Attachment D
| No: 4922/67 | Date(g): 24/9/2019 | Date(h): 25/1/1441 | |
| BASEL III Risk Weighted Assets (RWA) and Funding | M ___________ |
| For the Quarter Ending _______________ |  |
| (All Amounts in SR 000's) |
| A. PILLAR 1 RWA | RWA |
| I. Credit RWA | - |
| Credit risk Standardized approach or Advanced approach | |
| Sovereign and Central Banks | |
| SAMA and Saudi Government | |
| Others | |
| Multilateral Development Banks | |
| Public Sector Entities | |
| Banks and Securities Firms | |
| Corporates | |
| Retail – Non Mortgages | |
| SBFEs | |
| Other Retail Non- Mortgages | |
| Mortgages | |
| Residential | |
| Commercial | |
| Securitized assets | |
| Equity | |
| Others | |
| Past Dues | |
| II. Market RWA | |
| Standardized Approach | - |
| Traded debt instruments | |
| Equity | |
| Foreign Exchange | |
| Commodities | |
| Internal Models | |
| Traded debt instruments | |
| Equity | |
| Foreign Exchange | |
| Commodities | |
| Trading book settlement RWA | |
| III. Operational (OPR) RWA | - |
| OPR Basic Indicator Approach | |
| OPR Standardized Approach | |
| OPR Alternative Standardized Approach | |
| B. Pillar 2 RWA | - |
| Residual Credit risk | |
| Residual Market risk | |
| Residual Operational risk | |
| Securitization risk | |
| Liquidity risk | |
| Interest rate risk in Banking Book | |
| Concentration risk | |
| Macroeconomic and business cycle risk | |
| Strategic risk | |
| Reputational risk | |
| Global risk | |
| Other risks | |
| | |
| Total Pillar 1 RWA | - |
| | |
| Total Pillar 1 and Pillar 2 RWA | - |
| | |
| Securities issued or guaranteed by the Government of Saudi Arabia | |
| | |
| Funding adequacy ratio (Pillar 1 and Pillar 2) | #DIV/0! |
2216
