Page 378 - Bank-Muamalat_Annual-Report-2023

BANK MUAMALAT MALAYSIA BERHAD

BASEL II

PILLAR 3 DISCLOSURE

ABBREVIATIONS

ALCO Asset Liability Committee IFSB Islamic Financial Services Board
ALM Asset and Liability Management IPRS Islamic Profit Rate Swap
BCM Business Continuity Management IRB Approach Internal Ratings Based Approach
BCP Business Continuity Plan MFRS 9 Malaysian Financial Reporting Standards
BIA Business Impact Analysis MARC Malaysian Rating Corporation Berhad
BOD Board of Director MDB Multilateral Development Bank
BNM Bank Negara Malaysia MISB Muamalat Invest Sdn Bhd
BRCC Board Risk & Compliance Committee MR Market Risk
BU Business Unit OR Operational Risk
CAFIB Capital Adequacy Framework for Islamic ORM Operational Risk Management
Banks
ORMC Operational Risk Management Committee
CBs Corporate Bonds
PCEO President & Chief Executive Officer
CC Credit Committee
PDS Private Debt Securities
CCR Counterparty Credit Risk
PSEs Non- Federal Government Public Sector
CEO Chief Executive Officer Entities
CPs Commercial Papers RA Risk Assessment
CR Credit Risk R&I Rating and Investment Information, Inc
CRP Credit Risk Policy RAM RAM Rating Services Berhad

CRM Credit Risk Mitigation RORBB Rate of Return Risk in Banking Book
CSRD Credit Supervision and Recovery RMD Risk Management Department
Department
RWA Risk Weighted Assets
EAR Earning At Risk
RWCAF Risk Weighted Capital Adequacy
ECAI External Credit Assessment Institutions Framework
ERMC Executive Risk Management Committee TBPS Trading Book Policy Statement
EVE Economic Value Perspective S&P Standard and Poor’s
FDI Foreign Direct Investments SC Shariah Committee
GCRP Guidelines to Credit Risk Policies SNCI Shariah Non-Compliance Income

IC Investment Committee SRP Shariah Review Programme
ICAAP Internal Capital Adequacy Assessment SU Support Unit
Process
VaR Value at Risk
IFIs Islamic Financial Institutions

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