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Effective from Jan 01 2023 - Dec 31 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.
