Investor Presentaiton
Interest Rate Sensitivity
Resilient sensitivity to the interest rate changes
Profile / Strategy / Sustainability / Environment / Financials / Appendix
The Group assess sensitivity to a possible change in special commission rates, with other
variables held constant and assuming a constant balance sheet mix.
The impact of 25bps rate increase/decrease is assessed to be +/-3bps on the net special
commission margin as of 31 December 2022.
The impact of 25bps rate increase/decrease is assessed to be SAR +83.3 mn/-89.7mn on the net
special commission income as of 31 December 2022.
The Group monitors positions daily and uses hedging strategies to ensure maintenance of
positions within the established
gap limits.
Impact of +25bp rate change
on NSCI
▲ 25bps
+83.3 SAR mn
Impact of +25bp rate change
on NSCI margin
▲ 25bps
+0.03%
Special
commission rate
risk exposure
By duration
4Q-22
Assets (SARbn)
Within 3 months
■3-12 months
1-5 years
Over 5 years
Non-special commission
bearing
83
28
131
47
70
Liabilities and Equity (SAR bn)
201
Riyad Bank - Investor Presentation - 30/09/23
Impact of -25bp rate change on NSCI is -89.7 SAR mn, on NSCI margin is -0.03%.
Total special commission rate
sensitivity gap (SAR bn)
SAR 81 bn gap
within 1 year
90
47
34
(173)
26
38
18
13
65
59
General Business
36View entire presentation