BIMB Integrated Annual Report 2019

48 FINANCIAL RISK MANAGEMENT POLICIES (CONTINUED) 48.4 Market risk (continued) (a) Banking (continued) (i) Profit rate risk (continued) Banking book Bank Islam Up to 1 >1–3 >3–12 1–5 Over 5 Non-profit Trading Effective As at month months months years years sensitive book Total rate 31 December 2019 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 % Liabilities Deposits from customers 7,664,642 10,048,295 11,781,782 2,149,298 9,835 15,754,886 – 47,408,738 2.76 Investment accounts of customers 1,120,694 2,655,565 3,238,788 13,983 – 3,211,343 – 10,240,373 2.33 Derivative financial liabilities – – – – – – 36,746 36,746 0.57 Bills and acceptance payable – – – – – 49,084 – 49,084 Recourse obligations on financing sold to Cagamas – – – 1,500,000 – 1,187 – 1,501,187 4.75 Subordinated Sukuk Murabahah – – – – 1,300,000 8,694 – 1,308,694 5.31 Other liabilities – – – – – 826,823 – 826,823 Total liabilities 8,785,336 12,703,860 15,020,570 3,663,281 1,309,835 19,852,017 36,746 61,371,645 Note 54 Banking book Up to 1 >1–3 >3–12 1–5 Over 5 Non-profit Trading Bank Islam month months months years years sensitive book Total As at 31 December 2019 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 RM’000 On-balance sheet profit sensitivity gap 39,012,351 (11,889,722) (13,131,863) 3,497,574 5,222,779 (17,644,215) 659,648 5,726,552 Off-balance sheet profit sensitivity gap (profit rate swaps) 3,634,376 429,403 71,549 – – – – 4,135,328 Total profit sensitivity gap 35,377,975 (12,319,125) (13,203,412) 3,497,574 5,222,779 (17,644,215) 659,648 1,591,224 NOTES TO THE FINANCIAL STATEMENTS FOR THE FINANCIAL YEAR ENDED 31 DECEMBER 2019 (CONTINUED) 285 BIMB HOLDINGS BERHAD 199701008362 (423858-X) Shareholders’ Information Financial Statements Additional Information Disclosure Summary