Page 207 - EXIM-Bank_Annual-Report-2022

A VISION COMMITMENT EMPOWERING ENSURING ENHANCING FINANCIAL
TO SERVE TO LEAD GROWTH SUSTAINABILITY GOVERNANCE STATEMENTS 205

Notes to the fiNaNcial statemeNts

44. FINaNCIaL RISk MaNaGEMENT POLICIES (cont’d.)
Credit quality by class of financial assets

Credit quality of treasury credit risk exposures
The table below shows treasury credit risk exposure by the current counterparties’ rating:

Group and Bank 2022 2021
rM’000 rM’000
Financial investments at FVTPL (Gross):
Public listed 9,979 -

Financial investments at FVOCI (Gross):
AA 45,286 -
D 100,000 100,000
Government guarantees 232,071 613,680
377,357 713,680

Financial investments at amortised cost (Gross):
Long-term
BB - 311,663
D 328,499 -
Government guarantees 300,224 300,459
628,723 612,122

Net derivative financial assets/(liabilities)
Financial institutions
AAA 15,887 28,084
A - - 5,004
AA (19,504) 47,375
BBB+ (161,522) (999)
(165,139) 79,464