31. Annexure 2: Frequency and Timing of Disclosures
No: 44047144
Date(g): 27/12/2022 | Date(h): 4/6/1444
Status: In-Force
Effective from Jan 01 2023 - Dec 31 2022 To view other versions open the versions tab on the right
Section
Template
Applicability
Format
Frequency
Fixed
Flexible
Quarterly
Semiannual
Annual
Overview of risk management, key prudential metrics and RWA
KM1
Applicable
√
√
KM2
Not required to be completed by the bank unless otherwise specified by SAMA.
√
√
OVA
Applicable
√
√
OV1
√
√
Comparison of modelled and standardised RWA
CMS1
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMA approach.
√
√
CMS2
√
√
Composition of capital and TLAC
CCA
Applicable
√
√
CC1
√
√
CC2
√
√
TLAC1
Not required to be completed by the bank unless otherwise specified by SAMA.
√
√
TLAC2
√
√
TLAC3
√
√
Capital distribution constraints
CDC
Applicable
√
√
Links between financial statements and regulatory exposures
LIA
Applicable
√
√
LI1
√
√
LI2
√
√
PV1
√
√
Asset encumbrance
ENC
Applicable
√
√
Remuneration
REMA
Applicable
√
√
REM1
√
√
REM2
√
√
REM3
√
√
Credit risk
CRA
Applicable
√
√
CR1
√
√
CR2
√
√
CRB
√
√
CRB_A
√
√
CRC
√
√
CR3
√
√
CRD
√
√
CR4
√
√
CR5
√
√
CRE
Not required to be completed by the bank unless SAMA approve the bank to use the IRB approach.
√
√
CR6
√
√
CR7
√
√
CR8
√
√
CR9
√
√
CR10
√
√
Counterparty credit risk
CCRA
Applicable
√
√
CCR1
√
√
CCR3
√
√
CCR4
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.
√
√
CCR5
Applicable
√
√
CCR6
√
√
CCR7
Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.
√
√
CCR8
Applicable
√
√
Securitisation
SECA
Applicable
√
√
SEC1
√
√
SEC2
√
√
SEC3
√
√
SEC4
√
√
Market Risk
MRA
Applicable
√
√
MR1
√
√
MRB
Not required to be completed by the bank unless SAMA approve the bank to use the IMA approach.
√
√
MR2
√
√
MR3
√
√
Credit valuation adjustment risk
CVAA
The disclosure requirements related in this section are required to be completed by the bank when the materiality threshold stated on SAMA's Revised Risk-based Capital Charge for Counterparty Credit Risk (CCR) issued as part of its adoption of Basel III post-crisis final reforms, paragraph (11.9) is satisfied.
√
√
CVA1
√
√
CVA2
√
√
CVAB
√
√
CVA3
√
√
CVA4
√
√
Operational risk
ORA
Applicable
√
√
OR1
√
√
OR2
√
√
OR3
√
√
Interest rate risk in the banking book
IRRBBA
Applicable
√
√
IRRBB1
√
√
Macroprudential supervisory measures
GSIB1
Not required to be completed by the bank unless SAMA identify the bank as G-SIB.
