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

1/3

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%

2/3

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)

3/3

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Banque Saudi Fransi SJSC published this content on 17 February 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 21 February 2022 09:00:05 UTC.