0 Market Risk and Assets-Liability Management (“ALM”)
424 8.1 Market Risk (Disclosures for Portfolios under The Standardised Approach)
425 8.2 Disclosure for Equities
426 8.3 Disclosure for Rate of Return Risk in Banking Book (“RORBB”)
428 8.4 Liquidity Risk

434 9.0 Operational Risk Management (“ORM”) Disclosures
435 10.0 Shariah Governance Disclosures