KENANGA ANNUAL REPORT 2019

275 NOTES TO THE FINANCIAL STATEMENTS 31 DECEMBER 2019 50. FINANCIAL RISK MANAGEMENT (CONT’D.) (b) Market risk (cont’d.) (i) Interest rate risk (cont’d.) Group 2019 Up to 1 month RM’000 >1-3 months RM’000 >3-12 months RM’000 >1-5 years RM’000 Over 5 years RM’000 Non interest sensitive RM’000 Trading book RM’000 Total RM’000 Effective interest rate % Assets Cash and bank balances 1,447,060 207,908 - - - 408,089 - 2,063,057 3.16 Financial assets at FVTPL - - - - - - 328,680 328,680 4.25 Financial instruments at FVOCI - 59,550 135,583 438,013 160,847 1,088 - 795,081 4.18 Financial instruments at AC - 12,662 - 70,206 29,888 - - 112,756 4.77 Derivative financial assets - - - - - 65,174 - 65,174 Loans, advances and financing 1,952,346 21,251 22,346 68,714 - 17 - 2,064,674 7.43 Balances due from clients and brokers - - - - - 280,357 - 280,357 Other assets 86,376 - - - - 115,409 - 201,785 Other non interest sensitive balances - - - - - 719,210 - 719,210 Total assets 3,485,782 301,371 157,929 576,933 190,735 1,589,344 328,680 6,630,774 Liabilities Deposits from customers 2,263,216 943,772 658,506 200,000 - - - 4,065,494 3.59 Deposits and placement of banks and other financial institutions 310,518 340,200 - - - - - 650,718 3.59 Borrowings 67,600 4,000 - - 25,000 - - 96,600 5.11 Derivative financial liabilities - - - - - 13,416 - 13,416 Balances due to clients and brokers - - - - - 537,393 - 537,393 Structured product 5,399 - - - - - - 5,399 12.25 Other non interest sensitive balances - - - - - 357,465 - 357,465 Total liabilities 2,646,733 1,287,972 658,506 200,000 25,000 908,274 - 5,726,485 Equity - - - - - 904,289 - 904,289 Total liabilities and shareholders' equity 2,646,733 1,287,972 658,506 200,000 25,000 1,812,563 - 6,630,774 On-balance sheet interest sensitivity gap 839,049 (986,601) (500,577) 376,933 165,735 (223,219) 328,680 - Cumulative interest sensitivity gap 839,049 (147,552) (648,129) (271,196) (105,461) (328,680) - -