Saudi Awwal Bank
Pillar 3 Disclosures - 30 June 2023
Saudi Awwal Bank
Pillar 3 Disclosures 30 June 2023
KM1 - Key metrics (at consolidated group level)
CCA - Main features of regulatory capital instruments and of other TLAC- eligible instruments CC1 - Composition of regulatory capital
CC2 - Reconciliation of regulatory capital to balance sheet ENC: Asset encumbrance
OV1 - Overview of RWA CR1 - Credit quality of assets
CR2 - Changes in stock of defaulted loans and debt securities CR3 - Credit risk mitigation techniques - overview
CR4 - Standardised approach - credit risk exposure and Credit Risk Mitigation (CRM) effects CR5 - Standardised approach - exposures by asset classes and risk weights
CCR1 - Analysis of counterparty credit risk (CCR) exposure by approach
CCR3 - Standardised approach of CCR exposures by regulatory portfolio and risk weights CCR5 - Composition of Collateral for CCR Exposure
CCR8 - Exposures to central counterparties MR1 - Market risk under standardised approach CVA1: The reduced basic approach for CVA (BA-CVA) CVA2: The full basic approach for CVA (BA-CVA)
LR1 - Summary comparison of accounting assets vs leverage ratio exposure measure LR2 - Leverage ratio common disclosure template
CCyB1 - Geographical distribution of credit exposures used in the countercyclical buffer LIQ1 - Liquidity Coverage Ratio (LCR)
LIQ2 - Net Stable Funding Ratio (NSFR)
PUBLIC
Saudi Awwal Bank
Pillar 3 Disclosures 30 June 2023
KM1: Key metrics (at consolidated group level) (Figures in SAR 000's)
Available capital (amounts)
1 | Common Equity Tier 1 (CET1) |
1a | Fully loaded ECL accounting model |
2 | Tier 1 |
2a | Fully loaded ECL accounting model Tier 1 |
3 | Total capital |
3a | Fully loaded ECL accounting model total capital |
Risk-weighted assets (amounts) | |
4 | Total risk-weighted assets (RWA) |
4a | Total risk-weighted assets (pre-floor) |
Risk-based capital ratios as a percentage of RWA | |
5 | CET1 ratio (%) |
5a | Fully loaded ECL accounting model CET1 (%) |
5b | CET1 ratio (%) (pre-floor ratio) |
6 | Tier 1 ratio (%) |
6a | Fully loaded ECL accounting model Tier 1 ratio (%) |
6b | Tier 1 ratio (%) (pre-floor ratio) |
7 | Total capital ratio (%) |
7a | Fully loaded ECL accounting model total capital ratio (%) |
7b | Total capital ratio (%) (pre-floor ratio) |
Additional CET1 buffer requirements as a percentage of RWA
-
Capital conservation buffer requirement (2.5% from 2019) (%)
9 Countercyclical buffer requirement (%)
- Bank G-SIB and/or D-SIB additional requirements (%)
- Total of bank CET1 specific buffer requirements (%) (row 8 + row 9 + row 10)
- CET1 available after meeting the bank's minimum capital requirements (%) Basel III leverage ratio
- Total Basel III leverage ratio exposure measure
- Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves)
14a Fully loaded ECL accounting model Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) (%)
14b Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves)
14c Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets
14d Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets
Liquidity Coverage Ratio (LCR)
- Total high-quality liquid assets (HQLA)
- Total net cash outflow
- LCR ratio (%)
Net Stable Funding Ratio (NSFR)
- Total available stable funding
- Total required stable funding
- NSFR ratio
a | b | c | d | e |
Jun-23 | Mar-23 | Dec-22 | Sep-22 | Jun-22 |
47,033,351 | 47,479,334 | 45,236,926 | 44,117,150 | 44,847,812 |
45,990,286 | 46,262,422 | 43,846,169 | 42,552,549 | 43,109,367 |
47,033,351 | 47,479,334 | 45,236,926 | 44,117,150 | 44,847,812 |
45,990,286 | 46,262,422 | 43,846,169 | 42,552,549 | 43,109,367 |
52,877,981 | 53,240,890 | 51,032,068 | 49,770,293 | 50,538,135 |
51,834,797 | 52,023,978 | 49,641,312 | 48,205,693 | 48,799,690 |
284,628,078 | 276,097,045 | 256,252,391 | 245,627,470 | 244,067,818 |
284,628,078 | 276,097,045 | 256,252,391 | 245,627,470 | 244,067,818 |
16.52% | 17.20% | 17.65% | 17.96% | 18.38% |
16.16% | 16.76% | 17.11% | 17.32% | 17.66% |
16.52% | 17.20% | 17.65% | 17.96% | 18.38% |
16.52% | 17.20% | 17.65% | 17.96% | 18.38% |
16.16% | 16.76% | 17.11% | 17.32% | 17.66% |
16.52% | 17.20% | 17.65% | 17.96% | 18.38% |
18.58% | 19.28% | 19.91% | 20.26% | 20.71% |
18.21% | 18.84% | 19.37% | 19.63% | 19.99% |
18.58% | 19.28% | 19.91% | 20.26% | 20.71% |
2.50% | 2.50% | 2.50% | 2.50% | 2.50% |
0.036% | 0.01% | 0.01% | 0.03% | 0.01% |
0.50% | 0.50% | 0.50% | 0.50% | 0.50% |
3.04% | 3.01% | 3.01% | 3.03% | 3.01% |
13.49% | 14.19% | 14.64% | 14.93% | 15.36% |
410,117,874 | 402,342,673 | 439,898,722 | 417,332,704 | 369,852,938 |
11.47% | 11.80% | 10.28% | 10.57% | 12.13% |
11.21% | 11.50% | 9.97% | 10.20% | 11.66% |
11.21% | 11.50% | 9.97% | 10.20% | 11.66% |
11.21% | 11.50% | 9.97% | 10.20% | 11.66% |
11.21% | 11.50% | 9.97% | 10.20% | 11.66% |
96,006,267 | 94,357,438 | 87,322,535 | 84,144,949 | 73,765,644 |
53,580,021 | 45,575,840 | 50,793,513 | 46,968,532 | 46,747,709 |
179.18% | 207.03% | 171.92% | 179.15% | 157.80% |
211,852,483 | 211,485,333 | 203,404,980 | 200,745,200 | 205,608,674 |
167,580,458 | 161,679,701 | 158,908,356 | 158,411,135 | 153,855,597 |
126.42% | 130.81% | 128.00% | 126.72% | 133.64% |
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Saudi Awwal Bank
Pillar 3 Disclosures 30 June 2023
CCA: Main features of regulatory capital instruments and of other TLAC-eligible instruments (Figures in SAR 000's)
a | ||
Quan ta ve / qualita veinforma on | ||
1 | Issuer | Saudi Awwal Bank(SAB) |
Unique identifier (eg Committee on Uniform Security Identification Procedures (CUSIP), | ||
2 | International | ISIN No.SA153VK0GKJ8 |
Securities Identification Number (ISIN) or Bloomberg identifier for private placement) | ||
3 | Governing law(s) of the instrument | The instrument is governed by the laws of the Kingdom of SaudiArabia |
Means by which enforceability requirement of Section 13 of the TLAC Term Sheet is | ||
3a | achieved (for other | NA |
TLAC-eligible instruments governed by foreign law) | ||
4 | Transitional Basel III rules | Tier 2 |
5 | Post-transitional Basel III rules | Eligible |
6 | Eligible at solo/group/group and solo | Solo |
7 | Instrument type (refer to SACAP) | Subordinated Sukuk |
8 | Amount recognised in regulatory capital (currency in millions, as of most recent reporting | SAR 5,000mil |
date) | ||
9 | Par value of instrument | SAR 5,000mil |
10 | Accounting classification | Liability - amortised cost |
11 | Original date of issuance | 22 July 2020 |
12 | Perpetual or dated | Dated |
13 | Original maturity date | 22 July 2030 |
14 | Issuer call subject to prior SAMA approval | Yes |
Call option only available after 5 years or for a regulatory or tax | ||
event, 22 July 2025 as the date for redemption, SAB shall be | ||
15 | Optional call date, contingent call dates and redemption amount | entitled to redeem in whole, but not in part, by giving not less than |
thirty (30) days' not more than sixty (60) days' notice to the | ||
Sukukholders | ||
16 | Subsequent call dates, if applicable | As above |
Coupons / dividends | ||
17 | Fixed or floating dividend/coupon | Floating |
18 | Coupon rate and any related index | 6 months SIBOR + 195bps |
19 | Existence of a dividend stopper | No |
20 | Fully discretionary, partially discretionary or mandatory | Mandatory |
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 forSAMA to trigger write-down (a contractual approach) |
32 | If writedown, full or partial | Written 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 | N/A |
Position in subordination hierarchy in liquidation (specify instrument type immediately | ||
35 | senior to | Subordinated. Senior bondholders are immediately senior to thisinstrument. |
instrument in the insolvency creditor hierarchy of the legal entity concerned). | ||
36 | Non-compliant transitioned features | N/A |
37 | If yes, specify non-compliant features | N/A |
PUBLIC | Page 4 of 33 |
Saudi Awwal Bank
Pillar 3 Disclosures 30 June 2023
CC1: Composition of regulatory capital (Figures in SAR 000's)
Common Equity Tier 1 capital: instruments and reserves
- Directly issued qualifying common share (and equivalent for non-joint stock companies) capital plus related stock surplus
- Retained earnings
- Accumulated other comprehensive income (and other reserves)
- Directly issued capital subject to phase-out from CET1 capital (only applicable to non- joint stock companies)
- Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1 capital)
-
Common Equity Tier 1 capital before regulatory adjustments 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) | ||
- Deferred tax assets (DTA) that rely on future profitability, excluding those arising from temporary differences (net of related tax liability)
- Cash flow hedge reserve
- Shortfall of provisions to expected losses
- Securitisation gain on sale (as set out in SACAP4.1.4)
- Gains and losses due to changes in own credit risk on fair valued liabilities
- Defined benefit pension fund net assets
- Investments in own shares (if not already subtracted from paid-in capital on reported balance sheet)
- Reciprocal cross-holdings in common equity
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)
Significant investments in the common stock of banking, financial and insurance - entities that are outside the scope of regulatory consolidation (amount above 10% threshold)
- MSR (amount above 10% threshold)
a
Amounts
20,547,945
9,119,444
28,068,289
-
-
57,735,679
-
9,035,605
1,666,722
-
-
-
-
-
-
-
-
-
-
-
b
Source based on reference
numbers/letters of the balance
sheet under the regulatory
scope of consolidation
Commentary to explain any significant changes over the reporting period and the key drivers of such change
No material change
No material change
No material change
No material change
No material change
No material change
PUBLIC | Page 5 of 33 |
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The Saudi British Bank SJSC published this content on 02 August 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 07 August 2023 11:57:10 UTC.