Alinma Bank : Pillar 3 disclosures - June 2025

ALINMA BANK

(A Saudi Joint Stock Company)

BASEL III Pillar 3 Disclosures

For the Financial Period Ended June 30, 2025

Table of Contents

#	Description	Page
1	KM1: Key metrics (at consolidated group level)	4
2	KM2: Key metrics - TLAC requirements (at resolution group level)	Not applicable
3	OV1: Overview of RWA	6
4	CMS1: Comparison of modelled and standardized RWA at risk level	Not applicable
5	CMS2 - Comparison of modelled and standardized RWA for credit risk at asset class	Not applicable
6	CCA: Main features of regulatory capital instruments and of other TLAC-eligible instruments	7
7	CC1 - Composition of regulatory capital	9
8	CC2 - Reconciliation of regulatory capital to balance sheet	12
9	TLAC1: TLAC composition for G-SIBs (at resolution group level)	Not applicable
10	TLAC2 - Material subgroup entity - creditor ranking at legal entity level	Not applicable
11	TLAC3 - Resolution entity - creditor ranking at legal entity level	Not applicable
12	ENC: Asset encumbrance	14
13	CR1: Credit quality of assets	14
14	CR2: Changes in stock of defaulted loans and debt securities	14
15	CR3: Credit risk mitigation techniques - overview	14
16	CR4: Standardised approach - credit risk exposure and credit risk mitigation (CRM) effects	15
17	CR5: Standardised approach - exposures by asset classes and risk weights	16
18	CR6: IRB - Credit risk exposures by portfolio and PD range	Not applicable
19	CR7: IRB - Effect on RWA of credit derivatives used as CRM techniques	Not applicable
20	CR8: RWA flow statements of credit risk exposures under IRB	Not applicable
21	CR10: IRB (specialized lending under the slotting approach)	Not applicable
22	CCR1: Analysis of CCR exposures by approach	19
23	CCR3: Standardised approach - CCR exposures by regulatory portfolio and risk weights	19
24	CCR4: IRB - CCR exposures by portfolio and PD scale	Not applicable
25	CCR5: Composition of collateral for CCR exposure	19
26	CCR6: Credit derivatives exposures	Not applicable
27	CCR7: RWA flow statements of CCR exposures under Internal Model Method (IMM)	Not applicable
28	CCR8: Exposures to central counterparties	Not applicable
29	SEC1: Securitization exposures in the banking book	Not applicable
30	SEC2: Securitization exposures in the trading book	Not applicable
31	SEC3: Securitization exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor	Not applicable
32	SEC4: Securitization exposures in the banking book and associated capital requirements - bank acting as investor	Not applicable
33	MR1: Market risk under the standardised approach	20
34	MR2: Qualitative disclosures for banks using the IMA	Not applicable
35	MR3: Market risk under the simplified standardized approach	Not applicable
36	CVA1: The reduced basic approach for CVA (BA-CVA)	Not applicable
37	CVA2: The full basic approach for CVA (BA-CVA)	Not applicable
38	CVA3: The standardised approach for CVA (SA-CVA)	Not applicable
39	CVA4: RWA flow statements of CVA risk exposures under SA-CVA	20

#	Description	Page
40	CCyB1 - Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement	Not applicable
41	LR1- Summary comparison of accounting assets vs leverage ratio exposure measure	20
42	LR2- Leverage ratio common disclosure template	21
43	LIQ1: Liquidity Coverage Ratio (LCR)	23
44	LIQ2: Net Stable Funding Ratio (NSFR)	24

KM1: Key Metrics (at group consolidated level)
			T-1 T-2 March 31, December 2025 31, 2024		SAR 000's T-3 T-4 September June 30, 30, 2024 2024
		T
		June 30, 2025
Available capital (amounts)
1	Common Equity Tier 1 (CET1)	34,081,670	34,149,178	32,714,234	32,390,115	31,418,900
1a	Fully loaded ECL accounting model CET1	34,081,670	34,149,178	32,714,234	32,329,876	31,298,422
2	Tier 1	44,707,620	42,899,678	41,464,734	41,141,515	40,170,400
2a	Fully loaded ECL accounting model Tier 1	44,707,620	42,899,678	41,464,734	41,081,276	40,049,922
3	Total capital	47,607,316	45,680,329	44,040,887	43,989,209	42,915,543
3a	Fully loaded ECL accounting model total capital	47,607,316	45,680,329	44,040,887	43,928,970	42,795,065
Risk-weighted assets (amounts)
4	Total risk-weighted assets (RWA)	258,010,876	249,216,628	248,228,490	242,149,543	231,569,460
4a	Total risk-weighted assets (pre-floor)	258,010,876	249,216,628	248,228,490	242,149,543	231,569,460
Risk-based capital ratios as a percentage of RWA
5	CET1 ratio (%)	13.21%	13.70%	13.18%	13.38%	13.57%
5a	Fully loaded ECL accounting model CET1 (%)	13.21%	13.70%	13.18%	13.35%	13.52%
5b	CET1 ratio (%) (pre-floor ratio)	13.21%	13.70%	13.18%	13.38%	13.57%
6	Tier 1 ratio (%)	17.33%	17.21%	16.70%	16.99%	17.35%
6a	Fully loaded ECL accounting model Tier 1 ratio (%)	17.33%	17.21%	16.70%	16.97%	17.29%
6b	Tier 1 ratio (%) (pre-floor ratio)	17.33%	17.21%	16.70%	16.99%	17.35%
7	Total capital ratio (%)	18.45%	18.33%	17.74%	18.17%	18.53%
7a	Fully loaded ECL accounting model total capital ratio (%)	18.45%	18.33%	17.74%	18.14%	18.48%
7b	Total capital ratio (%) (pre-floor ratio)	18.45%	18.33%	17.74%	18.17%	18.53%
Additional CET1 buffer requirements as a percentage of RWA
8	Capital conservation buffer requirement (2.5% from 2019) (%)	2.50%	2.50%	2.50%	2.50%	2.50%
9	Countercyclical buffer requirement (%)	0.00%	0.00%	0.00%	0.00%	0.00%
10	Bank G-SIB and/or D-SIB additional requirements (%)	0.00%	0.00%	0.00%	0.00%	0.00%
11	Total of bank CET1 specific buffer requirements (%) (row 8 + row 9 + row 10)	2.50%	2.50%	2.50%	2.50%	2.50%
12	CET1 available after meeting the bank's minimum capital requirements (%)	6.21%	6.70%	6.18%	6.38%	6.57%
Basel III Leverage ratio
13	Total Basel III leverage ratio exposure measure	322,079,510	312,920,157	301,959,220	292,893,329	282,584,983
14	Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves)	13.88%	13.71%	13.73%	14.05%	14.22%
14 a	Fully loaded ECL accounting model Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) (%)	13.88%	13.71%	13.73%	14.03%	14.17%
14 b	Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves)	13.88%	13.71%	13.73%	14.03%	14.17%

KM1: Key Metrics (at group consolidated level)
			T-1 T-2 March 31, December 2025 31, 2024		SAR 000's T-3 T-4 September June 30, 30, 2024 2024
		T
		June 30, 2025
14 c	Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets	13.88%	13.71%	13.73%	14.05%	14.22%
14 d	Basel III leverage ratio (%) (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values for SFT assets	13.88%	13.71%	13.73%	14.03%	14.17%
Liquidity Coverage Ratio (LCR)
15	Total high-quality liquid assets (HQLA)	51,037,161	50,278,535	46,763,162	44,594,900	43,238,816
16	Total net cash outflow	41,481,281	38,816,209	38,322,586	33,828,912	33,472,706
17	LCR ratio (%)	123.04%	129.53%	122.03%	131.82%	129.18%
Net Stable Funding Ratio (NSFR)
18	Total available stable funding	200,575,813	192,788,405	184,139,370	181,828,138	178,335,325
19	Total required stable funding	185,410,597	178,412,712	170,193,530	166,551,667	163,007,754
20	NSFR ratio	108.18%	108.06%	108.19%	109.17%	109.40%