Page 384 - Bank-Muamalat_Annual-Report-2023

BANK MUAMALAT MALAYSIA BERHAD

BASEL II
PILLAR 3 DISCLOSURE

2.1 INTERNAL CAPITAL ADEQUACY ASSESSMENT PROCESS (“ICAAP”) (CONT’D)
Risk-weighted and capital requirements for credit risk, market risk and operational risk are as follows:

Table 4: Minimum capital requirement and risk-weighted assets by exposures
Minimum
Risk Capital
Gross *Net Weighted Requirement
Group Exposures Exposures Assets at 8%
31 December 2023 RM’000 RM’000 RM’000 RM’000

(i) Credit Risk (Standardised Approach)
(a) On Balance Sheet Exposures
Sovereign/Central Banks 8,147,144 8,147,144 - -
Public Sector Entities 1,111,507 1,111,507 46,784 3,743
Banks, Development Financial
Institution & MDBs 111,200 111,200 22,240 1,779
Takaful Cos, Securities Firms &
Fund Managers 78,217 78,217 15,643 1,251
Corporates 8,693,162 8,693,162 6,446,338 515,707
Regulator Retail 12,046,770 12,046,770 10,338,458 827,077
Residential Real Estate 8,280,790 8,280,790 4,154,159 332,333
Higher Risk Assets 55,816 55,816 83,716 6,698
Other Assets 359,102 359,102 243,939 19,515
Defaulted Exposures 159,840 159,840 154,492 12,359
39,043,548 39,043,548 21,505,769 1,720,462
(b) Off-Balance Sheet Exposures**
Credit-related off-balance sheet exposure 1,569,924 1,569,924 1,214,663 97,173
Islamic derivative financial instruments 38,933 38,933 19,355 1,548

1,608,857 1,608,857 1,234,018 98,721
Total Credit Exposures 40,652,405 40,652,405 22,739,787 1,819,183

(c) Credit Risk Absorb by PSIA 247,721 247,721 126,607 -

Risk
Long Short Weigthed Capital
Position Position Assets Requirement

(ii) Market Risk (Standardised Approach)
Benchmark Rate Risk 1,018 (1,244) 61,063 4,885
Foreign Currency Risk 13,022 (16,325) 16,325 1,305
77,388 6,190

(iii) Operational Risk (Basic Indicators Approach) 1,508,264 120,662
(iv) Total RWA and Capital Requirements 24,198,832 1,946,035

* After netting and credit risk mitigation
** Credit Risk of off balance sheet items

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