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37. FINANCIAL RISK MANAGEMENT POLICIES (CONT’D)
Asset liability management (cont’d)
Measurement (cont’d)
The table below shows the Bank’s interest rate risk exposure based on contractual re-pricing gap:
Less than
3 to 12
1 to 5
Over 5 Non-interest
3 months
months
years
years
bearing
Total
RM’000
RM’000
RM’000
RM’000
RM’000
RM’000
2012
Assets
Cash and bank balances
–
–
–
–
43,747
43,747
Deposits and placement
with banks and placement
financial institutions
2,548,796
413,098
–
–
–
2,961,894
Investment securities
–
124,220
123,868
–
–
248,088
Amount due from ECR debtors
446,108
126,462
–
–
–
572,570
Loans, advances and financing
1,893,896
329,275
96,811
831,146
– 3,151,128
Derivative financial instruments
–
–
20,441
486
–
20,927
Other assets
–
–
–
–
324,322
324,322
Total assets
4,888,800
993,055
241,120
831,632
368,069
7,322,676
Liabilities and equity
Borrowings
311,534
687,060 1,837,090 1,381,855
–
4,217,539
Derivative financial instruments
–
–
–
–
–
–
Other liabilities
–
–
–
–
264,239
264,239
Shareholders’ fund
–
–
–
–
2,840,898 2,840,898
Total liabilities and equity
311,534
687,060 1,837,090 1,381,855 3,105,137 7,322,676
Period gap
4,577,266
305,995 (1,595,970)
(550,223) (2,737,068)
–
Cumulative gap
4,577,266 4,883,261 3,287,291 2,737,068
–
–
Analysis of net interest income (“NII”) sensitivity
The table below shows the Bank’s net interest income sensitivity based on possible parallel shift in interest rate:
2013
2012
Impact
Impact
Impact
Impact
on profit
on equity
on profit
on equity
RM’000
RM’000
RM’000
RM’000
Interest rate – parallel shift
+ 50 basis points
7,306
7,306
21,800
21,800
– 50 basis points
(13,631)
(13,631)
(18,400)
(18,400)
EXIM Bank Annual Report 2013
163