KENANGA ANNUAL REPORT 2020

284 5 1 2 3 4 6 7 FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 31 December 2020 50. FINANCIAL RISK MANAGEMENT (CONT’D.) (b) Market risk (cont’d.) (i) Interest rate risk (cont’d.) Group 2019 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 1,447,060 207,908 - - - 408,089 - 2,063,057 3.16 Financial assets at FVTPL - - - - - - 328,680 328,680 4.25 Financial instruments at FVOCI - 59,550 135,583 438,013 160,847 1,088 - 795,081 4.18 Financial instruments at AC - 12,662 - 70,206 29,888 - - 112,756 4.77 Derivative financial assets - - - - - 65,174 - 65,174 Loans, advances and financing 1,952,346 21,251 22,346 68,714 - 17 - 2,064,674 7.43 Balances due from clients and brokers - - - - - 280,357 - 280,357 Other assets 86,376 - - - - 115,409 - 201,785 Other non interest sensitive balances - - - - - 719,210 - 719,210 Total assets 3,485,782 301,371 157,929 576,933 190,735 1,589,344 328,680 6,630,774 Liabilities Deposits from customers 2,263,216 943,772 658,506 200,000 - - - 4,065,494 3.59 Deposits and placement of banks and other financial institutions 310,518 340,200 - - - - - 650,718 3.59 Borrowings 67,600 4,000 - - 25,000 - - 96,600 5.11 Derivative financial liabilities - - - - - 13,416 - 13,416 Balances due to clients and brokers - - - - - 537,393 - 537,393 Other liabilities-structured product 5,399 - - - - - - 5,399 12.25 Other non interest sensitive balances - - - - - 357,465 - 357,465 Total liabilities 2,646,733 1,287,972 658,506 200,000 25,000 908,274 - 5,726,485 Equity - - - - - 904,289 - 904,289 Total liabilities and shareholders’ equity 2,646,733 1,287,972 658,506 200,000 25,000 1,812,563 - 6,630,774 On-balance sheet interest sensitivity gap 839,049 (986,601) (500,577) 376,933 165,735 (223,219) 328,680 - Cumulative interest sensitivity gap 839,049 (147,552) (648,129) (271,196) (105,461) (328,680) - -