Book traversal links for General Provisions
General Provisions
Effective from Dec 28 2022 - Dec 27 2022
To view other versions open the versions tab on the right
6.1 | 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. |