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Notes to the fiNaNcial statemeNts
42. financial risk management POlicies (cOnt’D.)
Credit quality by class of financial assets
Credit quality for treasury credit risk exposures
The table below shows treasury credit risk exposure by the current counterparties’ rating:
Group and Bank 2021 2020
RM’000 RM’000
Financial investments at FVOCI (Gross):
AA - 50,536
D 100,000 100,000
Government guarantees 613,680 628,759
713,680 779,295
Investment securities at amortised cost (Gross):
Long-term
BB 311,663 300,588
Government guarantees 300,459 300,686
612,122 601,274
Net derivative financial assets/(liabilities)
Financial institutions
AAA 28,084 57,180
A + - 8,565
A - 5,004 -
AA 47,375 -
AA- - 74,470
AA2 - 1,534
BBB+ (999) -
79,464 141,749
