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General Provisions

No: 44047144 Date(g): 27/12/2022 | Date(h): 4/6/1444 Status: In-Force
6.1For 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.
 
6.2The 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.
 
6.3A bank must also determine its regulatory capital requirements for market risk according to the standardised approach for market risk at the demand of SAMA.