ALINMA BANK
(A Saudi Joint Stock Company)
BASEL III Pillar 3 Disclosures
Classification: Private
For the Financial Period Ended September 30, 2025
Table of Contents# | Description | Page |
1 | KM1: Key metrics (at consolidated group level) | 3 |
2 | KM2: Key metrics - TLAC requirements (at resolution group level) | Not applicable |
3 | OV1: Overview of RWA | 5 |
4 | CCA: Main features of regulatory capital instruments and of other TLAC-eligible instruments | 6 |
5 | CMS1: Comparison of modelled and standardized RWA at risk level | Not applicable |
6 | CR8: RWA flow statements of credit risk exposures under IRB | Not applicable |
7 | CCR7: RWA flow statements of CCR exposures under Internal Model Method (IMM) | Not applicable |
8 | MR2: Qualitative disclosures for banks using the IMA | Not applicable |
9 | CVA4: RWA flow statements of CVA risk exposures under SA-CVA | 8 |
10 | LR1- Summary comparison of accounting assets vs leverage ratio exposure measure | 8 |
11 | LR2- Leverage ratio common disclosure template | 9 |
12 | LIQ1: Liquidity Coverage Ratio (LCR) | 11 |
KM1: Key Metrics (at group consolidated level) | ||||||
SAR 000's | ||||||
T | T-1 | T-2 | T-3 | T-4 | ||
September 30, 2025 | June March 31, December September 30, 30, 2025 2025 31, 2024 2024 | |||||
Available capital (amounts) | ||||||
1 | Common Equity Tier 1 (CET1) | 34,901,240 | 34,081,670 | 34,149,178 | 32,714,234 | 32,390,115 |
1a | Fully loaded ECL accounting model CET1 | 34,901,240 | 34,081,670 | 34,149,178 | 32,714,234 | 32,329,876 |
2 | Tier 1 | 47,403,290 | 44,707,620 | 42,899,678 | 41,464,734 | 41,141,515 |
2a | Fully loaded ECL accounting model Tier 1 | 47,403,290 | 44,707,620 | 42,899,678 | 41,464,734 | 41,081,276 |
3 | Total capital | 49,962,574 | 47,607,316 | 45,680,329 | 44,040,887 | 43,989,209 |
3a | Fully loaded ECL accounting model total capital | 49,962,574 | 47,607,316 | 45,680,329 | 44,040,887 | 43,928,970 |
Risk-weighted assets (amounts) | ||||||
4 | Total risk-weighted assets (RWA) | 259,565,231 | 258,010,876 | 249,216,628 | 248,228,490 | 242,149,543 |
4a | Total risk-weighted assets (pre-floor) | 259,565,231 | 258,010,876 | 249,216,628 | 248,228,490 | 242,149,543 |
Risk-based capital ratios as a percentage of RWA | ||||||
5 | CET1 ratio (%) | 13.45% | 13.21% | 13.70% | 13.18% | 13.38% |
5a | Fully loaded ECL accounting model CET1 (%) | 13.45% | 13.21% | 13.70% | 13.18% | 13.35% |
5b | CET1 ratio (%) (pre-floor ratio) | 13.45% | 13.21% | 13.70% | 13.18% | 13.38% |
6 | Tier 1 ratio (%) | 18.26% | 17.33% | 17.21% | 16.70% | 16.99% |
6a | Fully loaded ECL accounting model Tier 1 ratio (%) | 18.26% | 17.33% | 17.21% | 16.70% | 16.97% |
6b | Tier 1 ratio (%) (pre-floor ratio) | 18.26% | 17.33% | 17.21% | 16.70% | 16.99% |
7 | Total capital ratio (%) | 19.25% | 18.45% | 18.33% | 17.74% | 18.17% |
7a | Fully loaded ECL accounting model total capital ratio (%) | 19.25% | 18.45% | 18.33% | 17.74% | 18.14% |
7b | Total capital ratio (%) (pre-floor ratio) | 19.25% | 18.45% | 18.33% | 17.74% | 18.17% |
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 (%) | 6.45% | 6.21% | 6.70% | 6.18% | 6.38% |
Basel III Leverage ratio | ||||||
13 | Total Basel III leverage ratio exposure measure | 330,768,512 | 322,079,510 | 312,920,157 | 301,959,220 | 292,893,329 |
14 | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) | 14.33% | 13.88% | 13.71% | 13.73% | 14.05% |
14 a | Fully loaded ECL accounting model Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) (%) | 14.33% | 13.88% | 13.71% | 13.73% | 14.03% |
14 b | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) | 14.33% | 13.88% | 13.71% | 13.73% | 14.03% |
KM1: Key Metrics (at group consolidated level) | ||||||
SAR 000's | ||||||
T | T-1 | T-2 | T-3 | T-4 | ||
September 30, 2025 | June March 31, December September 30, 30, 2025 2025 31, 2024 2024 | |||||
14 c | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 14.33% | 13.88% | 13.71% | 13.73% | 14.05% |
14 d | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 14.33% | 13.88% | 13.71% | 13.73% | 14.03% |
Liquidity Coverage Ratio (LCR) | ||||||
15 | Total high-quality liquid assets (HQLA) | 52,131,064 | 51,037,161 | 50,278,535 | 46,763,162 | 44,594,900 |
16 | Total net cash outflow | 41,668,663 | 41,481,281 | 38,816,209 | 38,322,586 | 33,828,912 |
17 | LCR ratio (%) | 125.11% | 123.04% | 129.53% | 122.03% | 131.82% |
Net Stable Funding Ratio (NSFR) | ||||||
18 | Total available stable funding | 213,893,069 | 200,575,813 | 192,788,405 | 184,139,370 | 181,828,138 |
19 | Total required stable funding | 189,079,747 | 185,410,597 | 178,412,712 | 170,193,530 | 166,551,667 |
20 | NSFR ratio | 113.12% | 108.18% | 108.06% | 108.19% | 109.17% |
OV1: Overview of RWA | |||||
a | b | c | |||
SAR 000's | RWA | Minimum capital requirements | Drivers behind significant differences in T and T-1 | ||
T | T-1 | T | |||
September 30, 2025 | June 30, 2025 | September 30, 2025 | |||
1 | Credit risk (excluding counterparty credit risk) | 241,552,393 | 238,369,975 | 19,324,191 | Due to growth in assets and financing |
2 | Of which: standardized approach (SA) | 241,552,393 | 238,369,975 | 19,324,191 | Due to growth in assets and financing |
3 | Of which: foundation internal ratings- based (F-IRB) approach | ||||
4 | Of which: supervisory slotting approach | ||||
5 | Of which: advanced internal ratings-based (A-IRB) approach | ||||
6 | Counterparty credit risk (CCR) | 919,709 | 1,398,470 | 73,577 | |
7 | Of which: standardized approach for counterparty credit risk | 919,709 | 1,398,470 | 73,577 | |
8 | Of which: IMM | ||||
9 | Of which: other CCR | ||||
10 | Credit valuation adjustment (CVA) | 919,709 | 1,398,470 | 73,577 | |
11 | Equity positions under the simple risk weight approach and the internal model method during the five-year linear phase- in period | - | - | - | |
12 | Equity investments in funds - look- through approach | 3,348,680 | 3,241,482 | 267,894 | Due to growth in fund investments |
13 | Equity investments in funds - mandate- based approach | - | - | - | |
14 | Equity investments in funds - fall-back approach | - | - | - | |
15 | Settlement risk | - | - | - | |
16 | Securitization exposures in banking book | - | - | - | |
17 | Of which: securitization IRB approach (SEC- IRBA) | - | - | - | |
18 | Of which: securitization external ratings-based approach (SEC-ERBA), including internal assessment approach (IAA) | - | - | - | |
19 | Of which: securitization standardized approach (SEC-SA) | - | - | - | |
20 | Market risk | 4,100,156 | 4,877,896 | 328,012 | Due to decline in net FX position |
21 | Of which: standardized approach (SA) | 4,100,156 | 4,877,896 | 328,012 | Due to decline in net FX position |
22 | Of which: internal model approach (IMA) | ||||
23 | Capital charge for switch between trading book and banking book | - | - | - | |
24 | Operational risk | 8,724,584 | 8,724,584 | 697,967 | |
25 | Amounts below the thresholds for deduction (subject to 250% risk weight) | - | - | - | |
26 | Output floor applied | ||||
27 | Floor adjustment (before application of transitional cap) | - | - | ||
28 | Floor adjustment (after application of transitional cap) | - | - | ||
29 | Total (1 + 6 + 10 + 11 + 12 + 13 + 14 + 15 + 16 + 20 + 23 + 24 + 25 + 28) | 259,565,231 | 258,039,164 | 20,765,218 | |
Table CCA - Main features of regulatory capital instruments and of other TLAC-eligible instruments | |||||
a | |||||
Quantitative / qualitative information | |||||
1 | Issuer | Alinma Bank | Alinma Bank | Alinma Bank | Alinma Bank |
2 | Unique identifier (eg Committee on Uniform Security Identification Procedures (CUSIP), International Securities Identification Number (ISIN) or Bloomberg identifier for private placement) | SA15BFK0J7J5 | XS2753907554 | XS3079963834 | XS3168164286 |
3 | Governing law(s) of the instrument | Saudi Arabian law | English Law | English Law | English Law |
3a | Means by which enforceability requirement of Section 13 of the TLAC Term Sheet is achieved (for other TLAC-eligible instruments governed by foreign law) | N/A | N/A | N/A | N/A |
4 | Transitional Basel III rules | Additional Tier 1 | Additional Tier 1 | Additional Tier 1 | Additional Tier 1 |
5 | Post-transitional Basel III rules | Eligible | Eligible | Eligible | Eligible |
6 | Eligible at solo/group/group and solo | Group & solo | Group & solo | Group & solo | Group & solo |
7 | Instrument type (refer to SACAP) | Jr Subordinated sukuk | Jr Subordinated Sukuk | Jr Subordinated Sukuk | Jr Subordinated Sukuk |
8 | Amount recognised in regulatory capital (currency in millions, as of most recent reporting date) | SAR 5,000 | USD 1,000 | USD 500 | USD 500 |
9 | Par value of instrument | SAR 5,000 | USD 1,000 | USD 500 | USD 500 |
10 | Accounting classification | Equity | Equity | Equity | Equity |
11 | Original date of issuance | 1 July 2021 | 6 March 2024 | 28 May 2025 | 3 September 2025 |
12 | Perpetual or dated | Perpetual | Perpetual | Perpetual | Perpetual |
13 | Original maturity date | N/A | N/A | N/A | N/A |
14 | Issuer call subject to prior SAMA approval | Yes | Yes | Yes | Yes |
15 | Optional call date, contingent call dates and redemption amount | In compliance with Basel III rules, call date is equal to or greater than 5 years and the Sukuk may be redeemed early due to a capital event, tax event or at the option of the Bank as described in the terms and conditions of the Sukuk | |||
16 | Subsequent call dates, if applicable | As above | As above | As above | As above |
Coupons / dividends | |||||
17 | Fixed or floating dividend/coupon | Fixed from date of issue up to 2026 and then floating every 5 years | Fixed from date of issue up to 2029 and then floating every 5 years | Fixed from date of issue up to 2030 and then floating every 5 years | Fixed from date of issue up to 2030 and then floating every 5 years |
18 | Coupon rate and any related index | The applicable profit rate is 4% per annum from date of issue up to 2026 and is subjected to reset every 5 years. | The applicable profit rate is 6.5% per annum from date of issue up to 2029 and is subjected to reset every 5 years. | The applicable profit rate is 6.5% per annum from date of issue up to 2030 and is subjected to reset every 5 years. | The applicable profit rate is 6.25% per annum from date of issue up to 2030 and is subjected to reset every 5 years. |
19 | Existence of a dividend stopper | Yes | Yes | Yes | Yes |
20 | Fully discretionary, partially discretionary or mandatory | Fully discretionary | Fully discretionary | Fully discretionary | Fully discretionary |
21 | Existence of step-up or other incentive to redeem | No | No | No | No |
22 | Non-cumulative or cumulative | Non-cumulative | Non-cumulative | Non-cumulative | Non-cumulative |
23 | Convertible or non-convertible | Non-convertible | Non-convertible | Non-convertible | Non-convertible |
24 | If convertible, conversion trigger(s) | N/A | N/A | N/A | N/A |
25 | If convertible, fully or partially | N/A | N/A | N/A | N/A |
26 | If convertible, conversion rate | N/A | N/A | N/A | N/A |
Table CCA - Main features of regulatory capital instruments and of other TLAC-eligible instruments | |||||
a | |||||
Quantitative / qualitative information | |||||
27 | If convertible, mandatory or optional conversion | N/A | N/A | N/A | N/A |
28 | If convertible, specify instrument type convertible into | N/A | N/A | N/A | N/A |
29 | If convertible, specify issuer of instrument it converts into | N/A | N/A | N/A | N/A |
30 | Writedown feature | Yes | Yes | Yes | Yes |
31 | If writedown, writedown trigger(s) | Non-viability event | Non-viability event | Non-viability event | Non-viability event |
32 | If writedown, full or partial | Fully or partially. The Sukuk allow the Bank to write-down (in full or in part) any amounts due to the holders in the event of non-viability event with approval from SAMA. | Fully or partially. The Sukuk allow the Bank to write-down (in full or in part) any amounts due to the holders in the event of non-viability event with approval from SAMA. | Fully or partially. The Sukuk allow the Bank to write-down (in full or in part) any amounts due to the holders in the event of non-viability event with approval from SAMA. | Fully or partially. The Sukuk allow the Bank to write-down (in full or in part) any amounts due to the holders in the event of non-viability event with approval from SAMA. |
33 | If writedown, permanent or temporary | Permanent | Permanent | Permanent | Permanent |
34 | If temporary write-down, description of writeup mechanism | N/A | N/A | N/A | N/A |
34a | Type of subordination | Jr. Subordinated. | jr. Subordinated. | jr. Subordinated. | jr. Subordinated. |
35 | Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument in the insolvency creditor hierarchy of the legal entity concerned). | The financial instrument is junior to senior creditors. | The financial instrument is junior to senior creditors. | The financial instrument is junior to senior creditors. | The financial instrument is junior to senior creditors. |
36 | Non-compliant transitioned features | N/A | N/A | N/A | N/A |
37 | If yes, specify non-compliant features | N/A | N/A | N/A | N/A |
CVA4: RWA flow statements of CVA risk exposures under SA-CVA | ||
SR 000's | ||
1 | Total RWA for CVA at previous quarter-end | 1,398,470 |
2 | Total RWA for CVA at end of reporting period | 919,709 |
LR1 - Summary comparison of accounting assets vs leverage ratio exposure measure | ||
SR 000's | ||
1 | Total consolidated assets as per published financial statements | 307,213,515 |
2 | Adjustment for investments in banking, financial, insurance or commercial entities that are consolidated for accounting purposes but outside the scope of regulatory consolidation | - |
3 | Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference | - |
4 | Adjustments for temporary exemption of central bank reserves (if applicable) | - |
5 | Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting framework but excluded from the leverage ratio exposure measure | - |
6 | Adjustments for regular-way purchases and sales of financial assets subject to trade date accounting | - |
7 | Adjustments for eligible cash pooling transactions | - |
8 | Adjustments for derivative financial instruments | 1,476,676 |
9 | Adjustment for securities financing transactions (ie repurchase agreements and similar secured lending) | 262,599 |
10 | Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures) | 22,520,720 |
11 | Adjustments for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital | - |
12 | Other adjustments | (704,997) |
13 | Leverage ratio exposure measure | 330,768,512 |
LR2- Leverage ratio common disclosure | |||
SAR 000's | September 30, 2025 | June 30, 2025 | |
T | T-1 | ||
On-balance sheet exposures | |||
1 | On-balance sheet exposures (excluding derivatives and securities financing transactions (SFTs), but including collateral) | 308,336,139 | 298,966,643 |
2 | Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the operative accounting framework | - | - |
3 | (Deductions of receivable assets for cash variation margin provided in derivatives transactions) | - | - |
4 | (Adjustment for securities received under securities financing transactions that are recognized as an asset) | - | - |
5 | (Specific and general provisions associated with on-balance sheet exposures that are deducted from Tier 1 capital) | (1,827,621) | (1,959,379) |
6 | (Asset amounts deducted in determining Tier 1 capital and regulatory adjustments) | - | - |
7 | Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of rows 1 to 6) | 306,508,518 | 297,007,265 |
Derivative exposures | |||
8 | Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin, with bilateral netting and/or the specific treatment for client cleared derivatives) | 400,797 | 442,212 |
9 | Add-on amounts for potential future exposure associated with all derivatives transactions | 1,075,880 | 1,636,255 |
10 | (Exempted central counterparty (CCP) leg of client-cleared trade exposures) | - | - |
11 | Adjusted effective notional amount of written credit derivatives | - | - |
12 | (Adjusted effective notional offsets and add-on deductions for written credit derivatives) | - | - |
13 | Total derivative exposures (sum of rows 8 to 12) | 1,476,676 | 2,078,467 |
Securities financing transaction exposures | |||
14 | Gross SFT assets (with no recognition of netting), after adjustment for sale accounting transactions | - | - |
15 | (Netted amounts of cash payables and cash receivables of gross SFT assets) | - | - |
16 | Counterparty credit risk exposure for SFT assets | 262,599 | 350,643 |
17 | Agent transaction exposures | - | - |
18 | Total securities financing transaction exposures (sum of rows 14 to 17) | 262,599 | 350,643 |
Other off-balance sheet exposures | |||
19 | Off-balance sheet exposure at gross notional amount | 82,747,174 | 82,329,882 |
20 | (Adjustments for conversion to credit equivalent amounts) | (60,226,454) | (59,686,746) |
21 | (Specific and general provisions associated with off-balance sheet exposures deducted in determining Tier 1 capital) | - | - |
22 | Off-balance sheet items (sum of rows 19 to 21) | 22,520,720 | 22,643,136 |
Capital and total exposures | |||
23 | Tier 1 capital | 47,403,290 | 44,707,620 |
24 | Total exposures (sum of rows 7, 13, 18 and 22) | 330,768,512 | 322,079,510 |
Leverage ratio | |||
25 | Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) | 14.33% | 13.88% |
25a | Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) | 14.33% | 13.88% |
26 | National minimum leverage ratio requirement | 3.00% | 3.00% |
27 | Applicable leverage buffers | n/a | n/a |
Disclosure of mean values | |||
LR2- Leverage ratio common disclosure | |||
SAR 000's | September 30, 2025 | June 30, 2025 | |
T | T-1 | ||
28 | Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables | - | - |
29 | Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables | - | - |
30 | Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) | 330,768,512 | 322,079,510 |
30a | Total exposures (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) | 330,768,512 | 322,079,510 |
31 | Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) | 14.33% | 13.88% |
31a | Basel III leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) | 14.33% | 13.88% |