BASEL III LEVERAGE RATIO
Summary Comparison - (Table 1)
For the Quarter Ended on Dec 31, 2021
Summary Comparison of accounting assets versus leverage ratio exposure measure
Row# | Item | (SAR 000) |
1 | Total consolidated assets as per published financial statements. | 215,802,026 |
2 | Adjustment for investments in banking, financial, insurance or commercial entities that are | - |
outside the scope for accounting purposes but outside the scope of regulatory consolidation. | ||
3 | Adjustments for fiduciary assets recognized on the balance sheet pursuant to the operative | - |
accounting framework but excluded from the leverage ratio exposure measure. | ||
4 | Adjustments for derivatives financial instruments. | 1,428,818 |
5 | Adjustments for securities financing transactions (i.e. repos and similar secured lending). | - |
6 | Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off- | 30,910,044 |
balance sheet exposures). | ||
7 | Other adjustments. | 5,385,143 |
8 | Leverage ratio exposure | 253,526,031 |
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BASEL III LEVERAGE RATIO
Leverage Ratio Common Disclosure Template - (Table 2)
For the Quarter Ended on Dec 31, 2021
Row# | Item | (SAR 000) |
On-balance sheet exposure | ||
1 | On-balance sheet items (excluding derivatives and SFTs, but including collateral) | 217,125,182 |
2 | (Asset amounts deducted in determining Basel III Tier 1 capital) | - |
3 | Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2) | 217,125,182 |
Derivative exposures | ||
4 | Replacement cost associated with all derivatives transactions | 3,405,712 |
5 | Add-on amounts for Potential Financial Exposure (PFE) associated with all derivatives | 2,252,428 |
6 | Gross-up for derivatives collateral provided where deducted from the balance sheet assets | - |
pursuant to the operative accounting framework | ||
7 | (Deductions of receivables assets for cash variation margin provided in derivatives transactions) | (167,335) |
8 | (Exempted CCP leg of client-cleared trade exposures) | - |
9 | Adjusted effective notional amount of written credit derivatives | - |
10 | (Adjusted effective notional off-sets and add-on deductions for written credit derivatives) | - |
11 | Total derivative exposures (sum of lines 4 to 10) | 5,490,805 |
Securities financing transaction exposures | ||
12 | Gross SFT assets (with no recognition of netting), after adjusting for sale accounting transactions | - |
13 | (Netted amounts of cash payables and cash receivables of gross SFT assets) | - |
14 | CCR exposure for SFT assets | - |
15 | Agent transaction exposures | - |
16 | Total securities financing transaction exposures (sum of lines 12 to 15) | |
Other off-balance sheet exposures | ||
17 | Off-balance sheet exposure at gross notional amount | 57,469,763 |
18 | (Adjustments for conversion to credit equivalent amounts) | (26,559,719) |
19 | Off-balance sheet items (sum of lines 17 and 18) | 30,910,044 |
Capital and total exposures | ||
20 | Tier 1 capital | 40,329,281 |
21 | Total exposures (sum of lines 3, 11, 16 and 19) | 253,526,031 |
Leverage ratio | ||
22 | Basel III leverage ratio | 15.91% |
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BASEL III LEVERAGE RATIO
A reconciliation requirement that details sources of material differences between the bank's total balance sheet assets in their financial statements and on-balance sheet exposures in the table-2. - (Table 5)
For the Quarter Ended on Dec 31, 2021
Item | (SAR 000) | |
1 | Total Assets amounts on Financial Statements | 215,802,026 |
2 | Total On-balalnce sheet assets according to Row #1 on Table-2. | 217,125,182 |
3 | Difference between 1 and 2 above | |
(1,323,156) | ||
Reason for difference between Item 1 & 2 above: | ||
Provisions & UID | (5,385,143) | |
Derivative Positive fair value | 4,061,987 | |
Total | (1,323,156) | |
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