KENANGA ANNUAL REPORT 2020

285 ANNUAL REPORT 2020 // KENANGA INVESTMENT BANK BERHAD 50. FINANCIAL RISK MANAGEMENT (CONT’D.) (b) Market risk (cont’d.) (i) Interest rate risk (cont’d.) Bank 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 1,007,737 - - - - 370,909 - 1,378,646 2.19 Financial assets at FVTPL - - - - - - 539,931 539,931 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 1,845,738 11,077 - - - 181 - 1,856,996 7.10 Balances due from clients and brokers - - - - - 545,057 - 545,057 Other assets - - - - 29,774 64,938 - 94,712 Other non interest sensitive balances - - - - - 773,067 - 773,067 Total assets 3,008,421 37,031 106,312 468,184 237,155 1,851,713 539,931 6,248,747 Liabilities Deposits from customers 1,557,155 496,228 889,460 100,000 - - - 3,042,843 2.20 Deposits and placement of banks and other financial institutions 762,796 123,289 180,000 - - - - 1,066,085 2.20 Borrowings 30,400 - - - 122,000 - - 152,400 4.69 Derivative financial liabilities - - - - - 137,480 - 137,480 Balances due to clients and brokers - - - - - 405,191 - 405,191 Other liabilities-structured product 4,055 - 11,528 - - - - 15,583 19.20 Other non interest sensitive balances - - - - - 405,154 - 405,154 Total liabilities 2,354,406 619,517 1,080,988 100,000 122,000 947,825 - 5,224,736 Equity - - - - - 1,024,011 - 1,024,011 Total liabilities and shareholders’ equity 2,354,406 619,517 1,080,988 100,000 122,000 1,971,836 - 6,248,747 On-balance sheet interest sensitivity gap 654,015 (582,486) (974,676) 368,184 115,155 (120,123) 539,931 - Cumulative interest sensitivity gap 654,015 71,529 (903,147) (534,963) (419,808) (539,931) - -