301 How We Are Governed Financial Statements Shareholders’ Information Additional Information 50. FINANCIAL RISK MANAGEMENT (CONT’D.) (b) Market risk (cont’d.) (i) Interest rate risk (cont’d.) Group (cont’d.) 2020 (cont’d.) 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 % Liabilities Deposits from customers 1,476,333 487,992 888,060 100,000 - - - 2,952,385 2.22 Deposits and placement of banks and other financial institutions 762,796 123,289 180,000 - - - - 1,066,085 2.22 Borrowings 53,400 - - - 122,000 - - 175,400 4.73 Derivative financial liabilities - - - - - 137,480 - 137,480 Balances due to clients and brokers - - - - - 720,665 - 720,665 Other liabilities- structured product 4,055 - 11,528 - - - - 15,583 19.20 Other non interest sensitive balances - - - - - 502,528 - 502,528 Total liabilities 2,296,584 611,281 1,079,588 100,000 122,000 1,360,673 - 5,570,126 Equity - - - - - 1,004,941 - 1,004,941 Total liabilities and shareholders’ equity 2,296,584 611,281 1,079,588 100,000 122,000 2,365,614 - 6,575,067 On-balance sheet interest sensitivity gap 811,716 (536,591) (925,078) 397,576 85,381 (376,543) 543,539 - Cumulative interest sensitivity gap 811,716 275,125 (649,953) (252,377) (166,996) (543,539) - -
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