For the purpose of calculating the market risk capital requirements, all Banks (D-SIBs and Non D-SIBs) are required to calculate the market risk capital charge by using the Standardised Approach.
6.2
The risk-weighted assets for market risk under the standardised approach are determined by multiplying the capital requirements calculated as set out in [6] to [9] by 12.5.
6.3
A bank must also determine its regulatory capital requirements for market risk according to the standardised approach for market risk at the demand of SAMA.
