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31. Annexure 2: Frequency and Timing of Disclosures

Effective from Dec 28 2022 - Dec 31 2022
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SectionTemplateApplicabilityFormatFrequency
FixedFlexibleQuarterlySemiannualAnnual
Overview of risk management, key prudential metrics and RWAKM1Applicable√ √  
KM2Not required to be completed by the bank unless otherwise specified by SAMA.√ √  
OVAApplicable √  √
OV1√ √  
Comparison of modelled and standardised RWACMS1Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMA approach.√ √  
CMS2√  √ 
Composition of capital and TLACCCAApplicable √ √ 
CC1√  √ 
CC2 √ √ 
TLAC1Not required to be completed by the bank unless otherwise specified by SAMA.√  √ 
TLAC2√  √ 
TLAC3√  √ 
Capital distribution constraintsCDCApplicable√   √
Links between financial statements and regulatory exposuresLIAApplicable √  √
LI1 √  √
LI2 √  √
PV1√   √
Asset encumbranceENCApplicable√  √ 
RemunerationREMAApplicable √  √
REM1 √  √
REM2 √  √
REM3 √  √
Credit riskCRAApplicable √  √
CR1√  √ 
CR2√  √ 
CRB √  √
CRB_A √  √
CRC √  √
CR3√  √ 
CRD √  √
CR4√  √ 
CR5√  √ 
CRENot required to be completed by the bank unless SAMA approve the bank to use the IRB approach. √  √
CR6√  √ 
CR7√  √ 
CR8√ √  
CR9 √  √
CR10 √ √ 
Counterparty credit riskCCRAApplicable √  √
CCR1√  √ 
CCR3√  √ 
CCR4Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.√  √ 
CCR5Applicable √ √ 
CCR6 √ √ 
CCR7Not required to be completed by the bank unless SAMA approve the bank to use the IRB or IMM approach.√ √  
CCR8Applicable√  √ 
SecuritisationSECAApplicable √  √
SEC1 √ √ 
SEC2 √ √ 
SEC3√  √ 
SEC4√  √ 
Market RiskMRAApplicable √  √
MR1√  √ 
MRBNot required to be completed by the bank unless SAMA approve the bank to use the IMA approach. √  √
MR2√ √  
MR3√  √ 
Credit valuation adjustment riskCVAAThe 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 riskORAApplicable √  √
OR1√   √
OR2√   √
OR3√   √
Interest rate risk in the banking bookIRRBBAApplicable √  √
IRRBB1√   √
Macroprudential supervisory measuresGSIB1Not required to be completed by the bank unless SAMA identify the bank as G-SIB. √  √
CCYB1Applicable √ √ 
Leverage ratioLR1Applicable√ √  
LR2√ √  
LiquidityLIQA √  √
LIQ1√ √  
LIQ2√  √