4. CREDIT RISK (CONTINUED) 4.7 Assignment of Risk Weights for Portfolios Under the Standardised Approach (continued) The following presents the credit exposures by risk weights after the effect of credit risk mitigation of the Group: (i) As at 31 December 2024 Exposures After Netting & Credit Risk Mitigation (CRM) Total Exposures After Netting & CRM RM’000 Total Risk Weighted Asset RM’000 Risk Weights Sovereigns/ Central Banks RM’000 Public Sector Entities RM’000 Banks, DFIS & MDBS RM’000 Corporate RM’000 Regulatory Retail RM’000 Residential Mortgages RM’000 Higher Risk Assets RM’000 Other Assets RM’000 0% 11,320,058 2,725,694 – 3,723,445 – – – 1,998,397 19,767,595 – 20% – 166,805 393,818 7,004,598 – – – – 7,565,222 1,501,044 35% – – – – – 8,646,931 – – 8,646,931 3,026,426 50% 19 682,997 – 3,301,371 432,972 5,883,692 – – 10,301,051 5,150,525 75% – – – 49,246 4,906,079 – – – 4,955,325 3,678,787 100% – 470,087 – 8,440,673 34,508,927 7,114 – 1,355,271 44,782,073 44,681,013 150% – – – 604,982 74,833 – 12,026 – 691,841 1,188,530 Total Exposures 11,320,077 4,045,584 393,818 23,124,316 39,922,812 14,537,738 12,026 3,353,667 96,710,038 59,226,325 RWA by Exposures 9 844,947 78,764 12,436,686 38,517,223 5,975,386 18,039 1,355,271 59,226,325 Average Risk Weight 0% 21% 20% 54% 96% 41% 150% 40% 61% Deduction from Capital Base 463 w w w . b a n k i s l a m. c o m 01 02 03 04 05 06 07 08 FINANCIAL STATEMENTS 09
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