Attachment B

No: 4922/67

Date(g): 24/9/2019 | Date(h): 25/1/1441

Foreign Branch							Q-A4
LCR for the quarter ending
A) Stock of high quality liquid assets (HQLA)
a) Level 1 assets

		Paragraph no. in SAMA standards doc	Amount/ market value			Weight	Weighted amount
	Coins and banknotes	50 (a)				1.00
	Total central bank reserves; of which:						-
	part of central bank reserves that can be drawn in times of stress	50 (b),				1.00
	Check: row 8 ≤ row 7		-				-
	Securities with a 0% risk weight:	50 (c)	-				-
	issued by sovereigns	50 (c)	-			1.00	-
	guaranteed by sovereigns	50 (c)	-			1.00	-
	issued or guaranteed by central banks	50 (c)	-			1.00	-
	issued or guaranteed by PSEs	50 (c)	-			1.00
	issued or guaranteed by BIS, IMF, ECB and European Community, or	50 (c)	-			1.00	-
	For non-0% risk-weighted sovereigns:		-			1.00	-
	sovereign or central bank debt securities issued in domestic currencies by the sovereign or central bank in the country in which the liquidity risk is being taken or in the bank’s home country	50 (d)	-			1.00	-
	domestic sovereign or central bank debt securities issued in foreign currencies, up to the amount of the bank’s stressed net cash outflows in that specific foreign currency stemming from the bank’s operations	50 (e)	-			1.00	-
	Total stock of Level 1 assets	49	-
	Adjustment to stock of Level 1 assets	Annex 1	-
	Adjusted amount of Level 1 assets	Annex 1	-
b) Level 2A assets
		Paragraph no. in SAMA standards doc	Amount/market value			Weight	Weighted amount
	Securities with a 20% risk weight:	52 (a)				0.85	-
	issued by sovereigns	52 (a)	-			0.85	-
	guaranteed by sovereigns	52 (a)	-			0.85	-
	issued or guaranteed by central banks	52 (a)	-			0.85	-
	issued or guaranteed by PSEs	52 (a)	-			0.85	-
	issued or guaranteed by MDBs	52 (a)	-			0.85	-
	Non-financial corporate bonds, rated AA- or better	52 (b)	-			0.85	-
	Covered bonds, not self-issued, rated AA- or better	52 (b)	-			0.85	-
	Total stock of Level 2A assets	52 (a),(b)	-				-
	Adjustment to stock of Level 2A assets	Annex 1	-				-
	Adjusted amount of Level 2A assets	Annex 1	-			0.85	-
d) Total stock of HQLA
							Weighted amount
	Total stock of HQLA

B) Net cash outflows
1) Cash outflows
a) Retail deposit run-off
		Paragraph no. in SAMA standards doc	Amount			Weight	Weighted amount
	Total retail deposits; of which:
	Insured deposits; of which:
	in transactional accounts; of which:	75, 78
	eligible for a 3% run-off rate; of which:	78
	are in the reporting bank's home jurisdiction	78				0.03
	are not in the reporting bank's home jurisdiction	78				0.03
	eligible for a 5% run-off rate; of which:	75
	are in the reporting bank's home jurisdiction	75				0.05
	are not in the reporting bank's home jurisdiction	75				0.05
	in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:	75, 78
	eligible for a 3% run-off rate; of which:	78
	are in the reporting bank's home jurisdiction					0.03
	are not in the reporting bank's home jurisdiction					0.03
	eligible for a 5% run-off rate; of which:	75
	are in the reporting bank's home jurisdiction					0.05
	are not in the reporting bank's home jurisdiction					0.05
	in non-transactional and non-relationship accounts	79				0.10
	Uninsured deposits	79				0.10
	Additional deposit categories with higher run-off rates as specified by supervisor	79
	Category 1					0.00
	Category 2					0.00
	Category 3					0.00
	Term deposits (treated as having >30 day remaining maturity); of which:	82-84
	With a supervisory run-off rate	84				0.0
	Without a supervisory run-off rate	82				0.0
	Total retail deposits run-off
b) Unsecured wholesale funding run-off
		Paragraph no. in SAMA standards doc	Amount			Weight	Weighted amount
	Total unsecured wholesale funding	85-111
	Total funding provided by small business customers; of which:	89-92
	Insured deposits; of which:	89, 75-78
	in transactional accounts; of which:	89, 75, 78
	eligible for a 3% run-off rate; of which:	89, 78
	are in the reporting bank's home jurisdiction	89, 78	-			0.03
	are not in the reporting bank's home jurisdiction	89, 78	-			0.03
	eligible for a 5% run-off rate; of which:	89, 75
	are in the reporting bank's home jurisdiction	89, 75	-			0.05
	are not in the reporting bank's home jurisdiction	89, 75	-			0.05
	in non-transactional accounts with established relationships that make deposit withdrawal highly unlikely; of which:	89, 75, 78
	eligible for a 3% run-off rate; of which:	89, 78
	are in the reporting bank's home jurisdiction	89, 78	-			0.03
	are not in the reporting bank's home jurisdiction	89, 78	-			0.03
	eligible for a 5% run-off rate; of which:	89, 75
	are in the reporting bank's home jurisdiction	89, 75	-			0.05
	are not in the reporting bank's home jurisdiction	89, 75	-			0.05
	in non-transactional and non-relationship accounts	89, 79	-			0.10
	Uninsured deposits	89, 79	-			0.10
	Additional deposit categories with higher run-off rates as specified by supervisor	89, 79
	Category 1		-			0.00
	Category 2		-			0.00
	Category 3		-			0.00
	Term deposits (treated as having >30 day maturity); of which:	92, 82-84
	With a supervisory run-off rate	92, 84	-			0.00
	Without supervisory run-off rate	92, 82	-			0.00
	Total operational deposits; of which:	93-104
	provided by non-financial corporates	93-104
	insured, with a 3% run-off rate	104	-			0.03
	insured, with a 5% run-off rate	104	-			0.05
	uninsured	93-103				0.25
	provided by sovereigns, central banks, PSEs and MDBs	93-104
	insured, with a 3% run-off rate	104	-			0.03
	insured, with a 5% run-off rate	104	-			0.05
	Uninsured	93-103	-			0.25
	provided by banks	93-104
	insured, with a 3% run-off rate	104	-			0.03
	insured, with a 5% run-off rate	104	-			0.05
	Uninsured	93-103	-			0.25
	provided by other financial institutions and other legal entities	93-104
	insured, with a 3% run-off rate	104	-
	insured, with a 5% run-off rate	104	-			0.20
	Uninsured	93-103	-			0.40
	Total non-operational deposits; of which	105-109
	provided by non-financial corporates; of which:	107-108				0.20
	where entire amount is fully covered by an effective deposit insurance scheme	108	-			0.40
	where entire amount is not fully covered by an effective deposit insurance scheme	107				0.25
	provided by sovereigns, central banks, PSEs and MDBs; of which:	107-108				1.00
	where entire amount is fully covered by an effective deposit insurance scheme	108				1.00
	where entire amount is not fully covered by an effective deposit insurance scheme	107				1.00
	provided by members of the institutional networks of cooperative (or otherwise named) banks	105	-			1.00
	provided by other banks	109
	provided by other financial institutions and other legal entities	109
	Unsecured debt issuance	110	-
	Additional balances required to be installed in central bank reserves		-
	Total unsecured wholesale funding run-off

	Of the non-operational deposits reported above, amounts that could be considered operational in nature but per the Basel III LCR standards have been excluded from receiving operational deposit treatment due to:
	correspondent banking activity	99, footnote
	Check: row 169 ≤ sum of rows 162 and 163
	prime brokerage services	99, footnote
	Check: row 171 ≤ sum of rows 162 and 163
	excess balances in operational accounts that could be withdrawn and would leave enough funds to fulfil the clearing, custody and cash	96
	Check: row 173 ≤ sum of rows 155 to 163
c) Secured funding run-off
		Paragraph no. in SAMA standards doc	ount recei	Market value of extended collateral		Weight	Weighted amount
	Transactions conducted with the bank's domestic central bank; of which:	114-115
	Backed by Level 1 assets; of which:	114-115				0.00
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 179 ≤ row 178
	Backed by Level 2A assets; of which:	114-115				0.00
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 182 ≤ row 181
	Backed by Level 2B RMBS assets; of which:	114-115				0.00
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 185 ≤ row 184
	Backed by Level 2B non-RMBS assets; of which:	114-115				0.00
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 188 ≤ row 187
	Backed by other assets	114-115				0.00
	Transactions not conducted with the bank's domestic central bank and backed by Level 1 assets; of which:	114-115				0.00
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 192 ≤ row 191
	Transactions not conducted with the bank's domestic central bank and backed by Level 2A assets; of which:	114-115				0.15
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 195 ≤ row 194
	Transactions not conducted with the bank's domestic central bank and backed by Level 2B RMBS assets; of which:	114-115				0.25
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 198 ≤ row 197
	Transactions not conducted with the bank's domestic central bank and backed by Level 2B non-RMBS assets; of which:	114-115
	Counterparties are domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which:	114-115				0.25
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 202 ≤ row 201
	Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a 20% risk weight; of which:	114-115				0.50
	Transactions involving eligible liquid assets – see instructions for more	114-115
	Check: row 205 ≤ row 204
	Transactions not conducted with the bank's domestic central bank and backed by other assets (non-HQLA); of which:	114-115
	Counterparties are domestic sovereigns, MDBs or domestic PSEs with a	114-115				0.25
	Counterparties are not domestic sovereigns, MDBs or domestic PSEs with a	114-115				1.00
	Total secured wholesale funding run-off
d) Additional requirements
		Paragraph nr in standards doc	Amount			Weight	Weighted amount
	Derivatives cash outflow	116,117				1.00
	Increased liquidity needs related to downgrade triggers in derviatives and other financing transactions	118				1.00
	Increased liquidity needs related to the potential for valuation changes on posted collateral securing derivative and other transactions:	119
	Cash and Level 1 assets					0.00
	For other col lateral (Ie all non-Level 1 collateral)					0.20
	Increased liquidity needs related to excess non-segregated collateral held by the bank that could contractually he called at any time by the counterparty no	120				1.00
	Increased liquidity needs related to contractually required collateral on transactions for which the counterparty has not yet demanded the collateral	121				1.00
	Increased liquidity needs related to contracts that allow col lateral substitution to non-HQLA assets	122				1.00
	Increased liquidity needs related to market valuation changes on derivative or other trans actions	123				1.00
	Loss of funding on ABS and other structured financing instruments issued by the hank, excluding cowered bonds	124				1.00
	Loss of funding on ABCP, conduits, SIVs and other such financing activities; of	125
	debt maturing ? 30 days	125				1.00
	with embedded options in financing arrangements	125				1.00
	other potential loss of such finding	125				1.00
	Loss of funding on covered bonds issued by the hank	124				1.00
	Undrawn committed credit and liquidity facilities to retail and small business	131(a)				0.05
	Undrawn committed credit facilities to
	non-financial corporates	131(b)	594,516			0.10	59,452
	sovereigns, central banks, PSEs and MDBS Undrawn committed liquidity facilities to	131(b)				0.10
	Undrawn committed liquidity facilities to
	non-financial corporates	131(c)				0.30
	sovereigns, central banks, PSEs and MDBS	131(c)				0.30
	Undrawn committed credit and liquicity facilities provided to hanks subject to prudential supervision	131(d)				0.40
	Undrawn committed credit facilities provided to other FIs	131(e)				0.40
	Undrawn committed credit facilities provided to other FIs	131(f)				1.00
	Undrawn committed credit and liquidity facilities to other legal entities	131(g)				1.00

	Other contractual obligations to ext end funds to	Paragraph no. in SAMA standards doc	Amount	roll-over of inflows	Excess outflows	Weight	Weighted amount
	financial institutions	132				1.00
	retail clients	133
	small business customers	133
	non-financial corporates	133
	other clients	133
	retail, small business customers, non-financials and other clients					1.00
	Total contractual obligations to extend funds in excess of 50% roll-over

							Weighted amount
	Total additional requirements run-off
	Other contingent funding obligations	Paragraph no. in SAMA standards doc	Amount			Weight	Weighted amount
	Non-contractual obligations related to potential liquidity draws from joint ventures or minority investments in entities	137				0.00
	Unconditionally revocable "uncommitted" credit and liquidity facilities	140				0.03
	Trade finance-related obligations (including guarantees and letters of credit)	138, 139				0.02
	Guarantees and letters of credit unrelated to trade finance obligations	140				0.02
	Non-contractual obligations:					0.01
	Debt-buy back requests (incl related conduits)	140				0.00
	Structured products	140				0.00
	Managed funds	140				0.00
	Other non-contractual obligations	140				0.00
	Outstanding debt securities with remaining maturity > 30 days	140				0.00
	Non contractual obligations where customer short positions are covered by other customers’ collateral	140				0.50
	Bank outright short positions covered by a collateralised securities financing	147				0.00
	Other contractual cash outflows (including those related to unsecured collateral borrowings and uncovered short positions)	141, 147				1.00
	Total run-off on other contingent funding obligations
e) Total cash outflows

	Total cash outlfows
2) Cash inflows
a) Secured lending including reverse repo and securities borrowing
		Paragraph no. in SAMA standards doc	Amount extende d	Market value of received colllateral		Weight	Weighted amount
	Reverse repo and other secured lending or securities borrowing transactions maturing ? 30 days	145-146
	Of which collateral is not re-used (ie is not rehypothecated) to cover the reporting institution's outright short positions	145-146
	Transactions backed by Level 1 assets; of which:	145-146	0	0		0.00
	Transactions involving eligible liquid assets – see instructions for more	145-146
	Check: row 276 ≤ row 275
	Transactions backed by Level 2A assets; of which:	145-146				0.15
	Transactions involving eligible liquid assets – see instructions for more	145-146
	Check: row 279 ≤ row 278
	Transactions backed by Level 2B RMBS assets; of which:	145-146				0.25
	Transactions involving eligible liquid assets – see instructions for more	145-146
	Check: row 282 ≤ row 281
	Transactions backed by Level 2B non-RMBS assets; of which:	145-146				0.50
	Transactions involving eligible liquid assets – see instructions for more	145-146
	Check: row 285 ≤ row 284
	Margin lending backed by non-Level 1 or non-Level 2 collateral	145-146				0.50
	Transactions backed by other collateral	145-146				1.00
	Of which collateral is re-used (ie is rehypothecated) in transactions to cover the reporting insitution's outright short positions	145-146
	Transactions backed by Level 1 assets	145-146				0.00
	Transactions backed by Level 2A assets	145-146				0.00
	Transactions backed by Level 2B RMBS assets	145-146				0.00
	Transactions backed by Level 2B non-RMBS assets	145-146				0.00
	Margin lending backed by non-Level 1 or non-Level 2 collateral	145-146				0.00
	Transactions backed by other collateral	145-146				0.00
	Total inflows on reverse repo and securities borrowing transactions
b) Other inflows by counterparty

		Paragraph no. in SAMA standards doc	Amount			Weigh	Weighted amount
	Contractual inflows due in ? 30 days from fully performing loans, not reported in lines 275 to 295, from:
	Retail customers	153			0.50
	Small business customers	153			0.50
	Non-financial corporates	154			0.50
	Central banks	154			1.00
	Financial institutions, of which	154
	operational deposits	156			0.00
	deposits at the centralised institution of an institutional network that receive	157			0.00
	all payments on other loans and deposits due in ? 30 days	154			1.00
	Other entities	154			0.50		-
	Total of other inflows by counterparty
c) Other cash inflows

		Paragraph no. in SAMA standards doc	Amount			Weigh	Weighted amount
	Other cash inflows
	Derivatives cash inflow	158, 159				1.00
	Contractual inflows from securities maturing ? 30 days, not included anywhere	155				1.00
	Other contractual cash inflows	160				0.00
	Total of other cash inflows
d) Total cash inflows

		Paragraph no. in SAMA standards doc	Amount			Weigh	Weighted amount
	Total cash inflows before applying the cap	144
	Cap on cash inflows	69, 144
	Total cash inflows after applying the cap	69, 144				0.75
D) LCR


	Total stock of high quality liquid assets plus usage of alternative treatment
	Net cash outflows
	LCR