ALINMA BANK
(A Saudi Joint Stock Company)
BASEL III Pillar 3 Disclosures
For the Financial Period Ended June 30, 2025
Table of Contents# | Description | Page |
1 | KM1: Key metrics (at consolidated group level) | 4 |
2 | KM2: Key metrics - TLAC requirements (at resolution group level) | Not applicable |
3 | OV1: Overview of RWA | 6 |
4 | CMS1: Comparison of modelled and standardized RWA at risk level | Not applicable |
5 | CMS2 - Comparison of modelled and standardized RWA for credit risk at asset class | Not applicable |
6 | CCA: Main features of regulatory capital instruments and of other TLAC-eligible instruments | 7 |
7 | CC1 - Composition of regulatory capital | 9 |
8 | CC2 - Reconciliation of regulatory capital to balance sheet | 12 |
9 | TLAC1: TLAC composition for G-SIBs (at resolution group level) | Not applicable |
10 | TLAC2 - Material subgroup entity - creditor ranking at legal entity level | Not applicable |
11 | TLAC3 - Resolution entity - creditor ranking at legal entity level | Not applicable |
12 | ENC: Asset encumbrance | 14 |
13 | CR1: Credit quality of assets | 14 |
14 | CR2: Changes in stock of defaulted loans and debt securities | 14 |
15 | CR3: Credit risk mitigation techniques - overview | 14 |
16 | CR4: Standardised approach - credit risk exposure and credit risk mitigation (CRM) effects | 15 |
17 | CR5: Standardised approach - exposures by asset classes and risk weights | 16 |
18 | CR6: IRB - Credit risk exposures by portfolio and PD range | Not applicable |
19 | CR7: IRB - Effect on RWA of credit derivatives used as CRM techniques | Not applicable |
20 | CR8: RWA flow statements of credit risk exposures under IRB | Not applicable |
21 | CR10: IRB (specialized lending under the slotting approach) | Not applicable |
22 | CCR1: Analysis of CCR exposures by approach | 19 |
23 | CCR3: Standardised approach - CCR exposures by regulatory portfolio and risk weights | 19 |
24 | CCR4: IRB - CCR exposures by portfolio and PD scale | Not applicable |
25 | CCR5: Composition of collateral for CCR exposure | 19 |
26 | CCR6: Credit derivatives exposures | Not applicable |
27 | CCR7: RWA flow statements of CCR exposures under Internal Model Method (IMM) | Not applicable |
28 | CCR8: Exposures to central counterparties | Not applicable |
29 | SEC1: Securitization exposures in the banking book | Not applicable |
30 | SEC2: Securitization exposures in the trading book | Not applicable |
31 | SEC3: Securitization exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor | Not applicable |
32 | SEC4: Securitization exposures in the banking book and associated capital requirements - bank acting as investor | Not applicable |
33 | MR1: Market risk under the standardised approach | 20 |
34 | MR2: Qualitative disclosures for banks using the IMA | Not applicable |
35 | MR3: Market risk under the simplified standardized approach | Not applicable |
36 | CVA1: The reduced basic approach for CVA (BA-CVA) | Not applicable |
37 | CVA2: The full basic approach for CVA (BA-CVA) | Not applicable |
38 | CVA3: The standardised approach for CVA (SA-CVA) | Not applicable |
39 | CVA4: RWA flow statements of CVA risk exposures under SA-CVA | 20 |
# | Description | Page |
40 | CCyB1 - Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement | Not applicable |
41 | LR1- Summary comparison of accounting assets vs leverage ratio exposure measure | 20 |
42 | LR2- Leverage ratio common disclosure template | 21 |
43 | LIQ1: Liquidity Coverage Ratio (LCR) | 23 |
44 | LIQ2: Net Stable Funding Ratio (NSFR) | 24 |
KM1: Key Metrics (at group consolidated level) | ||||||
T-1 T-2 March 31, December 2025 31, 2024 | SAR 000's T-3 T-4 September June 30, 30, 2024 2024 | |||||
T | ||||||
June 30, 2025 | ||||||
Available capital (amounts) | ||||||
1 | Common Equity Tier 1 (CET1) | 34,081,670 | 34,149,178 | 32,714,234 | 32,390,115 | 31,418,900 |
1a | Fully loaded ECL accounting model CET1 | 34,081,670 | 34,149,178 | 32,714,234 | 32,329,876 | 31,298,422 |
2 | Tier 1 | 44,707,620 | 42,899,678 | 41,464,734 | 41,141,515 | 40,170,400 |
2a | Fully loaded ECL accounting model Tier 1 | 44,707,620 | 42,899,678 | 41,464,734 | 41,081,276 | 40,049,922 |
3 | Total capital | 47,607,316 | 45,680,329 | 44,040,887 | 43,989,209 | 42,915,543 |
3a | Fully loaded ECL accounting model total capital | 47,607,316 | 45,680,329 | 44,040,887 | 43,928,970 | 42,795,065 |
Risk-weighted assets (amounts) | ||||||
4 | Total risk-weighted assets (RWA) | 258,010,876 | 249,216,628 | 248,228,490 | 242,149,543 | 231,569,460 |
4a | Total risk-weighted assets (pre-floor) | 258,010,876 | 249,216,628 | 248,228,490 | 242,149,543 | 231,569,460 |
Risk-based capital ratios as a percentage of RWA | ||||||
5 | CET1 ratio (%) | 13.21% | 13.70% | 13.18% | 13.38% | 13.57% |
5a | Fully loaded ECL accounting model CET1 (%) | 13.21% | 13.70% | 13.18% | 13.35% | 13.52% |
5b | CET1 ratio (%) (pre-floor ratio) | 13.21% | 13.70% | 13.18% | 13.38% | 13.57% |
6 | Tier 1 ratio (%) | 17.33% | 17.21% | 16.70% | 16.99% | 17.35% |
6a | Fully loaded ECL accounting model Tier 1 ratio (%) | 17.33% | 17.21% | 16.70% | 16.97% | 17.29% |
6b | Tier 1 ratio (%) (pre-floor ratio) | 17.33% | 17.21% | 16.70% | 16.99% | 17.35% |
7 | Total capital ratio (%) | 18.45% | 18.33% | 17.74% | 18.17% | 18.53% |
7a | Fully loaded ECL accounting model total capital ratio (%) | 18.45% | 18.33% | 17.74% | 18.14% | 18.48% |
7b | Total capital ratio (%) (pre-floor ratio) | 18.45% | 18.33% | 17.74% | 18.17% | 18.53% |
Additional CET1 buffer requirements as a percentage of RWA | ||||||
8 | Capital conservation buffer requirement (2.5% from 2019) (%) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% |
9 | Countercyclical buffer requirement (%) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
10 | Bank G-SIB and/or D-SIB additional requirements (%) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
11 | Total of bank CET1 specific buffer requirements (%) (row 8 + row 9 + row 10) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% |
12 | CET1 available after meeting the bank's minimum capital requirements (%) | 6.21% | 6.70% | 6.18% | 6.38% | 6.57% |
Basel III Leverage ratio | ||||||
13 | Total Basel III leverage ratio exposure measure | 322,079,510 | 312,920,157 | 301,959,220 | 292,893,329 | 282,584,983 |
14 | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) | 13.88% | 13.71% | 13.73% | 14.05% | 14.22% |
14 a | Fully loaded ECL accounting model Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) (%) | 13.88% | 13.71% | 13.73% | 14.03% | 14.17% |
14 b | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) | 13.88% | 13.71% | 13.73% | 14.03% | 14.17% |
KM1: Key Metrics (at group consolidated level) | ||||||
T-1 T-2 March 31, December 2025 31, 2024 | SAR 000's T-3 T-4 September June 30, 30, 2024 2024 | |||||
T | ||||||
June 30, 2025 | ||||||
14 c | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 13.88% | 13.71% | 13.73% | 14.05% | 14.22% |
14 d | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 13.88% | 13.71% | 13.73% | 14.03% | 14.17% |
Liquidity Coverage Ratio (LCR) | ||||||
15 | Total high-quality liquid assets (HQLA) | 51,037,161 | 50,278,535 | 46,763,162 | 44,594,900 | 43,238,816 |
16 | Total net cash outflow | 41,481,281 | 38,816,209 | 38,322,586 | 33,828,912 | 33,472,706 |
17 | LCR ratio (%) | 123.04% | 129.53% | 122.03% | 131.82% | 129.18% |
Net Stable Funding Ratio (NSFR) | ||||||
18 | Total available stable funding | 200,575,813 | 192,788,405 | 184,139,370 | 181,828,138 | 178,335,325 |
19 | Total required stable funding | 185,410,597 | 178,412,712 | 170,193,530 | 166,551,667 | 163,007,754 |
20 | NSFR ratio | 108.18% | 108.06% | 108.19% | 109.17% | 109.40% |
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