Minimum Capital Requirements
- Minimum Capital Requirements for Credit Risk
- 1. Introduction
- 2. Scope of Application
- 3. Implementation Timeline
- 4. SAMA Reporting Requirements
- 5. Overview of Risk-Weighted Assets Approaches for Credit Risk
- 6. Due Diligence Requirements
- 7. Standardized Approach: Individual Exposures
- 8. Standardized Approach: the Use of External Rating
- 9. Standardized Approach: Credit Risk Mitigation
- 10. IRB Approach: Overview and Asset Class Definitions
- 11. IRB Approach: Risk Weight Functions
- 12. IRB Approach: Risk Components
- 13. IRB Approach: Supervisory Slotting Approach for Specialized Lending
- 14. IRB Approach: RWA for Purchased Receivables
- 15. IRB Approach: Treatment of Expected Losses and Provisions
- 16. IRB Approach: Minimum Requirements to Use IRB Approach
- 17. Transition
- 18. Securitization: General Provisions
- 19. Securitization: Standardized Approach
- 20. Securitization: External- Ratings-Based Approach (SEC- ERBA)
- 21. Securitization: Internal Assessment Approach (SEC- IAA)
- 22. Securitization: Internal- Ratings-Based Approach
- 23. Securitizations of Non- Performing Loans
- 24. Equity Investments in Funds
- 25. Capital Treatment of Unsettled Transactions and Failed Trades
- 26. Illustrative Risk Weights Calculated Under the Internal Ratings-Based (IRB) Approach to Credit Risk
- 27. Illustrative Examples for Recognition of Dilution Risk When Applying the Securitization Internal Ratings-Based Approach (SEC-IRBA) to Securitization Exposures
- 28. Equity Investments in Funds: Illustrative Example of the Calculation of Risk-Weighted Assets (RWA) Under the Look-Through Approach (LTA)
- 29. Equity Investments in Funds: Illustrative Example of the Calculation of RWA Under the Mandate-Based Approach (MBA)
- 30. Equity Investments in Funds: Illustrative Examples of the Leverage Adjustment
- Minimum Capital Requirements for Market Risk
- 1- Introduction
- 2- Definitions
- 3- Scope of Application
- 4- Trading Book Policy Statement (TPS) and Definition of a Trading Desk
- 5- Boundary Between the Banking Book and the Trading Book
- 6- Standardised Approach: General Provisions and Structure
- 7- Standardised Approach: Sensitivities-Based Method
- 8- Standardised Approach: Default Risk Capital Requirement
- 9- Standardised Approach: Residual Risk Add-on
- 10- Internal Models Approach: General Provisions
- 11- Internal Models Approach: Model Requirements
- 12- Internal Models Approach: Backtesting and P&L Attribution Test Requirements
- 13- Internal Models Approach: Capital Requirements Calculation
- 14- Simplified Standardised Approach
- 15- Transitional Arrangements for Profit and Loss (P&L) Attribution (PLA)
- 16- Guidance on Use of the Internal Models Approach
- 17- SAMA Reporting Requirements
- 18- Implementation Timeline
- Minimum Capital Requirements for Operational Risk
- 1. Introduction
- 2. Scope of Application
- 3. Definitions
- 4. Implementation Timeline
- 5. SAMA Reporting Requirements
- 6. Disclosure
- 7. Policy Requirements
- 8. General Criteria on Loss Data Identification, Collection and Treatment
- 9. Specific Criteria on Loss Data Identification, Collection and Treatment
- 10. Exclusion of Losses from the Loss Component
- 11. Exclusions of Divested Activities from the Business Indicator
- 12. Inclusion of Losses and BI Items Related to Mergers and Acquisitions
- 13. Application of the Standardized Approach Within a Group
- Annexure 1: Definition of Business Indicator Components
- Annexure 2: Detailed Loss Event Type Classification
- Minimum Capital Requirements for Counterparty Credit Risk (CCR) and Credit Valuation Adjustment (CVA)
- 1. Introduction
- 2. Scope of Application
- 3. Definitions
- 4. Implementation Timeline and SAMA Reporting Requirements
- 5. Counterparty Credit Risk Overview
- 6. Standardized Approach to Counterparty Credit Risk
- 7. Internal Models Method for Counterparty Credit Risk
- 8. Capital Requirements for Bank Exposures to Central Counterparties
- 9. Counterparty Credit Risk in the Trading Book
- 10. Minimum Haircut Floors for Securities Financing Transactions
- 11. Credit Valuation Adjustment (CVA) Framework
- Application Guidance/ Illustrative Examples
- 12. The Application of the (SA-CCR) to Sample Portfolios
- 13. The Effect of Standard Margin Agreements on the Calculation of Replacement Cost with SA-CCR
- Output Floor Requirements
- Additional Requirements on Capital Adequacy for Shari’ah Compliant Banking
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