KENANGA ANNUAL REPORT 2020

286 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.) Bank 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 1,430,551 155,000 - - - 291,599 - 1,877,150 3.16 Financial assets at FVTPL - - - - - - 326,560 326,560 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 2,023,790 15,710 - - - 17 - 2,039,517 7.43 Balances due from clients and brokers - - - - - 280,357 - 280,357 Other assets - - - - 29,696 92,868 - 122,564 Other non interest sensitive balances - - - - - 796,947 - 796,947 Total assets 3,454,341 242,922 135,583 508,219 220,431 1,528,050 326,560 6,416,106 Liabilities Deposits from customers 2,292,032 968,814 658,506 200,000 - - - 4,119,352 3.59 Deposits and placement of banks and other financial institutions 310,518 340,200 - - - - - 650,718 3.59 Borrowings 41,600 - - - 25,000 - - 66,600 4.94 Derivative financial liabilities - - - - - 13,416 - 13,416 Balances due to clients and brokers - - - - - 304,880 - 304,880 Other liabilities-structured product 5,399 - - - - - - 5,399 12.25 Other non interest sensitive balances - - - - - 299,772 - 299,772 Total liabilities 2,649,549 1,309,014 658,506 200,000 25,000 618,068 - 5,460,137 Equity - - - - - 955,969 - 955,969 Total liabilities and shareholders’ equity 2,649,549 1,309,014 658,506 200,000 25,000 1,574,037 - 6,416,106 On-balance sheet interest sensitivity gap 804,792 (1,066,092) (522,923) 308,219 195,431 (45,987) 326,560 - Cumulative interest sensitivity gap 804,792 (261,300) (784,223) (476,004) (280,573) (326,560) - -