SAMA Basel Programs

- SAMA Basel II Program ▼

- SAMA Basel II.5 Program ▼

- SAMA Basel III Program ▼

- SAMA Liquidity Standards Program ▼

- SAMA Leverage Ratio Program ▼

- SAMA Other issued Circulars regarding Basel II, II.5 and III ▼

§ SAMA Basel II Program

1. Capital Adequacy Requirement for Market Risk issued through circular # BCS 355 dated 29 December 2004

2. Basel II – SAMA’s Detailed Guidance Document Relating to Pillar 1 issued through circular # 290 dated 12 June 2006

3. SAMA Basel II Prudential Returns issued through circular # BCS 180 dated 22 March 2007

4. Basel II – Pillar 3 Disclosure Requirements and Guidance Notes issued through circular # BCS 378 dated 24 May 2007

5. Pillar 2 – SAMA’s Guideline Document on the Internal Capital Adequacy Assessment Plan (ICAAP) issued through circular # BCS 581 dated 22 September 2008

6. SAMA’s Amended IRB Prudential Returns and Guidance Notes Package and Frequently Asked Questions (FAQs) issued through circular # BCS 5318 dated 18 January 2012

§ SAMA Basel II.5 Program

1. Enhancement to the ICAAP Document at end of 2011 issued through circular # BCS 27835 dated 10 November 2011.

2. SAMA’s Finalized Guidance Document for the Implementation of Basel II.5 Standardized and IRB Approaches (Document) issued through circular # BCS 25478 dated 21 October 2012

§ SAMA Basel III Program

1. Announcement of the Basel III Accord and SAMA Plans for its Implementation of Basel II and III in 2011 issued through circular # BCS 5944 dated 15 February 2011

2. SAMA’s Final Guidance Document Concerning Implementation of Capital Reforms Under Basel III Framework issued through circular # 341000015689 dated 19 December 2012

3. SAMA’s Final Guidance Documents Concerning Implementation of Basel III Pillar 3 component issued through circular # 341000019984 dated 29 December 2012

4. SAMA’s Final document Concerning Basel III Internal Rating Based (IRB) Approaches for Credit Risk issued through circular # 351000121270 dated 17 July 2014

§ SAMA Liquidity Standards Program

1. Monitoring of Liquidity Risk Through Basel III Framework Concerning Minimum Regulatory Liquidity Standards Ratios issued through circular # BCS 28266 dated 19 November 2011

2. SAMA’s Finalized Guidance and Prudential Returns Concerning Amended Liquidity Coverage Ratio (LCR) based on BCBS Amendments of January 2013 issued through circular # 341000107020 dated 10 July 2013

§ SAMA Leverage Ratio Program

1. Quarterly Monitoring of Capital Leverage Ratio in 2011 and 2012 issued through circular # BCS 5610 dated 13 February 2011

SAMA Other issued Circulars regarding Basel II, II.5 and III

NO.	CIRCULAR TITLE	CIRCULAR # AND DATE ISSUED
1	Basel Committee on Banking Supervision Document regarding Capital Requirements for bank exposures to central counterparties of April 2014	Circular # 351000095018 dated 21 May 2014
2	Basel Committee on Banking Supervision Document of March 2014 regarding the Standardized Approach for Measuring Counterparty Credit Risk Exposures	Circular # 351000095021 dated 21 May 2014
3	BCBS Document issued in April 2014 regarding Frequently Asked Questions on Basel III’s January 2013 Liquidity Coverage Ratio framework	Circular # 351000095017 dated 21 May 2014
4	Basel Committee on Banking Supervision Document regarding Liquidity Coverage Ratio Disclosures Standards	Circular # 351000058269 dated 09 March 2014
5	BCBS Document regarding Capital Requirements for Banks’ Equity Investment in Funds	Circular# 351000052432 dated 24 Feb. 2014
6	BCBS document regarding a Sound Capital Planning process: Fundamental Elements	Circular # 351000052430 dated 24 Feb. 2014
7	A Finalized Document of September 2013 issued by Basel Committee on Banking Supervision and Board of the International Organization of Securities Commissions concerning Margin Requirements for Non-Centrally Cleared Derivatives	Circular # 134328 dated 01 Oct. 2013
8	Basle Committee on Banking Supervision document entitled “Global systemically important banks updated assessment methodology and the higher loss absorbency requirement”	Circular # 107018 dated 10 July 2013
9	Monitoring Tools for Liquidity Management of April 2013	Circular # 85566 dated 20 May 2013
10	A Basel Committee on Banking Supervision Press Release of 15 February 2013 concerning its final guidance for Managing Risks associated with the settlement of foreign exchange transactions	Circular # 56407 dated 16 March 2013
11	BCBS Finalized Document entitled "A Framework for Dealing with Domestic Systemically Important Banks" of October 2012	Circular # 9186 dated 5 Dec. 2012
12	Basel Committee for Banking Supervision (BCBS): Basel III Definition of Capital Frequently Asked Questions	Circular # BCS 24331 dated 04 Sept. 2012
13	Basel Committee – Final Rules on Bank Disclosures of the Composition of the Capital	Circular # BCS 23295 dated 22 July 2012
14	Basel Committee on Banking Supervision's Document Entitled "Interpretive Issues with Respect to the Revisions to the Market Risk Framework"	Circular # BCS 8724 dated 22 Feb. 2012
15	Basel Committee on Banking Supervision Paper entitled "Revision to Basel II Market Risk Framework" – Updated as of 31 December, 2010	Circular # BCS 28414 dated 20 Nov. 2011
16	Global Systemically Important Banks: Assessment Methodology and the Additional Loss Absorbency Requirement	Circular # BCS 28411 dated 20 Nov. 2011
17	Operational Risk Supervisory Guidelines for Advanced Risk Management Purposes	Circular # BCS 28412 dated 20 Nov. 2011
18	Principles for Sound Management of Operational Risk	Circular # BCS 28412 dated 20 Nov. 2011
19	The Joint Forum Report on Asset Securitization	Circular # BCS 28413 dated 20 Nov. 2011
20	Basel Committee on Banking Supervision Document entitled "Treatment of Trade Finance Under Basel Capital Framework"	Dated Nov. 2011
21	Basel Committee's Revised Document of June 2011 Entitled "Basel III: Global Framework for More Resilient Banks and Banking Systems"	Circular # BCS 27885 dated 12 Nov. 2011
22	Basel Committee – Final Elements of the Reform to Raise the Quality of Regulatory Capital – Loss Absorbency at the Point of Non-Viability	Circular # BCS 5611 dated 13 Feb. 2011
23	Basel Committee Papers: (1) Sound Practices for Backtesting Counterparty Credit Risk Models: and (2) Capitalization of Bank Exposures to Central Counterparties	Circular # BCS 1276 dated 21 Dec. 2010
24	Basel Committee Documents published on 16 December 2010: (1) Basel III – Global Framework for More Resilient Banks and Banking System; (2) Basel III – International Framework for Liquidity Risk Measurement Standards and Monitoring; and (3) Results of the Quantitative Impact Study	Circular # BCS 1278 dated 21 Dec. 2010
25	Enhancements to SAMA's Bank Disclosure Requirements Under the Basel II Framework Pillar 3 Components	Circular # BCS 13134 dated 11 May 2010
26	Basel Committee Papers on Basel II Framework · Strengthening the Resilience of Banking Sector · International Framework for Liquidity Risk Measurement Standards and Monitoring	Circular # BCS 849 dated 28 Dec. 2009
27	· Basel II Market Risk Framework · Guidelines for Computing Capital for Incremental Market Risk · Analysis of Trading Book Quantitative Impact Study	Circular # BCS 559 dated 26 Dec. 2009
28	Enhancements and Revisions to the Basel II Framework, Market Risk and Trading Book § Enhancement to Basel II Framework § Guidelines for Computing Capital for Incremental Risk in the Trading Book § Revision to the Basel II Market Risk Framework	Circular # BCS 769 dated 29 July 2009