KENANGA ANNUAL REPORT 2019

277 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.) Bank 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 1,430,551 155,000 - - - 291,599 - 1,877,150 3.16 Financial assets at FVTPL - - - - - - 326,560 326,560 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 2,023,790 15,710 - - - 17 - 2,039,517 7.43 Balances due from clients and brokers - - - - - 280,357 - 280,357 Other assets - - - - 29,696 92,868 - 122,564 Other non interest sensitive balances - - - - - 796,947 - 796,947 Total assets 3,454,341 242,922 135,583 508,219 220,431 1,528,050 326,560 6,416,106 Liabilities Deposits from customers 2,292,032 968,814 658,506 200,000 - - - 4,119,352 3.59 Deposits and placement of banks and other financial institutions 310,518 340,200 - - - - - 650,718 3.59 Borrowings 41,600 - - - 25,000 - - 66,600 4.94 Derivative financial liabilities - - - - - 13,416 - 13,416 Balances due to clients and brokers - - - - - 304,880 - 304,880 Structured product 5,399 - - - - - - 5,399 12.25 Other non interest sensitive balances - - - - - 299,772 - 299,772 Total liabilities 2,649,549 1,309,014 658,506 200,000 25,000 618,068 - 5,460,137 Equity - - - - - 955,969 - 955,969 Total liabilities and shareholders' equity 2,649,549 1,309,014 658,506 200,000 25,000 1,574,037 - 6,416,106 On-balance sheet interest sensitivity gap 804,792 (1,066,092) (522,923) 308,219 195,431 (45,987) 326,560 - Cumulative interest sensitivity gap 804,792 (261,300) (784,223) (476,004) (280,573) (326,560) - -