Enhancements to the ICAAP Document at End of 2011

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• Number of loans extended to connected parties and the total value
  of such loans as a percentage of total credit.
• Total value of loans to connected parties as a percentage of total
  regulatory capital.
• The banks could add comments on the concentration risk and how
  it affects their assessment of additional capital requirements, if any.

3. Liquidity Risk: The Banks should provide the following information as
   at the end of year 2011.

• Liquidity Coverage Ratio
• Net Stable Funding Ratio
  In addition, the following information should be provided for the past three years (as at end of the year):
• Deposits from top ( 10) ten customer as a percentage of total
  customer deposits.
• Deposits from Wholesale markets (interbank, others) as a
  percentage of total liabilities.

4. Off Balance Sheet Activities: The following year-end information on
   Derivatives Activity should be provided for past 3 years with breakdown in Saudi Riyal, USO and other currencies.

• Interest rate Derivatives
• FX Derivatives
• Total

5. Capital Leverage Ratio: Banks should include information on the
   following:

• Basie Capital Leverage Ratio ( current year)
• Legal Leverage Ratio under the Banking Control Law (for past 3
  years)
  The Agency will continue to enhance the ICAAP process to make it more comprehensive and meaningful. q \ Dr. Abdulrahman Al Kalaf Deputy Governor for Technical Affairs 2 P. 0. Box 2992 - Riyadh 11169, Saudi Arabia - Tel.: 0 1-463 3000 - Telex 404390 SJ - Fax 01-466 2119