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BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020Basel II Pillar 3 Disclosure for the period ended 30 June 2020-CIMB Islamic Bank Berhad
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020ContentsABBREVIATIONS . 1OVERVIEW . 3CAPITAL MANAGEMENT . 3CREDIT RISK . 10SECURITISATION . 37MARKET RISK . 42OPERATIONAL RISK . 42EQUITY EXPOSURES IN BANKING BOOK .42RATE OF RETURN RISK IN THE BANKING BOOK . 43
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020ABBREVIATIONSA-IRB ApproachALM BG:::CIMBIBGCIMBISLG::CIMBGH GroupCIMBTHCIMB Bank:::CIMB Group or the Group:CIMB IBCIMB up EXCOGSOCF-IRB Approach:::::::::::Advanced Internal Ratings Based ApproachAsset Liability Management Centre of ExcellenceAmanah Saham BumiputraBanking InstitutionsBasic Indicator ApproachBank Negara MalaysiaBoard Risk & Compliance CommitteeCapital Adequacy Framework and, in some instances referred to as theRisk-Weighted Capital Adequacy FrameworkCapital Adequacy Framework for Islamic BanksCapital Adequacy Ratio and, in some instances referred to as the RiskWeighted Capital RatioCapital and Balance Sheet ManagementCounterparty Credit RiskCIMB Bank, CIMBISLG, CIMBTH, CIMB Bank PLC (Cambodia), CIMBFactorlease Berhad, CIMB Bank (Vietnam) Limited and non-financialsubsidiariesCIMB Investment Bank Berhad and non-financial subsidiariesCIMB Islamic Bank Berhad, CIMB Islamic Nominees (Asing) Sdn Bhd andCIMB Islamic Nominees (Tempatan) Sdn BhdGroup of Companies under CIMB Group Holdings BerhadCIMB Thai Bank Public Company Ltd and its subsidiariesCIMB Bank Berhad and CIMB Bank (L) Ltd (as determined under the CAF(Capital Components) and CAFIB (Capital Components) to include itswholly owned offshore banking subsidiary company)Collectively CIMBBG, CIMBIBG and CIMBISLG as described within thisdisclosureCIMB Investment Bank BerhadCIMB Islamic Bank BerhadCredit Risk MitigantsChief Risk OfficerCredit Support Annexes, International Swaps and DerivativesAssociation AgreementDevelopment Financial InstitutionsExposure At DefaultEarnings-at-RiskExternal Credit Assessment InstitutionsExpected LossEligible ProvisionEconomic Value of EquityEnterprise Wide Risk ManagementGroup Executive CommitteeGroup Strategic Oversight CommitteeFoundation Internal Ratings Based Approach1
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020ABBREVIATIONS (continued)FitchGALCOGCCGIBGMRCGRCCGRDGUCHPEIRB :::::::::::::::::::::S&PSASMEsSNCSRMVaR::::::Fitch RatingsGroup Asset Liability Management CommitteeGroup Credit CommitteeGroup Islamic BankingGroup Market Risk CommitteeGroup Risk & Compliance CommitteeGroup Risk DivisionGroup Underwriting CommitteeHire Purchase ExposuresInternal Ratings Based ApproachKey Risk IndicatorsLoss Given DefaultMalaysian Rating Corporation BerhadMultilateral Development BanksMoody’s Investors ServiceModel Risk Management Working GroupMark-to-Market and/or Mark-to-ModelOperational Risk ManagementOperational Risk Management FrameworkOver the CounterProbability of DefaultNon-Federal Government Public Sector EntitiesProfit Sharing Investment AccountsQualifying Revolving Retail ExposuresRating and Investment Information, IncRAM Rating Services BerhadRisk Adjusted Return on CapitalRate of Return Risk in the Banking BookResidential Real EstateRisk-Weighted AssetsRisk-Weighted Capital Adequacy Framework and, in some instancesreferred to as the Capital Adequacy FrameworkStandard & Poor’sStandardised ApproachSmall and Medium EnterprisesShariah Non ComplianceShariah Risk ManagementValue at Risk2
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020OVERVIEWThe disclosures herein are formulated in accordance with the requirements of Bank Negara Malaysia’sguidelines on CAFIB – Disclosure Requirements (Pillar 3). These disclosures published are for the periodended 30 June 2020.Any discrepancies between the totals and sum of the components in the tables contained in the disclosuresare due to actual summation method and then rounded up to the nearest thousands.These disclosures have been reviewed and verified by internal auditors and approved by the Board RiskCommittee of CIMB Group, as delegated by the Board of Directors of CIMBGH Group.CAPITAL MANAGEMENTCapital Structure and AdequacyThe capital adequacy framework applicable to the Malaysian banking entities is based on the Bank NegaraMalaysia (“BNM”) Capital Adequacy Framework (Capital Components)/Capital Adequacy Framework forIslamic Banks (Capital Components), of which the latest revisions were issued on 5 February 2020. Theseguidelines set out the regulatory capital requirements concerning capital adequacy ratios and componentsof eligible regulatory capital in compliance with Basel III and were made applicable for all banking institutionsand financial holding companies on 1 January 2018 and 1 January 2019 respectively.The risk-weighted assets of CIMB Islamic Bank are computed in accordance with the Capital AdequacyFramework for Islamic Banks (Basel II - Risk-Weighted Assets), of which the latest revision was issued on 3May 2019. The IRB Approach is applied for the major credit exposures. It prescribes two approaches, the FIRB Approach and A-IRB Approach. The remaining credit exposures and Market Risk are on the StandardisedApproach while Operational Risk is based on the Basic Indicator Approach. The components of eligibleregulatory capital are based on the Capital Adequacy Framework for Islamic Banks (Capital Components).3
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)The table below presents the Capital Position of CIMB Islamic Bank Berhad.Table 1: Capital Position for CIMB Islamic(RM’000)CIMB Islamic30 June 202030 June 2019Ordinary share capital1,000,0001,000,000Other reserves5,332,1564,764,764Common Equity Tier I capital before regulatory angible assets(59,197)(67,505)Deferred tax assets(41,886)(53,436)Regulatory 00565,000-69,07756,90075,0281,166,900709,105Total Tier II Capital1,166,900709,105Total Capital7,342,1785,877,827Common Equity Tier I capitalLess: Regulatory adjustmentsGoodwillShortfall eligible provisions over expected lossOthersCommon equity Tier I capital after regulatory adjustmentsAdditional Tier I capitalPerpetual preference sharesTotal Tier I capitalTier II CapitalSubordinated SukukSurplus of eligible provision over expected lossGeneral provisionsTier II capital before regulatory adjustments4
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)Table 1: Capital Position for CIMB Islamic(RM’000)CIMB Islamic30 June 202030 June 50,48743,406,07037,977,115Common Equity Tier I Ratio13.388%13.160%Tier I ratio14.227%13.610%Total capital ratio16.915%15.477%RWACredit riskMarket riskOperational riskTotal RWACapital Adequacy RatiosThe total capital ratio increased in 2020 compared to 2019 mainly due to (i) higher retained earnings andaudited profits, and (ii) issuance of RM800 mil 10 years non-callable 5 years Tier II Junior Sukuk; offset by (iii)redemption of RM300 mil Tier II Junior Sukuk on its first optional redemption date. The increase in RWA ismainly due to higher Credit RWA.5
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)The tables below show the RWA under various exposure classes under the relevant approach and applyingthe minimum regulatory capital requirement at 8% to establish the minimum capital required for each of theexposure classes:Table 2: Disclosure on Total RWA and Minimum Capital Requirement30 June 2020CIMB IslamicGrossExposurebefore CRM(SA)/EAD(IRB)NetExposureafter CRM(SA)/EAD(IRB)21,024,915RWATotal RWAafter effectsof PSIAMinimumcapitalrequirementat Regulatory 9,84289,84244,45240,8273,266-----Other ,570,5065,350,473428,038Sovereign/Central Banks-----Public Sector 2,7621,213,821RRE 634,051,84831,866,8592,549,349(RM’000)Exposure ClassCredit RiskExposures under the SASovereign/Central BanksPublic Sector EntitiesBanks, DFIs & MDBsTakaful Operators, Securities Firms& Fund ManagersRRE FinancingHigher Risk AssetsTotal for SAExposures under the IRB ApproachBanks, DFIs & MDBsTakaful Operators, Securities Firms& Fund ManagersQualifying Revolving RetailHire PurchaseOther RetailSecuritisationTotal for IRB Approach6
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)Table 2: Disclosure on Total RWA and Minimum Capital Requirement (continued)30 June 2020CIMB IslamicGrossExposurebefore CRM(SA)/EAD(IRB)NetExposureafter 4-----847,940847,94067,83566,31466,3145,305Equity Risk---Commodity Risk---Options 9845,942,19143,406,0703,472,486(RM’000)Exposure ClassTotal Credit Risk (ExemptedExposures and Exposures under theIRB Approach After Scaling Factor)Large Exposure Risk RequirementTotal RWAafter effectsof PSIA39,129,344Minimumcapitalrequirementat 8%3,130,348Market Risk (SA)Profit Rate RiskForeign Currency RiskTotal Market RiskOperational Risk (BIA)Total RWA and Capital Requirement7
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)Table 2: Disclosure on Total RWA and Minimum Capital Requirement (continued)30 June 2019CIMB IslamicGrossExposurebefore CRM(SA)/EAD(IRB)NetExposureafter CRM(SA)/EAD(IRB)17,881,861RWATotal RWAafter effectsof PSIAMinimumcapitalrequirementat Banks, DFIs & MDBs75,03575,0352,5982,598208Takaful Operators, Securities Firms& Fund 13,874,3093,689,5683,687,235294,979Regulatory 1,93831,93815,84012,27198257557586386369Other 8,4216,002,262480,181Sovereign/Central Banks-----Public Sector 2,449985,796RRE 830,090,73626,641,0282,131,282(RM’000)Exposure ClassCredit RiskExposures under the SASovereign/Central BanksPublic Sector EntitiesRRE FinancingHigher Risk AssetsTotal for SAExposures under the IRB ApproachBanks, DFIs & MDBsTakaful Operators, Securities Firms& Fund ManagersQualifying Revolving RetailHire PurchaseOther RetailSecuritisationTotal for IRB Approach8
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CAPITAL MANAGEMENT (continued)Capital Structure and Adequacy (continued)Table 2: Disclosure on Total RWA and Minimum Capital Requirement (continued)30 June 2019CIMB Islamic(RM’000)Exposure ClassGrossExposurebefore CRM(SA)/EAD(IRB)NetExposureafter CRM(SA)/EAD(IRB)RWATotal Credit Risk (ExemptedExposures and Exposures under theIRB Approach After Scaling 0693,40055,47291,47691,4767,318Equity Risk---Commodity Risk---Options 3941,639,96537,977,1153,038,169Large Exposure Risk RequirementTotal RWAafter effectsof PSIAMinimumcapitalrequirementat 8%34,241,7512,739,340Market Risk (SA)Profit Rate RiskForeign Currency RiskTotal Market RiskOperational Risk (BIA)Total RWA and Capital Requirement9
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISKSummary of Credit Exposuresi)Gross Credit Exposures by Geographic DistributionThe geographic distribution is based on the country in which the portfolio is geographically managed.The following tables represent CIMB Islamic ‘credit exposures by geographic region:Table 3: Geographic Distribution of Credit Exposures30 June 2020(RM’000)Exposure ClassCIMB IslamicMalaysiaSingaporeThailandOther 8,361---28,208,361RRE EOther RetailOther ExposuresTotal Gross CreditExposure30 June 2019(RM’000)Exposure ClassCIMB IslamicMalaysiaSingaporeThailandOther 9,744---32,409,744RRE EOther RetailOther ExposuresTotal Gross CreditExposure10
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Summary of Credit Exposures (continued)ii)Gross Credit Exposures by SectorThe following tables represent CIMB Islamic’s credit exposure analysed by sector:Table 4: Distribution of Credit Exposures by Sector30 June2020CIMB IslamicTransport,Storage andCommunicationIslamicFinance,Takaful,Real EstateandBusinessActivitiesEducation,Health city,Gas andWaterSupplyConstructionWholesaleand RetailTrade, andRestaurantsand ultureMining r RetailOtherExposuresTotal GrossCreditExposureNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.11
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Summary of Credit Exposures (continued)ii)Gross Credit Exposures by Sector (continued)Table 4: Distribution of Credit Exposures by Sector (continued)30 June2019(RM’000)ExposureClassSovereignCIMB IslamicPrimaryAgricultureMining andQuarryingManufacturingElectricity,Gas andWaterSupplyConstructionWholesaleand RetailTrade, andRestaurantsand HotelsTransport,Storage andCommunicationIslamicFinance,Takaful,Real EstateandBusinessActivitiesEducation,Health 459,635Other RetailOtherExposuresTotal GrossCreditExposureNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.12
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Summary of Credit Exposures (continued)iii)Gross Credit Exposures by Residual Contractual MaturityThe following tables represent CIMB Islamic’s credit exposure analysed by residual contractualmaturity:Table 5: Distribution of Credit Exposures by Residual Contractual Maturity30 June 2020CIMB Islamic(RM’000)Exposure ClassLess than 1year1 to 5 yearsMore than 58,4528,511,7919,898,620267,222--267,222Other Retail77,611744,00629,211,12930,032,746Other 78,002,756117,891,681PSEBankCorporateRRE FinancingHPEQRRETotal Gross Credit Exposure30 June 2019(RM’000)Exposure ClassCIMB IslamicLess than 1year1 to 5 yearsMore than RRE FinancingHPEQRREOther RetailOther ExposuresTotal Gross Credit Exposure13
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances & Financingi)Past Due But Not ImpairedThe following tables provide an analysis of the outstanding balances as at 30 June 2020 and 31 December2019 which were past due but not impaired by sector and geographical respectively:Table 6: Past Due but Not Impaired Loans, Advances and Financing by Sector(RM'000)CIMB Islamic30 June 202031 December uction60,23121,001Wholesale and Retail Trade, and Restaurants and mary AgricultureMining and QuarryingManufacturingElectricity, Gas and Water SupplyTransport, Storage and CommunicationFinance, Takaful, Real Estate and Business ActivitiesEducation, Health and OthersHouseholdOthers*TotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.Table 7: Past Due but Not Impaired Loans, Advances and Financing by Geographic Distribution(RM'000)CIMB Islamic30 June 202031 December 92714
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)ii)Credit Impaired Loans/FinancingsThe following tables provide an analysis of the outstanding balances as at 30 June 2020 and 31 December2019 which were credit impaired by sector and geographical respectively:Table 8: Credit Impaired Loans, Advances and Financing by Sector(RM'000)CIMB Islamic30 June 202031 December ,0889,705Wholesale and Retail Trade, and Restaurants and 8,083363,609221,276,7081,242,097Primary AgricultureMining and QuarryingManufacturingElectricity, Gas and Water SupplyTransport, Storage and CommunicationFinance, Takaful, Real Estate and Business ActivitiesEducation, Health and OthersHouseholdOthers*TotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.Table 9: Credit Impaired Loans, Advances and Financing by Geographic Distribution(RM'000)CIMB Islamic30 June 202031 December 09715
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)ii)Expected Credit LossesTable 10: Expected credit losses (Stage 1, 2 and 3) by SectorCIMB Islamic30 June 202012-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses –not creditimpaired(Stage 2)Lifetimeexpectedcredit losses –creditimpaired(Stage 3)Primary Agriculture1,38714,87559116,853Mining and lesale and Retail Trade, andRestaurants and Hotels6,2811,41817,81025,509Transport, Storage and Communications3,1034211,9285,452Finance, Takaful, Real Estate and BusinessActivities4,6782,1713,18210,031Education, Health and tricity, Gas and Water SupplyHouseholdOthers*TotalTotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.16
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 10: Expected credit losses (Stage 1, 2 and 3) by Sector (continued)CIMB Islamic31 December 201912-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses –not creditimpaired(Stage 2)Lifetimeexpectedcredit losses –creditimpaired(Stage 3)TotalPrimary Agriculture4,3272,0209447,291Mining and ,71287--87Construction1,9062734,1066,285Wholesale and Retail Trade, andRestaurants and Hotels4,6309066,31511,851Transport, Storage and Communications2,8123202523,384Finance, Takaful, Real Estate and 54168,027434,648(RM’000)Electricity, Gas and Water SupplyEducation, Health and OthersHouseholdOthers*TotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.17
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 11: Expected credit losses (Stage 1, 2 and 3) by Geographic DistributionCIMB Islamic30 June 2020(RM’000)12-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses –not creditimpaired(Stage 2)Lifetimeexpectedcredit losses –creditimpaired(Stage ,718193,202180,130557,050CIMB Islamic31 December 2019(RM’000)12-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses –not creditimpaired(Stage 2)Lifetimeexpectedcredit losses –creditimpaired(Stage ,567132,054168,027434,64818
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 12: Expected credit losses charges/(write back) and write-off for Stage 3CIMB Islamic30 June 2020(RM’000)Charges/(write back)Write-offLifetime expected creditlosses - Credit impaired(Stage 3)Lifetime expected creditlosses - Credit impaired(Stage 3)(420)---2,07166--1,326612,216111,0109Finance, Takaful, Real Estate and Business Activities85794Education, Health and Others273-58,90554,610--76,23854,796Primary AgricultureMining and QuarryingManufacturingElectricity, Gas and Water SupplyConstructionWholesale and Retail Trade, and Restaurants andHotelsTransport, Storage and CommunicationsHouseholdOthers*TotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.19
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (CONTINUED)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 12: Expected credit losses charges/(write back) and write-off for Stage 3 (continued)CIMB Islamic30 June 2019(RM’000)Charges/(write back)Write-offLifetime expected creditlosses - Credit impaired(Stage 3)Lifetime expected creditlosses - Credit impaired(Stage 3)Primary Agriculture1,8631,604Mining and ,325ManufacturingElectricity, Gas and Water SupplyConstructionWholesale and Retail Trade, and Restaurants andHotelsTransport, Storage and CommunicationsFinance, Takaful, Real Estate and Business ActivitiesEducation, Health and OthersHouseholdOthers*TotalNote: All sectors above are Shariah compliant.*Others are exposures which are not elsewhere classified.20
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 13: Analysis of movement in the Expected Credit Losses for Loans, Advances and FinancingCIMB Islamic30 June 202012-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses not creditimpaired(Stage 2)Lifetimeexpectedcredit losses creditimpaired(Stage 3)134,567132,054168,027434,648transferred within stages33,600(21,679)(11,921)-Transferred to Stage 148,956(43,391)(5,565)-Transferred to Stage 2(15,126)65,659(50,533)-Transferred to Stage 3(230)(43,947)44,177-Total charge to Income Statement15,43682,83176,238174,505New financial assets 02180,130557,050(RM’000)At 1 January 2020TotalChanges in expected credit losses due toFinancial assets that have beenderecognisedWrite back in respect of full recoveriesChange in credit riskWrite-offsExchange fluctuationOther movementsTotal21
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Quality of Loans, Advances and Financing (continued)iii)Expected Credit Losses (continued)Table 13: Analysis of movement in the Expected Credit Losses for Loans, Advances and Financing(continued)CIMB Islamic30 June 201912-monthexpectedcredit losses(Stage 1)Lifetimeexpectedcredit losses not creditimpaired(Stage 2)Lifetimeexpectedcredit losses creditimpaired(Stage 3)172,09675,042199,048446,186transferred within stages124,285(76,987)(47,298)-Transferred to Stage 1151,389(131,657)(19,732)-Transferred to Stage 2(26,856)78,905(52,049)-Transferred to Stage New financial assets originated52,102234,39656,521Financial assets that have 27(RM’000)At 1 January 2019TotalChanges in expected credit losses due toTotal charge to Income StatementWrite back in respect of full recoveriesChange in credit riskWrite-offsOther movementsTotalCapital Treatment for Credit RiskDetails on RWA and capital requirements related to Credit Risk are disclosed separately for CIMB Islamic inTable 2. Details on the disclosure for portfolios under the SA and the IRB Approach are in the sections thatfollowed.22
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Risk – Disclosure for Portfolios under the SA (continued)The following tables present the credit exposures by risk weights and after credit risk mitigation:Table 14: Disclosure by Risk Weight under SA30 June2020CIMB IslamicCentralBanksPSEsBanks,MDBs andDFIsTakafulOperators,SecuritiesFirms 092,2092,092,209100% RW eign/CorporateRegulatoryRetailRREFinancingHigher after Nettingand CreditRiskMitigation*--40,488-24,565,426-Total RiskWeightedAssets*The total includes the portion which is deducted from Capital Base, if any.23
BASEL II PILLAR 3 DISCLOSURES FOR 30 JUNE 2020CREDIT RISK (continued)Credit Risk – Disclosure for Portfolios under the SA (continued)Table 14: Disclosure by Risk Weight under SA (continued)30 June2019CIMB IslamicCentralBanksPSEsBanks,MDBs andDFIsTakafulOperators,SecuritiesFirms 546100% RW --111
CIMB Bank : CIMB Bank Berhad and CIMB Bank (L) Ltd (as determined under the CAF (Capital Components) and CAFIB (Capital Components) to include its wholly owned offshore banking subsidiary company) CIMB Group or the Group : Collectively CIMBBG, CIMBIBG and CIMBISLG as described within this disclosure .
