Page 193 - EXIM-BANK-AR20

Section 06 Financial Statements
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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 2020 2019
RM’000 RM’000

Financial investments at FVOCI (Gross):
AA 50,536 50,210
D 100,000 100,000
Government guarantees 628,759 619,486
779,295 769,696

Investment securities at amortised cost (Gross):
Long-term
BBB - 306,066
BB 300,588 -
Government guarantees 300,686 301,114
601,274 607,180

Net derivative financial assets/(liabilities)
Financial institutions
AAA 57,180 100
A + 8,565 1,625
AA- 74,470 40,681
AA2 1,534 281
141,749 42,687