Minimum Capital Requirements for Market Risk

Banks are required to report the RWAs for Market Risk and capital charge on a quarterly basis using SAMA’s Q17 reporting template. The report must be submitted to SAMA within 30 days after the end of each quarter. 17.2 SAMA would expect banks with significant trading book exposures to have the ability to calculate and report the RWA and capital requirement on a more frequent basis such as on a daily or monthly basis, as needed. 18- Implementation Timeline 18.1 This requirements will be effective on 01 January 2023.