✨ Banking Regulations
1028 NEW ZEALAND GAZETTE, No. 40
27 FEBRUARY 2008
(3) The information that is required to be disclosed under subclause
(2) must include comparative figures for the previous
corresponding period.
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Schedule 4A
Capital adequacy under the standardised approach
Contents Page
1 Capital...................................................................................................... 1028
2 Credit risk................................................................................................ 1029
3 Additional mortgage information............................................................. 1030
4 Credit risk mitigation............................................................................. 1030
5 Operational risk........................................................................................ 1031
6 Market risk end-period capital charges...................................................... 1031
7 Market risk peak end-of-day capital charges............................................. 1032
8 Method for deriving peak end-of-day aggregate capital charge............... 1032
9 Total capital requirements........................................................................ 1033
10 Capital ratios.......................................................................................... 1033
11 Solo capital adequacy.............................................................................. 1033
12 Pillar 2 capital for other material risks..................................................... 1033
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(1) Capital
The information in subclause (2)—
(a) in respect of the capital of the banking group; and
(b) derived in accordance with either the conditions of
registration relating to capital adequacy or Capital
Adequacy Framework (Standardised Approach) (BS2A)
(as applicable).
(2) The following information at the off-quarter balance date:
CAPITAL
Tier one capital (before deductions)
Less: deductions from tier one capital
Plus: other adjustments to tier one capital
Total tier one capital
Upper tier two capital
Less: deductions from upper tier two capital (specify each deduction)
Plus: other adjustments to upper tier two capital (specify each adjustment)
Lower tier two capital
Total tier two capital
Total of tier one capital and tier two capital
Less: deductions from total capital
Plus: other adjustments to total capital
CapitalNext Page →
Online Sources for this page:
VUW Te Waharoa —
NZ Gazette 2008, No 40
Gazette.govt.nz —
NZ Gazette 2008, No 40
✨ LLM interpretation of page content
💰
Risk Weighted Exposures and Capital Adequacy under Basel I Approach
(continued from previous page)
💰 Finance & RevenueCapital adequacy, Risk weighted exposures, Basel I, Banking regulations, Tier one capital, Tier two capital
💰 Capital Adequacy under Standardised Approach
💰 Finance & RevenueCapital adequacy, Standardised approach, Banking regulations, Tier one capital, Tier two capital