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 Bank: (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 – – – 1,970,613 19,739,811 – 20% – 166,805 381,044 7,004,598 – – – – 7,552,448 1,498,490 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 – 1,063,977 44,490,779 44,389,719 150% – – – 604,982 74,833 – 12,026 – 691,841 1,188,530 Total Exposures 11,320,077 4,045,584 381,044 23,124,316 39,922,812 14,537,738 12,026 3,034,590 96,378,187 58,932,476 RWA by Exposures 9 844,947 76,209 12,436,686 38,517,223 5,975,386 18,039 1,063,977 58,932,476 Average Risk Weight 0% 21% 20% 54% 96% 41% 150% 35% 61% Deduction from Capital Base 465 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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