4. Implementation Timeline and SAMA Reporting Requirements
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Effective from Jan 01 2023 - Dec 31 2022 To view other versions open the versions tab on the right
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)
