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404 BANK MUAMALAT MALAYSIA BERHAD
BASEL II
PILLAR 3 DISCLOSURE
8.1 MARKET RISK (DISCLOSURES FOR PORTFOLIOS UNDER THE STANDARDISED APPROACH)
The Group and the Bank use the standardized approach in computing the market risk weighted assets of the trading
book position of the Group and the Bank. The following is the minimum regulatory requirement for market risk.
Table 20: Minimum regulatory requirement for market risk
Group and Bank
31 December 2024
Minimum
Risk Capital
Long Short Weighted Requirement
Position Position Assets at 8%
RM’000 RM’000 RM’000 RM’000
Benchmark Rate Risk 642,407 (1,031,569) 85,467 6,837
Foreign Currency Risk 13,893 (20,031) 20,031 1,602
Total 656,300 (1,051,600) 105,498 8,439
Group and Bank
31 December 2023
Minimum
Risk Capital
Long Short Weighted Requirement
Position Position Assets at 8%
RM’000 RM’000 RM’000 RM’000
Benchmark Rate Risk 1,018 (1,244) 61,063 4,885
Foreign Currency Risk 13,022 (16,325) 16,325 1,305
Total 14,040 (17,569) 77,388 6,190
