SAMA's Basel II Program

Pillar 1: (Download All Pillar 1 Documents)

• New Basel II Framework
• SAMA-Basel II Prudential Returns
• SAMA's Capital Adequacy Requirements for Market Risk December 2004
• Guidelines on Application  Procedures for the Adoption of IRB Approaches

Pillar 2: (Download All Pillar 2 Documents)

• Pillar II Supervisory Review Process
• SAMA Guidelines On ICAAP

Pillar 3: (Download All Pillar 3 Documents)

• SAMA Circular (Pillar 3)
• Guidance Notes
• Table 1 - Scope of application
• Table 2 - Capital structure
• Table 3 - Capital adequacy
• Table 4 (IRB) - Credit risk - general disclosures
• Table 4 (STA) - Credit risk - general disclosures
• Table 5 (IRB) - Credit risk - Disclosures for exposures subject to SRW
• Table 5 (STA) - Credit risk - Disclosures for exposures subject to STA
• Table 6 - Credit risk - Disclosures for portfolios subject to IRB approaches
• Table 7 (AIRB) - Credit risk mitigation - Disclosures for Advanced IRB approaches
• Table 7 (FIRB) - Credit risk mitigation - Disclosures for Foundation IRB approaches
• Table 7 (STA) - Credit risk mitigation - Disclosures for standardised approach
• Table 8 - General disclosures for exposures related to counterparty
• Table 9 (IRB) - Securitisation - Disclosures for IRB approaches
• Table 9 (STA) - Securitisation - Disclosures for standardised approach
• Table 10 - Market risk - Disclosures for banks using the standardised approach
• Table 11 - Market risk - Disclosures for banks u
• Table 13 - Equities - Disclosures for banking book positions
• Table 14 - Interest rate risk in the banking book
• Qualitative Disclosures