Affin Bank Berhad | Annual Report 2020

478 ORGANISATION EXECUTIVE SUMMARY CORPORATE GOVERNANCE FINANCIAL STATEMENTS OTHER INFORMATION b) Disclosure on Off-Balance Sheet and Counterparty Credit Risk (RM’000) The Bank 2020 Positive Fair Value Credit Risk Principal of Derivative Equivalent Weighted Description Amount Contracts Amount Amount Direct Credit Substitutes 432,764 - 432,764 400,260 Transaction related contingent items 1,184,737 - 592,368 533,992 Short Term Self Liquidating trade related contingencies 156,180 - 31,236 30,687 Foreign exchange related contracts One year or less 10,640,270 182,057 321,509 93,809 Over one year to five years 207,100 7,411 12,877 2,575 Interest/Profit rate related contracts One year or less 57,000 670 591 138 Over one year to five years 1,513,000 31,869 62,222 23,268 Over five years 755,000 9,175 57,095 15,567 Other commitments, such as formal standby facilities and credit lines, with an original maturity of over one year 912,497 - 455,987 385,485 Other commitments, such as formal standby facilities and credit lines, with an original maturity of up to one year 3,716,393 - 743,084 640,498 Unutilised credit card lines 634,499 - 126,900 93,679 Total 20,209,440 231,182 2,836,633 2,219,958 2019 Direct Credit Substitutes 445,758 - 445,758 411,641 Transaction related contingent items 1,494,531 - 747,265 692,235 Short Term Self Liquidating trade related contingencies 175,032 - 35,007 34,491 Foreign exchange related contracts One year or less 9,812,356 93,613 230,728 83,065 Over one year to five years 207,100 1,456 18,705 3,741 Interest/Profit rate related contracts One year or less 23,148 353 58 29 Over one year to five years 1,480,000 17,120 55,015 19,376 Over five years 270,000 5,683 21,270 6,365 Other commitments, such as formal standby facilities and credit lines, with an original maturity of over one year 797,622 - 398,811 344,872 Other commitments, such as formal standby facilities and credit lines, with an original maturity of up to one year 4,556,911 - 911,382 715,403 Any commitments that are unconditionally cancelled at any time by the bank without prior notice or that effectively provide for automatic cancellation due to deterioration in a borrower’s creditworthiness 37,322 - - - Unutilised credit card lines 380,117 - 76,023 56,591 Total 19,679,897 118,225 2,940,022 2,367,809 BASEL I I PILLAR 3 DISCLOSURES AS AT 31ST DECEMBER 2020 APPENDIX IV