Public
30 June 2025
Basel III - Pillar III Disclosures - 30 June 2025
Tables and templates | Page # |
KM1: Key metrics (at consolidated group level) | 3 |
CCA: Main features of regulatory capital instruments and of other TLAC-eligible instruments | 4 |
CC1: Composition of regulatory capital | 7 |
CC2: Reconciliation of regulatory capital to balance sheet | 8 |
ENC: Asset encumbrance | 9 |
OV1: Overview of RWA | 10 |
CR1: Credit quality of assets | 11 |
CR2: Changes in stock of defaulted loans and debt securities | 12 |
CR3: Credit risk mitigation techniques - overview | 13 |
CR4: Standardised approach - credit risk exposure and credit risk mitigation (CRM) effects | 14 |
CR5: Standardised approach - exposures by asset classes and risk weights | 15 |
CCR1: Analysis of CCR exposures by approach | 16 |
CCR3: Standardised approach - CCR exposures by regulatory portfolio and risk weights | 17 |
CCR5: Composition of collateral for CCR exposure | 18 |
CCR6: Credit derivatives exposures | 19 |
CCR8: Exposures to central counterparties | 20 |
MR1: Market risk under the standardised approach | 21 |
CVA1: The reduced basic approach for CVA (BA-CVA) | 22 |
CVA2: The full basic approach for CVA (BA-CVA) | 23 |
CVA3: The standardised approach for CVA (SA-CVA) | 24 |
CVA4: RWA flow statements of CVA risk exposures under SA-CVA | 25 |
LR1: Summary comparison of accounting assets vs leverage ratio exposure measure | 26 |
LR2: Leverage ratio common disclosure template | 27 |
LIQ1: Liquidity Coverage Ratio (LCR) | 28 |
LIQ2: Net Stable Funding Ratio (NSFR) | 29 |
CCyB1: Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement | 30 |
2
Basel III - Pillar III Disclosures - 30 June 2025 |
KM1: Key metrics (at consolidated group level) |
SR 000's | a | b | c | d | e | |
Jun-25 | Mar-25 | Dec-24 | Sep-24 | Jun-24 | ||
Available capital (amounts) | ||||||
1 | Common Equity Tier 1 (CET1) | 41,126,922 | 40,865,834 | 39,215,558 | 38,740,574 | 38,131,533 |
1a | Fully loaded ECL accounting model | 41,126,922 | 40,865,834 | 39,215,558 | 38,740,574 | 38,131,533 |
2 | Tier 1 | 51,564,422 | 48,865,834 | 47,215,558 | 46,740,574 | 43,131,533 |
2a | Fully loaded ECL accounting model Tier 1 | 51,564,422 | 48,865,834 | 47,215,558 | 46,740,574 | 43,131,533 |
3 | Total capital | 53,654,470 | 51,171,481 | 49,409,506 | 48,740,892 | 44,884,474 |
3a | Fully loaded ECL accounting model total capital | 53,654,470 | 51,171,481 | 49,409,506 | 48,740,892 | 44,884,474 |
Risk-weighted assets (amounts) | ||||||
4 | Total risk-weighted assets (RWA) | 256,696,724 | 254,008,742 | 250,972,212 | 250,092,558 | 247,394,619 |
4a | Total risk-weighted assets (pre-floor) | 256,696,724 | 254,008,742 | 250,972,212 | 250,092,558 | 247,394,619 |
Risk-based capital ratios as a percentage of RWA | ||||||
5 | CET1 ratio (%) | 16.02% | 16.09% | 15.63% | 15.49% | 15.41% |
5a | Fully loaded ECL accounting model CET1 (%) | 16.02% | 16.09% | 15.63% | 15.49% | 15.41% |
5b | CET1 ratio (%) (pre-floor ratio) | 16.02% | 16.09% | 15.63% | 15.49% | 15.41% |
6 | Tier 1 ratio (%) | 20.09% | 19.24% | 18.81% | 18.69% | 17.43% |
6a | Fully loaded ECL accounting model Tier 1 ratio (%) | 20.09% | 19.24% | 18.81% | 18.69% | 17.43% |
6b | Tier 1 ratio (%) (pre-floor ratio) | 20.09% | 19.24% | 18.81% | 18.69% | 17.43% |
7 | Total capital ratio (%) | 20.90% | 20.15% | 19.69% | 19.49% | 18.14% |
7a | Fully loaded ECL accounting model total capital ratio (%) | 20.90% | 20.15% | 19.69% | 19.49% | 18.14% |
7b | Total capital ratio (%) (pre-floor ratio) | 20.90% | 20.15% | 19.69% | 19.49% | 18.14% |
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 (%) | 0.02% | 0.02% | 0.02% | 0.02% | 0.02% |
10 | Bank G-SIB and/or D-SIB additional requirements (%) | 0.50% | 0.50% | 0.50% | 0.50% | 0.50% |
11 | Total of bank CET1 specific buffer requirements (%) (row 8 + row 9 + row 10) | 3.02% | 3.02% | 3.02% | 3.02% | 3.02% |
12 | CET1 available after meeting the bank's minimum capital requirements (%) | 11.52% | 11.59% | 11.13% | 10.99% | 10.14% |
Basel III leverage ratio | ||||||
13 | Total Basel III leverage ratio exposure measure | 377,350,570 | 375,923,348 | 368,013,130 | 355,531,879 | 356,544,497 |
14 | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) | 13.66% | 13.00% | 12.83% | 13.15% | 12.10% |
14a | Fully loaded ECL accounting model Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) (%) | 13.66% | 13.00% | 12.83% | 13.15% | 12.10% |
14b | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) | 13.66% | 13.00% | 12.83% | 13.15% | 12.10% |
14c | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 13.66% | 13.00% | 12.83% | 13.15% | 12.10% |
14d | Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets | 13.66% | 13.00% | 12.83% | 13.15% | 12.10% |
Liquidity Coverage Ratio (LCR) | ||||||
15 | Total high-quality liquid assets (HQLA) | 43,991,487 | 41,808,702 | 40,996,243 | 44,329,011 | 43,855,835 |
16 | Total net cash outflow | 26,196,066 | 24,832,679 | 25,276,759 | 27,424,567 | 25,575,570 |
17 | LCR ratio (%) | 168% | 168% | 162% | 162% | 187% |
Net Stable Funding Ratio (NSFR) | ||||||
18 | Total available stable funding | 181,375,094 | 186,089,662 | 176,739,065 | 179,597,213 | 177,560,909 |
19 | Total required stable funding | 156,118,562 | 154,940,435 | 155,699,059 | 152,298,563 | 150,445,715 |
20 | NSFR ratio | 116% | 120% | 114% | 118% | 118% |
Basel III - Pillar III Disclosures - 30 June 2025 |
CCA - Main features of regulatory capital instruments and of other TLAC-eligible instruments |
a | ||
Quantitative / qualitative information | ||
1 | Issuer | Banque Saudi Fransi |
2 | Unique identifier (eg Committee on Uniform Security Identification Procedures (CUSIP), International Securities Identification Number (ISIN) or Bloomberg identifier for private placement) | N/A |
3 | Governing law(s) of the instrument | Saudi Arabian 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) | |
4 | Transitional Basel III rules | Additional Tier I |
5 | Post-transitional Basel III rules | Eligible |
6 | Eligible at solo/group/group and solo | Group & Solo |
7 | Instrument type (refer to SACAP) | Subordinated sukuk |
8 | Amount recognised in regulatory capital (currency in thousands, as of most recent reporting date) | SAR 5,000,000 |
9 | Par value of instrument (currency in thousands, as of most recent reporting date) | SAR 5,000,000 |
10 | Accounting classification | Equity |
11 | Original date of issuance | 04 November 2020 |
12 | Perpetual or dated | Perpetual |
13 | Original maturity date | N/A |
14 | Issuer call subject to prior SAMA approval | Yes |
15 | Optional call date, contingent call dates and redemption amount | In compliance with Basel III, 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 |
Coupons / dividends | ||
17 | Fixed or floating dividend/coupon | Fixed |
18 | Coupon rate and any related index | 4.5% p.a. |
19 | Existence of a dividend stopper | Yes |
20 | Fully discretionary, partially discretionary or mandatory | Fully discretionary |
21 | Existence of step-up or other incentive to redeem | No |
22 | Non-cumulative or cumulative | Non Cumulative |
23 | Convertible or non-convertible | Non Convertible |
24 | If convertible, conversion trigger(s) | N/A |
25 | If convertible, fully or partially | N/A |
26 | If convertible, conversion rate | N/A |
27 | If convertible, mandatory or optional conversion | N/A |
28 | If convertible, specify instrument type convertible into | N/A |
29 | If convertible, specify issuer of instrument it converts into | N/A |
30 | Writedown feature | Yes |
31 | If writedown, writedown trigger(s) | Terms of contract of the instrument provide the legal basis for SAMA to trigger write-down (a contractual approach) |
32 | If writedown, full or partial | Write-down fully or partial |
33 | If writedown, permanent or temporary | Permanent |
34 | If temporary write-down, description of writeup mechanism | N/A |
34a | Type of subordination | 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). | N/A |
36 | Non-compliant transitioned features | N/A |
37 | If yes, specify non-compliant features | N/A |
Instructions |
Banks are required to complete the template for each outstanding regulatory capital instrument and, in the case of G-SIBs, TLAC-eligible instruments |
(banks should insert "NA" if the question is not applicable). |
Banks are required to report each instrument, including common shares, in a separate column of the template, such that the completed Table CCA would |
provide a "main features report" that summarises all of the regulatory capital and TLAC-eligible instruments of the banking group. G-SIBs disclosing these |
instruments should group them under three sections (horizontally along the table) to indicate whether they are for meeting (i) only capital (but not TLAC) |
requirements; (ii) both capital and TLAC requirements; or (iii) only TLAC (but not capital) requirements. |
Basel III - Pillar III Disclosures - 30 June 2025 |
CCA - Main features of regulatory capital instruments and of other TLAC-eligible instruments |
SR 000's | a | |
Quantitative / qualitative information | ||
1 | Issuer | Banque Saudi Fransi |
2 | Unique identifier (eg Committee on Uniform Security Identification Procedures (CUSIP), International Securities Identification Number (ISIN) or Bloomberg identifier for private placement) | N/A |
3 | Governing law(s) of the instrument | Saudi Arabian 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) | |
4 | Transitional Basel III rules | Additional Tier I |
5 | Post-transitional Basel III rules | Eligible |
6 | Eligible at solo/group/group and solo | Group & Solo |
7 | Instrument type (refer to SACAP) | Subordinated sukuk |
8 | Amount recognised in regulatory capital (currency in thousands, as of most recent reporting date) | SAR 3,000,000 |
9 | Par value of instrument | SAR 3,000,000 |
10 | Accounting classification | Equity |
11 | Original date of issuance | 05 September 2024 |
12 | Perpetual or dated | Perpetual |
13 | Original maturity date | N/A |
14 | Issuer call subject to prior SAMA approval | Yes |
15 | Optional call date, contingent call dates and redemption amount | In compliance with Basel III, 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 |
Coupons / dividends | ||
17 | Fixed or floating dividend/coupon | Fixed |
18 | Coupon rate and any related index | 6.0% p.a. |
19 | Existence of a dividend stopper | Yes |
20 | Fully discretionary, partially discretionary or mandatory | Fully discretionary |
21 | Existence of step-up or other incentive to redeem | No |
22 | Non-cumulative or cumulative | Non Cumulative |
23 | Convertible or non-convertible | Non Convertible |
24 | If convertible, conversion trigger(s) | N/A |
25 | If convertible, fully or partially | N/A |
26 | If convertible, conversion rate | N/A |
27 | If convertible, mandatory or optional conversion | N/A |
28 | If convertible, specify instrument type convertible into | N/A |
29 | If convertible, specify issuer of instrument it converts into | N/A |
30 | Writedown feature | Yes |
31 | If writedown, writedown trigger(s) | Terms of contract of the instrument provide the legal basis for SAMA to trigger write-down (a contractual approach) |
32 | If writedown, full or partial | Write-down fully or partial |
33 | If writedown, permanent or temporary | Permanent |
34 | If temporary write-down, description of writeup mechanism | N/A |
34a | Type of subordination | 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). | N/A |
36 | Non-compliant transitioned features | N/A |
37 | If yes, specify non-compliant features | N/A |
Basel III - Pillar III Disclosures - 30 June 2025 |
CCA - Main features of regulatory capital instruments and of other TLAC-eligible instruments |
SR 000's | a | |
Quantitative / qualitative information | ||
1 | Issuer | Banque Saudi Fransi |
2 | Unique identifier (eg Committee on Uniform Security Identification Procedures (CUSIP), International Securities Identification Number (ISIN) or Bloomberg identifier for private placement) | N/A |
3 | Governing law(s) of the instrument | 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) | |
4 | Transitional Basel III rules | Additional Tier I |
5 | Post-transitional Basel III rules | Eligible |
6 | Eligible at solo/group/group and solo | Group & Solo |
7 | Instrument type (refer to SACAP) | Subordinated sukuk |
8 | Amount recognised in regulatory capital (currency in thousands, as of most recent reporting date) | USD 650,000 |
9 | Par value of instrument | USD 650,000 |
10 | Accounting classification | Equity |
11 | Original date of issuance | 07 May 2025 |
12 | Perpetual or dated | Perpetual |
13 | Original maturity date | N/A |
14 | Issuer call subject to prior SAMA approval | Yes |
15 | Optional call date, contingent call dates and redemption amount | In compliance with Basel III, 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 |
Coupons / dividends | ||
17 | Fixed or floating dividend/coupon | Fixed |
18 | Coupon rate and any related index | 6.375% p.a. |
19 | Existence of a dividend stopper | Yes |
20 | Fully discretionary, partially discretionary or mandatory | Fully discretionary |
21 | Existence of step-up or other incentive to redeem | No |
22 | Non-cumulative or cumulative | Non Cumulative |
23 | Convertible or non-convertible | Non Convertible |
24 | If convertible, conversion trigger(s) | N/A |
25 | If convertible, fully or partially | N/A |
26 | If convertible, conversion rate | N/A |
27 | If convertible, mandatory or optional conversion | N/A |
28 | If convertible, specify instrument type convertible into | N/A |
29 | If convertible, specify issuer of instrument it converts into | N/A |
30 | Writedown feature | Yes |
31 | If writedown, writedown trigger(s) | Terms of contract of the instrument provide the legal basis for SAMA to trigger write-down (a contractual approach) |
32 | If writedown, full or partial | Write-down fully or partial |
33 | If writedown, permanent or temporary | Permanent |
34 | If temporary write-down, description of writeup mechanism | N/A |
34a | Type of subordination | 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). | N/A |
36 | Non-compliant transitioned features | N/A |
37 | If yes, specify non-compliant features | N/A |
Basel III - Pillar III Disclosures - 30 June 2024 |
CC1 - Composition of regulatory capital |
SR 000's | a | b | Commentary to explain any significant changes over the reporting period and the key drivers of such change | |
Amounts | Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation | |||
Common Equity Tier 1 capital: instruments and reserves | ||||
1 | Directly issued qualifying common share (and equivalent for non-joint stock companies) capital plus related stock surplus | 25,000,000 | ||
2 | Retained earnings | 16,220,740 | ||
3 | Accumulated other comprehensive income (and other reserves) | (160,102) | ||
4 | Directly issued capital subject to phase-out from CET1 capital (only applicable to non- joint stock companies) | |||
5 | Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1 capital) | |||
6 | Common Equity Tier 1 capital before regulatory adjustments | 41,060,638 | ||
Common Equity Tier 1 capital: regulatory adjustments | ||||
7 | Prudent valuation adjustments | |||
8 | Goodwill (net of related tax liability) | |||
9 | Other intangibles other than mortgage servicing rights (MSR) (net of related tax liability) | |||
10 | Deferred tax assets (DTA) that rely on future profitability, excluding those arising from temporary differences (net of related tax liability) | |||
11 | Cash flow hedge reserve | 250,696 | ||
12 | Shortfall of provisions to expected losses | |||
13 | Securitisation gain on sale (as set out in SACAP4.1.4) | |||
14 | Gains and losses due to changes in own credit risk on fair valued liabilities | |||
15 | Defined benefit pension fund net assets | |||
16 | Investments in own shares (if not already subtracted from paid-in capital on reported balance sheet) | (184,412) | ||
17 | Reciprocal cross-holdings in common equity | |||
18 | Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold) | |||
19 | Significant investments in the common stock of banking, financial and insurance entities that are outside the scope of regulatory consolidation (amount above 10% threshold) | |||
20 | MSR (amount above 10% threshold) | |||
21 | DTA arising from temporary differences (amount above 10% threshold, net of related tax liability) | |||
22 | Amount exceeding the 15% threshold | |||
23 | Of which: significant investments in the common stock of financials | |||
24 | Of which: MSR | |||
25 | Of which: DTA arising from temporary differences | |||
26 | National specific regulatory adjustments | |||
27 | Regulatory adjustments applied to Common Equity Tier 1 capital due to insufficient Additional Tier 1 and Tier 2 capital to cover deductions | |||
28 | Total regulatory adjustments to Common Equity Tier 1 capital | 66,284 | ||
29 | Common Equity Tier 1 capital (CET1) | 41,126,922 | ||
Additional Tier 1 capital: instruments | ||||
30 | Directly issued qualifying additional Tier 1 instruments plus related stock surplus | 10,437,500 | ||
31 | Of which: classified as equity under applicable accounting standards | |||
32 | Of which: classified as liabilities under applicable accounting standards | |||
33 | Directly issued capital instruments subject to phase-out from additional Tier 1 capital | |||
34 | Additional Tier 1 instruments (and CET1 instruments not included in row 5) issued by subsidiaries and held by third parties (amount allowed in group additional Tier 1 capital) | |||
35 | Of which: instruments issued by subsidiaries subject to phase-out | |||
36 | Additional Tier 1 capital before regulatory adjustments | 10,437,500 | ||
Additional Tier 1 capital: regulatory adjustments | ||||
37 | Investments in own additional Tier 1 instruments | |||
38 | Reciprocal cross-holdings in additional Tier 1 instruments | |||
39 | Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) | |||
40 | Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation | |||
41 | National specific regulatory adjustments | |||
42 | Regulatory adjustments applied to additional Tier 1 capital due to insufficient Tier 2 capital to cover deductions | |||
43 | Total regulatory adjustments to additional Tier 1 capital | - | ||
44 | Additional Tier 1 capital (AT1) | 10,437,500 | ||
45 | Tier 1 capital (T1 = CET1 + AT1) | 51,564,422 | ||
Tier 2 capital: instruments and provisions | ||||
46 | Directly issued qualifying Tier 2 instruments plus related stock surplus | |||
47 | Directly issued capital instruments subject to phase-out from Tier 2 capital | |||
48 | Tier 2 instruments (and CET1 and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties (amount allowed in group Tier 2) | |||
49 | Of which: instruments issued by subsidiaries subject to phase-out | |||
50 | Provisions | 2,090,048 | ||
51 | Tier 2 capital before regulatory adjustments | 2,090,048 | ||
Tier 2 capital: regulatory adjustments | ||||
52 | Investments in own Tier 2 instruments | |||
53 | Reciprocal cross-holdings in Tier 2 instruments and other TLAC liabilities | |||
54 | Investments in the capital and other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) | |||
54a | Investments in the other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation and where the bank does not own more than 10% of the issued common share capital of the entity: amount previously designated for the 5% threshold but that no longer meets the conditions (for G-SIBs only) | |||
55 | Significant investments in the capital and other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) | |||
56 | National specific regulatory adjustments | |||
57 | Total regulatory adjustments to Tier 2 capital | - | ||
58 | Tier 2 capital | 2,090,048 | ||
59 | Total regulatory capital (= Tier 1 + Tier2) | 53,654,470 | ||
60 | Total risk-weighted assets | 256,696,724 | ||
Capital adequacy ratios and buffers | ||||
61 | Common Equity Tier 1 capital (as a percentage of risk-weighted assets) | 16.02% | ||
62 | Tier 1 capital (as a percentage of risk-weighted assets) | 20.09% | ||
63 | Total capital (as a percentage of risk-weighted assets) | 20.90% | ||
64 | Institution-specific buffer requirement (capital conservation buffer plus countercyclical buffer requirements plus higher loss absorbency requirement, expressed as a percentage of riskweighted assets) | 3.02% | ||
65 | Of which: capital conservation buffer requirement | 2.50% | ||
66 | Of which: bank-specific countercyclical buffer requirement | 0.02% | ||
67 | Of which: higher loss absorbency requirement | 0.50% | ||
68 | Common Equity Tier 1 capital (as a percentage of risk-weighted assets) available after meeting the bank's minimum capital requirements | 11.52% | ||
National minima (if different from Basel III) | ||||
69 | National minimum Common Equity Tier 1 capital adequacy ratio (if different from Basel III minimum) | n/a | ||
70 | National minimum Tier 1 capital adequacy ratio (if different from Basel III minimum) | n/a | ||
71 | National minimum Total capital adequacy ratio (if different from Basel III minimum) | n/a | ||
Amounts below the thresholds for deduction (before risk-weighting) | ||||
72 | Non-significant investments in the capital and other TLAC liabilities of other financial entities | |||
73 | Significant investments in the common stock of financial entities | |||
74 | MSR (net of related tax liability) | |||
75 | DTA arising from temporary differences (net of related tax liability) | |||
Applicable caps on the inclusion of provisions in Tier 2 capital | ||||
76 | Provisions eligible for inclusion in Tier 2 capital in respect of exposures subject to standardised approach (prior to application of cap) | 2,090,048 | ||
77 | Cap on inclusion of provisions in Tier 2 capital under standardised approach | 3,047,413 | ||
78 | Provisions eligible for inclusion in Tier 2 capital in respect of exposures subject to internal ratings based approach (prior to application of cap) | n/a | ||
79 | Cap for inclusion of provisions in Tier 2 capital under internal ratings-based approach | n/a | ||
Capital instruments subject to phase-out arrangements (only applicable between 1 | ||||
80 | Current cap on CET1 instruments subject to phase-out arrangements | |||
81 | Amount excluded from CET1 capital due to cap (excess over cap after redemptions and maturities) | |||
82 | Current cap on AT1 instruments subject to phase-out arrangements | |||
83 | Amount excluded from AT1 capital due to cap (excess over cap after redemptions and maturities) | |||
84 | Current cap on Tier 2 instruments subject to phase-out arrangements | |||
85 | Amount excluded from Tier 2 capital due to cap (excess over cap after redemptions and maturities) | |||
Basel III - Pillar III Disclosures - 30 June 2025 |
CC2 - Reconciliation of regulatory capital to balance sheet |
SR 000's | a | b | c | |
Balance sheet as in published financial statements | Under regulatory scope of consolidation | Reference | ||
As at period-end | As at period-end | |||
Assets | ||||
1 | Cash and balances with SAMA | 10,999,307 | 10,999,307 | |
2 | Items in the course of collection from other banks | |||
3 | Trading portfolio assets | 172,113 | 172,113 | |
4 | Financial assets designated at fair value | |||
5 | Derivative financial instruments | 4,766,921 | 4,766,921 | |
6 | Due from banks and other FI | 6,857,987 | 6,857,987 | |
7 | Loans and advances | 209,880,797 | 209,880,797 | |
8 | Investments at amortised cost | 27,988,273 | 27,988,273 | |
9 | Investments at FVOCI | 34,631,889 | 34,631,889 | |
10 | Current and deferred tax assets | - | ||
11 | Other assets and other real estate | 3,916,565 | 3,916,565 | |
12 | Investments in associates and joint ventures | 9,695 | 9,695 | |
13 | Goodwill and intangible assets | - | - | |
Of which: goodwill | ||||
Of which: other intangibles (excluding MSR) | ||||
Of which: MSR | ||||
14 | Property, equipment and RoU | 2,266,250 | 2,266,250 | |
15 | Total assets | 301,489,797 | 301,489,797 | |
Liabilities | ||||
16 | Due to SAMA, banks and other FI | 31,654,766 | 31,654,766 | |
17 | Items in the course of collection due to other banks | - | ||
18 | Customers' deposits | 182,690,061 | 182,690,061 | |
19 | Repurchase agreements and other similar secured borrowing | |||
20 | Trading portfolio liabilities | |||
21 | Financial liabilities designated at fair value | |||
22 | Derivative financial instruments | 4,822,024 | 4,822,024 | |
23 | Debt securities and term loans | 23,964,475 | 23,964,475 | |
24 | Other liabilities | 7,044,745 | 7,044,745 | |
25 | Current and deferred tax liabilities | - | - | |
Of which: deferred tax liabilities (DTL) related to goodwill | ||||
Of which: DTL related to intangible assets (excluding MSR) | ||||
Of which: DTL related to MSR | ||||
26 | Subordinated liabilities | |||
27 | Provisions | |||
28 | Retirement benefit liabilities | |||
29 | Total liabilities | 250,176,071 | 250,176,071 | |
Shareholders' equity | ||||
30 | Paid-in share capital | 35,437,500 | 35,437,500 | |
Of which: amount eligible for CET1 capital | 25,000,000 | 25,000,000 | ||
Of which: amount eligible for AT1 capital | 10,437,500 | 10,437,500 | ||
31 | Retained earnings | 16,220,740 | 16,220,740 | |
32 | Accumulated other comprehensive income | -344,514 | -344,514 | |
33 | Total shareholders' equity | 51,313,726 | 51,313,726 | |
Basel III - Pillar III Disclosures - 30 June 2025 |
ENC: Asset encumbrance |
SR 000's | a | b | c | |
Encumbered Assets | Unencumbered Assets | Total | ||
1 | The assets on the balance sheet would be disaggregated; there can be as much disaggregation as desired | 19,351,728 | 282,138,069 | 301,489,797 |
Basel III - Pillar III Disclosures - 30 June 2025 |
OV1: Overview of RWA |
SR 000's | a | b | c | Drivers behind significant differences during the quarter | |
RWA | Minimum capital requirements | ||||
Jun-25 | Mar-25 | Jun-25 | |||
1 | Credit risk (excluding counterparty credit risk) | 236,391,296 | 233,315,330 | 18,911,304 | |
2 | Of which: standardised approach (SA) | 236,391,296 | 233,315,330 | 18,911,304 | |
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) | 4,170,520 | 3,620,046 | 333,642 | |
7 | Of which: standardised approach for counterparty credit risk | 4,170,520 | 3,620,046 | 333,642 | |
8 | Of which: IMM | ||||
9 | Of which: other CCR | ||||
10 | Credit valuation adjustment (CVA) | 3,231,179 | 3,134,275 | 258,494 | |
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 | ||||
13 | Equity investments in funds - mandate-based approach | ||||
14 | Equity investments in funds - fall-back approach | ||||
15 | Settlement risk | ||||
16 | Securitisation exposures in banking book | ||||
17 | Of which: securitisation IRB approach (SEC-IRBA) | ||||
18 | Of which: securitisation external ratings-based approach (SEC-ERBA), including internal assessment approach (IAA) | ||||
19 | Of which: securitisation standardised approach (SEC-SA) | ||||
20 | Market risk | 3,256,632 | 4,297,470 | 260,531 | |
21 | Of which: standardised approach (SA) | 3,256,632 | 4,297,470 | 260,531 | |
22 | Of which: internal model approach (IMA) | ||||
23 | Capital charge for switch between trading book and banking book | ||||
24 | Operational risk | 9,647,097 | 9,641,621 | 771,768 | |
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) | 256,696,724 | 254,008,742 | 20,535,738 | |
Basel III - Pillar III Disclosures - 30 June 2025 |
CR1: Credit quality of assets |
SR 000's | a | b | c | d | e | f | g | |
Gross carrying values of | Allowances/ impairments | Of which ECL accounting provisions for credit losses on SA exposures | Of which ECL accounting provisions for credit losses on IRB exposures | Net values (a+b-c) | ||||
Defaulted exposures | Nondefaulted exposures | Allocated in regulatory category of Specific | Allocated in regulatory category of General | |||||
1 | Loans | 2,063,275 | 211,595,761 | 3,778,239 | 1,529,018 | 2,249,221 | 209,880,797 | |
2 | Debt Securities | 61,503,652 | 12,434 | 12,434 | 61,491,218 | |||
3 | Off-balance sheet exposures | 490,938 | 71,980,752 | 213,219 | 148,170 | 65,049 | 72,258,471 | |
4 | Total | 2,554,213 | 345,080,165 | 4,003,892 | 1,677,188 | 2,326,704 | - | 343,630,486 |
Basel III - Pillar III Disclosures - 30 June 2025 |
CR2: Changes in stock of defaulted loans and debt securities |
SR 000's | a | |
1 | Defaulted loans and debt securities at end of the previous reporting period | 1,934,499 |
2 | Loans and debt securities that have defaulted since the last reporting period | 460,493 |
3 | Returned to non-defaulted status | 12,063 |
4 | Amounts written off | 319,654 |
5 | Other changes | - |
6 | Defaulted loans and debt securities at end of the reporting period (1+2-3-4+5) | 2,063,275 |
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Basel III - Pillar III Disclosures - 30 June 2025 |
CR3: Credit risk mitigation techniques - overview |
SR 000's | a | b | c | d | e | |
Exposures unsecured: carrying amount | Exposures to be secured | Exposures secured by collateral | Exposures secured by financial guarantees | Exposures secured by credit derivatives | ||
1 | Loans | 191,445,964 | - | 22,213,072 | - | - |
2 | Debt securities | 61,503,652 | - | - | - | - |
3 | Total | 252,949,616 | - | 22,213,072 | - | - |
4 | Of which defaulted | 2,063,275 | - | - | - | - |
13
Basel III - Pillar III Disclosures - 30 June 2025 |
CR4: Standardised approach - credit risk exposure and credit risk mitigation (CRM) effects |
SR 000's | a | b | c | d | e | f | |
Exposures before CCF and CRM | Exposures post-CCF and post-CRM | RWA and RWA Density | |||||
Asset Classes | On-balance sheet amount | Off-balance sheet amount | On-balance sheet amount | Off-balance sheet amount | RWA | RWA Density | |
1 | Sovereigns and their central banks | 58,130,929 | 13,153,270 | 58,130,929 | 263,742 | 2,016,672 | 3% |
2 | Non-central government public sector entities | 123,356 | 1,774,129 | 123,356 | 177,562 | 113,452 | 38% |
3 | Multilateral development banks | 461,402 | - | 461,402 | - | 138,421 | 30% |
4 | Banks | 15,263,664 | 12,688,755 | 15,263,664 | 3,156,016 | 5,706,917 | 31% |
Of which: securities firms and other financial institutions | |||||||
5 | Covered bonds | - | - | - | - | - | 0% |
6 | Corporates | 142,691,406 | 147,473,805 | 129,384,024 | 46,217,708 | 169,715,705 | 97% |
Of which: securities firms and other financial institutions | 1,041,817 | - | 1,041,817 | - | 208,579 | 20% | |
Of which: specialised lending | 15,356,018 | 7,757,489 | 15,356,018 | 3,122,749 | 19,362,938 | 105% | |
7 | Subordinated debt, equity and other capital | 2,421,557 | - | 2,412,182 | - | 4,907,595 | 203% |
8 | Retail MSMEs | 37,025,794 | 5,778,857 | 28,594,781 | 332,151 | 23,578,602 | 82% |
9 | Real estate | 31,636,026 | 109,271 | 31,170,510 | 53,897 | 22,259,168 | 71% |
Of which: general RR | 20,051,927 | - | 20,051,927 | - | 6,178,772 | 31% | |
Of which: IPRRE | - | - | - | - | - | 0% | |
Of which: general CRE | 801,451 | 93,799 | 801,451 | 46,899 | 594,202 | 70% | |
Of which: IPCR | - | - | - | - | - | 0% | |
Of which: land acquisition, development and construction | 10,782,648 | 15,472 | 10,317,132 | 6,997 | 15,486,194 | 150% | |
10 | Defaulted exposures | 2,063,275 | 966,643 | 668,849 | 393,786 | 1,022,292 | 96% |
11 | Other assets | 15,715,614 | - | 15,715,614 | - | 6,932,472 | 44% |
12 | Total | 305,533,023 | 181,944,731 | 281,925,310 | 50,594,862 | 236,391,296 | 71% |
Basel III - Pillar III Disclosures - 30 June 2025 |
CR5: Standardised approach - exposures by asset classes and risk weights |
SR 000's | 0% | 10% | 15% | 20% | 25% | 30% | 35% | 40% | 45% | 50% | 60% | 65% | 70% | 75% | 80% | 85% | 90% | 100% | 105% | 110% | 130% | 150% | 250% | 400% | 1250% | Other | Total credit exposure amount (post- CCF and post-CRM) | |
1 | Sovereigns and their central banks | 48,657,967 | - | - | 9,650,040 | - | - | - | - | - | - | - | - | - | - | - | - | - | 86,664 | - | - | - | - | - | - | - | - | 58,394,671 |
2 | Non-central government public sector entities | - | - | - | 123,356 | - | - | - | - | - | 177,562 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 300,919 |
3 | Multilateral development banks | - | - | - | - | - | 461,402 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 461,402 | |
4 | Banks | - | - | - | 3,831,985 | - | 12,866,879 | - | 10,474 | - | 1,280,435 | - | - | - | - | - | - | - | 417,619 | - | - | - | 12,287 | - | - | - | - | 18,419,679 |
Of which: securities firms and other financial institutions | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | ||
5 | Covered bonds | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
6 | Corporates | - | - | - | 1,134,281 | - | - | - | - | - | 9,365,055 | - | - | - | 1,026,749 | 7,230,554 | 6,157,059 | - | 142,920,428 | - | - | 7,767,606 | - | - | - | - | - | 175,601,732 |
Of which: securities firms and other financial institutions | - | - | - | 1,041,099 | - | - | - | - | - | 718 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 1,041,817 | ||
Of which: specialised lending | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 7,230,554 | - | - | 3,480,607 | - | - | 7,767,606 | - | - | - | - | - | 18,478,767 | |
7 | Subordinated debt, equity and other capital | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 1,436,932 | 975,250 | - | - | - | 2,412,182 |
8 | Retail | - | - | - | - | - | - | - | - | 423,105 | - | - | - | - | 20,462,489 | - | - | - | 8,041,339 | - | - | - | - | - | - | - | - | 28,926,932 |
MSMEs | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
9 | Real estate | - | - | - | 5,173,253 | 2,048,851 | 6,379,080 | - | 5,106,360 | 7,000 | 1,322,182 | 66,786 | - | 734,665 | 15,200 | - | 46,899 | - | - | - | - | - | 10,324,129 | - | - | - | - | 31,224,406 |
Of which: general RRE | - | - | - | 5,173,253 | 2,048,851 | 6,379,080 | - | 5,106,360 | 7,000 | 1,322,182 | - | - | - | 15,200 | - | 46,899 | - | - | - | - | - | - | - | - | - | - | 20,098,826 | |
Of which: no loan splitting applied | - | - | - | 5,173,253 | 2,048,851 | 6,379,080 | - | 5,106,360 | 7,000 | 1,322,182 | - | - | - | 15,200 | - | 46,899 | - | - | - | - | - | - | - | - | - | - | 20,098,826 | |
Of which: loan splitting applied (Secured) | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: loan splitting applied (Unsecured) | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: IPRRE | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: general CRE | - | - | - | - | - | - | - | - | - | - | 66,786 | - | 734,665 | - | - | - | - | - | - | - | - | - | - | - | - | - | 801,451 | |
Of which: no loan splitting applied | - | - | - | - | - | - | - | - | - | - | 66,786 | - | 734,665 | - | - | - | - | - | - | - | - | - | - | - | - | - | 801,451 | |
Of which: loan splitting applied (Secured) | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: loan splitting applied (Unsecured) | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: IPCRE | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | |
Of which: land acquisition, development and construction | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | 10,324,129 | - | - | - | - | 10,324,129 | |
10 | Defaulted exposures | - | - | - | - | - | - | - | - | - | 526,621 | - | - | - | - | - | - | - | 90,078 | - | - | - | 445,936 | - | - | - | - | 1,062,635 |
11 | Other assets | 8,782,682 | - | - | 574 | - | - | - | - | - | - | - | - | - | - | - | - | - | 6,932,357 | - | - | - | - | - | - | - | - | 15,715,614 |
12 | Total | 57,440,650 | - | - | 19,913,490 | 2,048,851 | 19,707,361 | - | 5,116,834 | 430,105 | 12,671,856 | 66,786 | - | 734,665 | 21,504,438 | 7,230,554 | 6,203,958 | - | 158,488,484 | - | - | 7,767,606 | 12,219,284 | 975,250 | - | - | - | 332,520,172 |
Exposure amounts and CCFs applied to off-balance sheet exposures, categorised based on risk bucket of converted exposures
SR 000's | Risk Weight | a | b | cd |
On-balance sheet exposure | Off-balance sheet exposure (pre-CCF) | Weighted average CCF*Exposure (post-CCF and post CRM) | ||
1 | Less than 40% | 96,448,810 | 24,064,170 | 99,110,352 |
2 | 40-70% | 19,103,940 | 5,946,067 | 19,020,246 |
3 | 75% | 21,332,896 | 2,224,635 | 21,504,438 |
4 | 80- 85% | 12,682,489 | 8,865,796 | 13,434,512 |
5 | 90-100% | 137,421,121 | 133,748,041 | 158,488,484 |
6 | 105-130% | 5,291,815 | 6,189,478 | 7,767,606 |
7 | 150% | 12,276,702 | 906,543 | 12,219,284 |
9 | 250% | 975,250 | - | 975,250 |
10 | 400% | - | - | - |
11 | 1250% | - | - | - |
12 | Total exposures | 305,533,023 | 181,944,731 | 332,520,172 |
* Weighting is based on off-balance sheet exposure (pre-CCF).
15
Basel III - Pillar III Disclosures - 30 June 2025 |
CCR1: Analysis of CCR exposures by approach |
SR 000's | a | b | c | d | e | f | |
Replacement cost | Potential future exposure | Effective EPE | Alpha used for computing regulatory EAD | EAD post-CRM | RWA | ||
1 | SA-CCR (for derivatives) | 1,963,250 | 2,209,127 | 1.40 | 5,841,328 | 4,170,520 | |
2 | Internal Model Method (for derivatives and SFTs) | ||||||
3 | Simple Approach for credit risk mitigation (for SFTs) | ||||||
4 | Comprehensive Approach for credit risk mitigation (for SFTs) | ||||||
5 | Value-at-risk (VaR) for SFTs | ||||||
6 | Total | 4,170,520 | |||||
Basel III - Pillar III Disclosures - 30 June 2025 |
CCR3: Standardised approach - CCR exposures by regulatory portfolio and risk weights |
SR 000's | a | b | c | d | e | f | g | h | i | |
Regulatory portfolio*↓ | Risk weight*→ | 0% | 10% | 20% | 50% | 75% | 100% | 150% | Others | Total credit exposure |
Sovereigns | 136 | - | - | - | - | - | - | - | 136 | |
Non-central government public sector entities | - | - | - | 11,421 | - | - | - | - | 11,421 | |
Multilateral development banks | - | - | - | 821 | - | - | - | - | 821 | |
Banks | - | - | 9,778 | 13,981 | - | 0 | - | 1,630,895 | 1,654,653 | |
Securities firms | - | - | - | - | - | - | - | - | - | |
Corporates | - | - | - | 10,103 | - | 3,578,621 | - | 85,302 | 3,674,026 | |
Regulatory retail portfolios | - | - | - | - | - | - | - | - | - | |
Other assets | - | - | - | - | - | - | - | - | - | |
Total | 136 | - | 9,778 | 36,326 | - | 3,578,621 | - | 1,716,196 | 5,341,057 | |
17
Basel III - Pillar III Disclosures - 30 June 2025 |
CCR5: Composition of collateral for CCR exposure |
SR 000's | a | b | c | d | e | f |
Collateral used in derivative transactions | Collateral used in SFTs | |||||
fair value of collateral received | Fair value of collateral posted | |||||
Segregated | Unsegregated | Segregated | Unsegregated | Fair value of collateral received | Fair value of posted collateral | |
Cash - domestic currency | 63,862 | 88,268 | 35,593 | |||
Cash - other currencies | 836,332 | 1,955,567 | 33,581 | 151,191 | ||
Domestic sovereign debt | 13,152,580 | |||||
Other sovereign debt | 34,788 | |||||
Government agency debt | ||||||
Corporate bonds | 6,164,360 | |||||
Equity securities | ||||||
Other collateral | ||||||
Total | 900,194 | - | 2,043,835 | - | 33,581 | 19,538,512 |
Basel III - Pillar III Disclosures - 30 June 2025 |
CCR6: Credit derivatives exposures |
SR 000's | a | b |
Protection bought | Protection sold | |
Notionals | - | - |
Single-name credit default swaps | ||
Index credit default swaps | ||
Total return swaps | ||
Credit options | ||
Other credit derivatives | ||
Total notionals | - | - |
Fair values | ||
Positive fair value (asset) | ||
Negative fair value (liability) |
19
Basel III - Pillar III Disclosures - 30 June 2025 |
CCR8: Exposures to central counterparties |
SR 000's | a | b | |
EAD (post-CRM) | RWA | ||
1 | Exposures to QCCPs (total) | 500,271 | 10,005 |
2 | Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which | 500,271 | 10,005 |
3 | (i) OTC derivatives | 500,271 | 10,005 |
4 | (ii) Exchange-traded derivatives | ||
5 | (iii) Securities financing transactions | ||
6 | (iv) Netting sets where cross-product netting has been approved | ||
7 | Segregated initial margin | ||
8 | Non-segregated initial margin | ||
9 | Pre-funded default fund contributions | ||
10 | Unfunded default fund contributions | ||
11 | Exposures to non-QCCPs (total) | ||
12 | Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which | ||
13 | (i) OTC derivatives | ||
14 | (ii) Exchange-traded derivatives | ||
15 | (iii) Securities financing transactions | ||
16 | (iv) Netting sets where cross-product netting has been approved | ||
17 | Segregated initial margin | ||
18 | Non-segregated initial margin | ||
19 | Pre-funded default fund contributions | ||
20 | Unfunded default fund contributions | ||
Basel III - Pillar III Disclosures - 30 June 2025 |
MR1: Market risk under the standardised approach |
SR 000's | a | |
Capital requirement in standardised approach | ||
1 | General interest rate risk | 26,340 |
2 | Equity risk | 216,258 |
3 | Commodity risk | |
4 | Foreign exchange risk | 9,690 |
5 | Credit spread risk - non-securitisations | 6,062 |
6 | Credit spread risk - securitisations (non-correlation trading portfolio) | |
7 | Credit spread risk - securitisation (correlation trading portfolio) | |
8 | Default risk - non-securitisations | 2,181 |
9 | Default risk - securitisations (non-correlation trading portfolio) | |
10 | Default risk - securitisations (correlation trading portfolio) | |
11 | Residual risk add-on | |
12 | Total | 260,531 |
Basel III - Pillar III Disclosures - 30 June 2025 |
CVA1: The reduced basic approach for CVA (BA-CVA) |
SR 000's | a | b | |
Components | BA-CVA RWA | ||
1 | Aggregation of systematic components of CVA risk | 5,728,193 | |
2 | Aggregation of idiosyncratic components of CVA risk | 1,727,220 | |
3 | Total | 3,231,179 | |
Basel III - Pillar III Disclosures - 30 June 2025 |
CVA2: The full basic approach for CVA (BA-CVA) |
SR 000's | a | |
BA-CVA RWA | ||
1 | K Reduced | - |
2 | K Hedged | - |
3 | Total | - |
Basel III - Pillar III Disclosures - 30 June 2025 |
CVA3: The standardised approach for CVA (SA-CVA) |
SR 000's | a | b | |
SA-CVA RWA | Number of counterparties | ||
1 | Interest rate risk | - | |
2 | Foreign exchange risk | - | |
3 | Reference credit spread risk | - | |
4 | Equity risk | - | |
5 | Commodity risk | - | |
6 | Counterparty credit spread risk | - | |
7 | Total (sum of rows 1 to 6) | - | |
Basel III - Pillar III Disclosures - 30 June 2025 |
CVA4: RWA flow statements of CVA risk exposures under SA-CVA |
SR 000's | a | |
1 | Total RWA for CVA at previous quarter-end | 3,134,275 |
2 | Total RWA for CVA at end of reporting period | 3,231,179 |
Basel III - Pillar III Disclosures - 30 June 2025 |
LR1: Summary comparison of accounting assets vs leverage ratio exposure measure |
SR 000's | ||
# | Particulars | a |
1 | Total consolidated assets as per published financial statements | 301,489,797 |
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 | 1,074,406 |
9 | Adjustment for securities financing transactions (ie repurchase agreements and similar secured lending) | |
10 | Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of offbalance sheet exposures) | 72,521,270 |
11 | Adjustments for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital | |
12 | Other adjustments | 2,265,097 |
13 | Leverage ratio exposure measure | 377,350,570 |
Basel III - Pillar III Disclosures - 30 June 2025 |
LR2: Leverage ratio common disclosure template |
SR 000's | a | b | |
Jun-25 | Mar-25 | ||
On Balance sheet exposures | |||
1 | On-balance sheet exposures (excluding derivatives and securities financing transactions (SFTs), but including collateral) | 298,987,973 | 300,339,447 |
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 recognised as an asset) | ||
5 | (Specific and general provisions associated with on-balance sheet exposures that are deducted from Basel III Tier 1 capital) | ||
6 | (Asset amounts deducted in determining Basel III Tier 1 capital and regulatory adjustments) | ||
7 | Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of rows 1 to 6) | 298,987,973 | 300,339,447 |
Derivative exposures | |||
8 | Replacement cost associated with all derivatives transactions (where applicable net of eligible cash variation margin and/or with bilateral netting) | 2,748,550 | 2,543,221 |
9 | Add-on amounts for potential future exposure associated with all derivatives transactions | 3,092,777 | 2,387,470 |
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) | 5,841,327 | 4,930,691 |
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 | ||
17 | Agent transaction exposures | ||
18 | Total securities financing transaction exposures (sum of rows 14 to 17) | - | - |
Other off balance sheet exposures | |||
19 | Off-balance sheet exposure at gross notional amount | 181,876,356 | 184,352,702 |
20 | (Adjustments for conversion to credit equivalent amounts) | (109,355,086) | (113,699,492) |
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) | 72,521,270 | 70,653,210 |
Capital and total exposures | |||
23 | Tier 1 capital | 51,564,422 | 43,041,035 |
24 | Total exposures (sum of rows 7, 13, 18 and 22) | 377,350,570 | 375,923,348 |
Leverage ratio | |||
25 | Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) | 13.66% | 13.00% |
25a | Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) | 13.66% | 13.00% |
26 | National minimum leverage ratio requirement | 3.00% | 3.00% |
27 | Applicable leverage buffers | 10.66% | 10.00% |
Disclsoure of mean values | |||
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) | 377,350,570 | 375,923,348 |
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) | 377,350,570 | 375,923,348 |
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) | 13.66% | 13.00% |
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) | 13.66% | 13.00% |
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Basel III - Pillar III Disclosures - 30 June 2025 |
LIQ1: Liquidity Coverage Ratio (LCR) |
SR 000's | a | b | |
Total unweighted value (average) | Total weighted value (average) | ||
High quality liquid assets | |||
1 | Total HQLA | 43,991,487 | |
Cash outflows | |||
2 | Retail deposits and deposits from small business customers, of which: | 52,776,537 | 4,422,947 |
3 | Stable deposits | ||
4 | Less stable deposits | 52,776,537 | 4,422,947 |
5 | Unsecured wholesale funding, of which: | 104,831,137 | 40,490,919 |
6 | Operational deposits (all counterparties) and deposits in networks of cooperative banks | ||
7 | Non-operational deposits (all counterparties) | 104,831,137 | 40,490,919 |
8 | Unsecured debt | ||
9 | Secured wholesale funding | ||
10 | Additional requirements, of which: | 1,928,367 | 1,601,589 |
11 | Outflows related to derivative exposures and other collateral requirements | 1,584,390 | 1,584,390 |
12 | Outflows related to loss of funding on debt products | ||
13 | Credit and liquidity facilities | 343,977 | 17,199 |
14 | Other contractual funding obligations | - | - |
15 | Other contingent funding obligation | 172,443,560 | 8,375,580 |
16 | TOTAL CASH OUTFLOWS | 54,891,035 | |
Cash inflows | |||
17 | Secured lending (eg reverse repos) | ||
18 | Inflows from fully performing exposures | 49,612,373 | 27,149,996 |
19 | Other cash inflows | 1,544,972 | 1,544,973 |
20 | TOTAL CASH INFLOWS | 28,694,969 | |
Total adjusted value | |||
21 | Total HQLA | 43,991,487 | |
22 | Total net cash outflows | 26,196,066 | |
23 | Liquidity Coverage Ratio (%) | 168% | |
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Basel III - Pillar III Disclosures - 30 June 2025 |
LIQ2: Net Stable Funding Ratio (NSFR) |
SR 000's | a | b | c | d | e | |
Unweighted value by residual maturity | Weighted value | |||||
No maturity | <6 months | 6 months to < 1 year | ≥ 1 year | |||
Available stable funding (ASF) item | ||||||
1 | Capital: | 48,654,422 | - | - | - | 48,654,422 |
2 | Regulatory capital | 48,654,422 | - | - | - | 48,654,422 |
3 | Other capital instruments | - | - | - | - | - |
4 | Retail deposits and deposits from small business customers, of which: | 38,611,693 | 13,254,483 | 658,387 | 703,468 | 47,975,574 |
5 | Stable deposits | - | - | - | - | - |
6 | Less stable deposits | 38,611,693 | 13,254,483 | 658,387 | 703,468 | 47,975,574 |
7 | Wholesale funding: | 48,218,158 | 97,827,940 | 2,745,325 | 20,834,381 | 84,745,098 |
8 | Operational deposits | - | - | - | - | - |
9 | Other wholesale funding | 48,218,158 | 97,827,940 | 2,745,325 | 20,834,381 | 84,745,098 |
10 | Liabilities with matching interdependent assets | - | - | - | - | - |
11 | Other liabilities | 7,538,707 | 41,556,799 | - | - | - |
12 | NSFR derivative liabilities | - | - | - | - | - |
13 | All other liabilities and equity not included in the above categories | 7,538,707 | 41,556,799 | - | - | - |
14 | Total ASF | 181,375,094 | ||||
Required stable funding (RSF) item | ||||||
15 | Total NSFR high-quality liquid assets (HQLA) | 3,428,153 | ||||
16 | Deposits held at other financial institutions for operational purposes | - | ||||
17 | Performing loans and securities: | 8,363,692 | 109,799,810 | 28,598,020 | 85,232,797 | 144,908,235 |
18 | Performing loans to financial institutions secured by Level 1 HQLA | - | - | - | - | - |
19 | Performing loans to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions | 2,065,128 | 2,343,042 | 353,948 | 1,656,322 | 962,766 |
20 | Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and PSEs, of which: | 6,298,564 | 107,137,987 | 27,963,768 | 75,784,698 | 137,322,459 |
21 | With a risk weight of less than or equal to 35% under the Basel II standardised approach for credit risk | - | - | - | - | - |
22 | Performing residential mortgages, of which: | - | - | - | - | |
23 | With a risk weight of less than or equal to 35% under the Basel II standardised approach for credit risk | - | - | - | - | - |
24 | Securities that are not in default and do not qualify as HQLA, including exchange-traded equities | - | 318,782 | 280,304 | 7,791,777 | 6,623,010 |
25 | Assets with matching interdependent liabilities | |||||
26 | Other assets: | 6,061,979 | - | - | 4,133,453 | 7,026,384 |
27 | Physical traded commodities, including gold | |||||
28 | Assets posted as initial margin for derivative contracts and contributions to default funds of central counterparties | |||||
29 | NSFR derivative assets | - | - | - | 3,169,048 | - |
30 | NSFR derivative liabilities before deduction of variation margin posted | - | - | - | 964,405 | 964,405 |
31 | All other assets not included in the above categories | 6,061,979 | - | - | - | 6,061,979 |
32 | Off-balance sheet items | 755,790 | ||||
33 | Total RSF | 156,118,562 | ||||
34 | Net Stable Funding Ratio (%) | 116% | ||||
29
Basel III - Pillar III Disclosures - 30 June 2025 |
CCyB1:Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement |
SR 000's | a | b | c | d | e |
Geographical breakdown | Countercyclical capital buffer rate | Exposure values and/or risk-weighted assets (RWA) used in the computation of the countercyclical capital buffer | Bank-specific countercyclical capital buffer rate | Countercyclical capital buffer amount | |
Exposure values | RWA | ||||
Saudi Arabia | 0.00% | 226,382,875 | |||
Bahrain | 2.50% | 977,414 | |||
Belgium | 1.00% | 1,518 | |||
Canada | 0.00% | - | |||
Cayman Island | 2.50% | 225,000 | |||
Egypt | 2.50% | 134,869 | |||
France | 1.00% | 4 | |||
Korea S. | 1.00% | 18,636 | |||
Kuwait | 2.50% | 110,250 | |||
Qatar | 2.50% | 116,592 | |||
Switzerland | 0.00% | - | |||
Syria | 2.50% | 24,239 | |||
United Arab Emirates | 0.00% | 160,407 | |||
United Kingdom | 2.00% | 195,896 | |||
United States | 0.00% | 68,138 | |||
SUM | 228,415,838 | ||||
Total | 228,415,838 | 0.019% | 43,829 | ||
30