BANQUE SAUDI FRANSI
Revised Basel III Pillar 3 Disclosures
30 September 2022
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Revised Basel III Pillar 3- | Disclosures | ||||||
KM1: Key metrics - Sep 30, 2022 (Figures in SAR 000's) | |||||||
a | b | c | d | e | |||
T | T-1 | T-2 | T-3 | T-4 | |||
Available capital (amounts) | Sep-22 | Jun-22 | Mar-22 | Dec-21 | Sep-21 | ||
1 | Common Equity Tier 1 (CET1) (excluding IFRS 9 adjustment) | 34,575,747 | |||||
1a | Fully loaded ECL accounting model | 39,000,497 | 38,463,630 | 39,916,097 | 39,466,406 | 38,729,998 | |
2 | Tier 1 (excluding IFRS 9 adjustment) | 39,575,747 | |||||
2a | Fully loaded ECL accounting model Tier 1 | 39,000,497 | 38,463,630 | 39,916,097 | 39,466,406 | 39,466,406 | |
3 | Total capital (Tier I+Tier II) (excluding IFRS 9 adjustment) | 41,854,322 | |||||
3a | Fully loaded ECL accounting model total capital | 41,279,072 | 40,888,955 | 42,206,502 | 41,780,897 | 41,008,919 | |
Risk-weighted assets (amounts) | |||||||
4 | Total risk-weighted assets (RWA) | 211,807,224 | 215,998,255 | 207,826,417 | 202,219,816 | 199,889,085 | |
Risk-based capital ratios as a percentage of RWA | |||||||
5 | Common Equity Tier 1 ratio (%) | 16.32% | |||||
5a | Fully loaded ECL accounting model Common Equity Tier 1 (%) | 18.41% | 17.81% | 19.21% | 19.52% | 19.38% | |
6 | Tier 1 ratio (%) | 18.68% | |||||
6a | Fully loaded ECL accounting model Tier 1 ratio (%) | 18.41% | 17.81% | 19.21% | 19.52% | 19.74% | |
7 | Total capital ratio (%) | 19.76% | |||||
7a | Fully loaded ECL accounting model total capital ratio (%) | 19.49% | 18.93% | 20.31% | 20.66% | 20.52% | |
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 (%) | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | |
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 | 3.06% | 3.06% | 3.06% | 3.06% | 3.06% | |
10) | |||||||
12 | CET1 available after meeting the bank's minimum capital requirements | 15.36% | 14.75% | 16.14% | 16.45% | 16.32% | |
(%) | |||||||
Basel III leverage ratio | |||||||
13 | Total Basel III leverage ratio exposure measure | 264,130,388 | 268,449,806 | 259,491,923 | 253,526,031 | 250,747,393 | |
14 | Basel III leverage ratio (%) (row 2 / row 13) | 14.98% | |||||
14a | Fully loaded ECL accounting model Basel III leverage ratio (%)(row 2a / | 14.77% | 14.33% | 15.38% | 15.57% | 15.74% | |
row13) | |||||||
Liquidity Coverage Ratio* | |||||||
15 | Total HQLA | 38,553,231 | 40,488,803 | 39,479,123 | 39,699,525 | 39,977,145 | |
16 | Total net cash outflow | 20,808,111 | 20,146,030 | 20,369,446 | 22,185,744 | 22,729,354 | |
17 | LCR ratio (%) | 185% | 201% | 194% | 179% | 176% | |
Net Stable Funding Ratio | |||||||
18 | Total available stable funding | 146,431,650 | 147,433,694 | 146,101,486 | 142,013,102 | 141,921,545 | |
19 | Total required stable funding | 129,716,459 | 127,046,049 | 122,600,866 | 120,725,448 | 118,439,666 | |
20 | NSFR ratio | 113% | 116% | 119% | 118% | 120% |
* LCR may not equal to an LCR computed on the basis of the average values of the set of line items disclosed in the template
Public | 2/3 | Internal Use |
Revised Basel III Pillar 3 Disclosures
OV1: Overview of RWA - 30 September 2022 (Figures in SAR 000's)
a | b | c | |||
Minimum | |||||
RWA | capital | ||||
requirements | |||||
Sep-22 | Jun-22 | Sep-22 | |||
1 | Credit risk (excluding counterparty credit risk) (CCR)* | 193,515,509 | 196,205,304 | 15,481,241 | |
2 | Of which standardised approach (SA) | 193,515,509 | 196,205,304 | 15,481,241 | |
3 | Of which internal rating-based (IRB) approach | ||||
4 | Counterparty Credit Risk | 2,421,312 | 3,247,997 | 193,705 | |
5 | Of which standardised approach for counterparty credit | 2,421,312 | 3,247,997 | 193,705 | |
risk (SA-CCR) | |||||
6 | Of which internal model method (IMM) | ||||
7 | Equity positions in banking book under market-based | ||||
approach | |||||
8 | Equity investments in funds - look-through approach | ||||
9 | Equity investments in funds - mandate-based approach | ||||
10 | Equity investments in funds - fall-back approach | ||||
11 | Settlement risk | ||||
12 | Securitisation exposures in banking book | ||||
13 | Of which IRB ratings-based approach (RBA) | ||||
14 | Of which IRB Supervisory Formula Approach (SFA) | ||||
15 | Of which SA/simplified supervisory formula approach | ||||
(SSFA) | |||||
16 | Market risk | 2,214,413 | 2,982,740 | 177,153 | |
17 | Of which standardised approach (SA) | 2,214,413 | 2,982,740 | 177,153 | |
18 | Of which internal model approaches (IMM) | ||||
19 | Operational risk | 13,655,990 | 13,562,214 | 1,092,479 | |
20 | Of which Basic Indicator Approach | ||||
21 | Of which Standardised Approach | 13,655,990 | 13,562,214 | 1,092,479 | |
22 | Of which Advanced Measurement Approach | ||||
23 | Amounts below the thresholds for deduction (subject to | ||||
250% risk weight) | |||||
24 | Floor adjustment | ||||
25 | Total (1+4+7+8+9+10+11+12+16+19+23+24) | 211,807,224 | 215,998,255 | 16,944,578 | |
Explanation of significant drivers behind differences in reporting periods T and T-1 ; | RWA for Credit risk | decreased mainly due to reduction in | |||
exposure | |||||
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Banque Saudi Fransi SJSC published this content on 09 November 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 28 November 2022 08:34:03 UTC.