305 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.) Bank (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 1,557,155 496,228 889,460 100,000 - - - 3,042,843 2.20 Deposits and placement of banks and other financial institutions 762,796 123,289 180,000 - - - - 1,066,085 2.20 Borrowings 30,400 - - - 122,000 - - 152,400 4.69 Derivative financial liabilities - - - - - 137,480 - 137,480 Balances due to clients and brokers - - - - - 405,191 - 405,191 Other liabilities- structured product 4,055 - 11,528 - - - - 15,583 19.20 Other non interest sensitive balances - - - - - 405,154 405,154 810,308 Total liabilities 2,354,406 619,517 1,080,988 100,000 122,000 947,825 405,154 5,629,890 Equity - - - - - 1,024,011 - 1,024,011 Total liabilities and shareholders’ equity 2,354,406 619,517 1,080,988 100,000 122,000 1,971,836 405,154 6,653,901 On-balance sheet interest sensitivity gap 654,015 (582,486) (974,676) 368,184 115,155 (120,123) 134,777 (405,154) Cumulative interest sensitivity gap 654,015 71,529 (903,147) (534,963) (419,808) (539,931) (405,154) (810,308)
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