31. Annexure 2: Frequency and Timing of Disclosures
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Status: In-Force
Section
Template
Applicability
Format
Frequency
Fixed
Flexible
Quarterly
Semiannual
Annual
Overview of risk management, key prudential metrics and RWA
KM1
Applicable
√
√
KM2
Not required to be completed by the bank unless otherwise specified by SAMA.
√
√
OVA
Applicable
√
√
OV1
√
√
Comparison of modelled and standardised RWA
CMS1
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMA approach.
√
√
CMS2
√
√
Composition of capital and TLAC
CCA
Applicable
√
√
CC1
√
√
CC2
√
√
TLAC1
Not required to be completed by the bank unless otherwise specified by SAMA.
√
√
TLAC2
√
√
TLAC3
√
√
Capital distribution constraints
CDC
Applicable
√
√
Links between financial statements and regulatory exposures
LIA
Applicable
√
√
LI1
√
√
LI2
√
√
PV1
√
√
Asset encumbrance
ENC
Applicable
√
√
Remuneration
REMA
Applicable
√
√
REM1
√
√
REM2
√
√
REM3
√
√
Credit risk
CRA
Applicable
√
√
CR1
√
√
CR2
√
√
CRB
√
√
CRB_A
√
√
CRC
√
√
CR3
√
√
CRD
√
√
CR4
√
√
CR5
√
√
CRE
Not required to be completed by the bank unless SAMA approve the bank to use the IRB approach.
√
√
CR6
√
√
CR7
√
√
CR8
√
√
CR9
√
√
CR10
√
√
Counterparty credit risk
CCRA
Applicable
√
√
CCR1
√
√
CCR3
√
√
CCR4
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.
√
√
CCR5
Applicable
√
√
CCR6
√
√
CCR7
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.
√
√
CCR8
Applicable
√
√
Securitisation
SECA
Applicable
√
√
SEC1
√
√
SEC2
√
√
SEC3
√
√
SEC4
√
√
Market Risk
MRA
Applicable
√
√
MR1
√
√
MRB
Not required to be completed by the bank unless SAMA approve the bank to use the IMA approach.
√
√
MR2
√
√
MR3
√
√
Credit valuation adjustment risk
CVAA
The disclosure requirements related in this section are required to be completed by the bank when the materiality threshold stated on SAMA's Revised Risk-based Capital Charge for Counterparty Credit Risk (CCR) issued as part of its adoption of Basel III post-crisis final reforms, paragraph (11.9) is satisfied.
√
√
CVA1
√
√
CVA2
√
√
CVAB
√
√
CVA3
√
√
CVA4
√
√
Operational risk
ORA
Applicable
√
√
OR1
√
√
OR2
√
√
OR3
√
√
Interest rate risk in the banking book
IRRBBA
Applicable
√
√
IRRBB1
√
√
Macroprudential supervisory measures
GSIB1
Not required to be completed by the bank unless SAMA identify the bank as G-SIB.
