KENANGA ANNUAL REPORT 2020

283 ANNUAL REPORT 2020 // KENANGA INVESTMENT BANK BERHAD 50. FINANCIAL RISK MANAGEMENT (CONT’D.) (b) Market risk (cont’d.) (i) Interest rate risk (cont’d.) Group 2020 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 % Assets Cash and bank balances 1,078,654 30,329 - - - 535,551 - 1,644,534 2.19 Financial assets at FVTPL - - - - - - 543,539 543,539 4.40 Financial instruments at FVOCI 154,946 - 106,312 311,851 196,633 1,990 - 771,732 3.93 Financial instruments at AC - 25,954 - 156,333 10,748 - - 193,035 4.49 Derivative financial assets - - - - - 95,571 - 95,571 Loans, advances and financing 1,773,071 18,407 48,198 29,392 - 181 - 1,869,249 7.10 Balances due from clients and brokers - - - - - 545,057 - 545,057 Other assets 101,629 - - - - 86,660 - 188,289 Other non interest sensitive balances - - - - - 724,061 - 724,061 Total assets 3,108,300 74,690 154,510 497,576 207,381 1,989,071 543,539 6,575,067 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 (376,544) 543,539 - Cumulative interest sensitivity gap 811,716 275,125 (649,953) (252,377) (166,996) (543,540) - -