New Zealand Gazette – 2008 – No. 40

Page 1033

✨ Banking Regulations



27 FEBRUARY 2008 NEW ZEALAND GAZETTE, No. 40 1033

9
Total capital requirements

(1) The information in subclause (2)—

(a) in respect 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:

Total Exposure after Credit Risk Mitigation Risk Weighted Exposure or Implied Risk Weighted Exposure Capital Requirement
Total credit risk + equity
Operational risk N/A
Market risk N/A
TOTAL N/A

10
Capital ratios

(1) The information in subclause (2)—

(a) in respect 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:

(a) tier one capital ratio; and

(b) total capital ratio.

(3) The information that is required to be disclosed under subclause
(2) must include comparative figures for the previous
corresponding period.

11
Solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank; and

(b) derived in accordance with Capital Adequacy
Framework (Standardised Approach) (BS2A).

(2) The following information at the off-quarter balance date:

(a) total capital requirement; and

(b) tier one capital ratio; and

(c) total capital ratio.

(3) The information that is required to be disclosed under subclause
(2) must include comparative figures for the previous
corresponding period.

12
Pillar 2 capital for other material risks

(1) The information in subclause (2)—

(a) in respect of the banking group; and

(b) derived in accordance with the conditions of registration
relating to capital adequacy.

(2) The following information as at the balance date:

(a) internal capital allocation for other material risks; and

(b) a summary description of the risks covered by the
internal capital allocation for other material risks.



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Online Sources for this page:

VUW Te Waharoa — PDF NZ Gazette 2008, No 40


Gazette.govt.nz — PDF NZ Gazette 2008, No 40




✨ LLM interpretation of page content

💰 Credit Risk Calculations for Banking Group (continued from previous page)

💰 Finance & Revenue
Credit risk, Risk weights, Capital requirements, Banking regulations, Disclosure requirements