4. Implementation Timeline and SAMA Reporting Requirements
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Status: In-Force
4.1.
This framework will be effective on 01 January 2023.
4.2.
SAMA expects all Banks to report the Counterparty credit risk (CCR) and Credit Valuation Adjustment (CVA) Risk-Weighted Assets (RWA) and capital charge using SAMA’s Q17 reporting template within 30 days after the end of each quarter.
Minimum Capital Requirements for Counterparty Credit Risk (CCR)
