Page 377 - Bank-Muamalat_Annual-Report-2023

ANNUAL REPORT 2023
OUR NUMBERS

BASEL II

PILLAR 3 DISCLOSURE

CONTENT

Table No. Content Page

Table 1 Capital adequacy ratios 378

Table 2 Capital structure 380
Table 3 Minimum capital requirement and risk-weighted assets 381

Table 4 Minimum capital requirement and risk-weighted assets by exposures 382
Table 5 Risk governance structure 386

Table 6 Risk Committee functions 387
Table 7 Risk management model 388

Table 8 Credit risk exposures and credit risk concentration by sector analysis 390
Table 9 Credit risk exposures and credit risk concentration by geographical analysis 394

Table 10 Credit risk exposures of financial assets by remaining contractual maturity 396
Table 11 Credit quality financing of customers 399

Table 12 Past due but not impaired 403

Table 13 Impaired financing by economic purpose 405
Table 14 Impaired financing by geographical distribution 407

Table 15 Rating distribution on credit exposures 409
Table 16 Credit risk disclosure by risk weights 414

Table 17 Credit risk mitigation on credit exposures 416
Table 18 Commitments and contingencies 420

Table 19 Islamic derivative financial assets & liabilities 421
Table 20 Minimum regulatory requirement for market risk 424

Table 21 Equity exposures 425
Table 22 Rate of return risks 426

Table 23 Sensitivity analysis of rate of return risk 427

Table 24 Liquidity risk indicators 428
Table 25 Maturity analysis of assets and liabilities based on remaining contractual maturity 430

Table 26 Operational Risk Management minimum capital requirement 434
Table 27 Shariah governance structure 435

375