✨ Banking Regulations
1034
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.
Schedule 4B
Capital adequacy under the internal models based approach
Contents
| Page | |
|---|---|
| 1 | Capital...................................................................................................... 1034 |
| 2 | Credit risk subject to the IRB approach .................................................. 1035 |
| 3 | Additional mortgage information............................................................. 1036 |
| 4 | Specialised lending subject to the slotting approach................................ 1036 |
| 5 | Credit risk exposures subject to the standardised approach ..................... 1037 |
| 6 | Credit risk mitigation ............................................................................... 1038 |
| 7 | Equity exposures...................................................................................... 1038 |
| 8 | Operational risk........................................................................................ 1039 |
| 9 | Market risk end-period capital charges .................................................... 1039 |
| 10 | Market risk peak end-of-day capital charges ........................................... 1039 |
| 11 | Method for deriving peak end-of-day aggregate capital charge............... 1040 |
| 12 | Total capital requirements........................................................................ 1040 |
| 13 | Basel II capital ratios ............................................................................... 1041 |
| 14 | Comparison information on Basel I capital adequacy and on |
| solo capital adequacy ............................................................................... 1041 | |
| 15 | Pillar 2 capital for other material risks..................................................... 1041 |
1
Capital
(1)
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 (Internal Models Based
Approach) (BS2B) (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
Capital
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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
💰
Credit Risk Calculations for Banking Group
(continued from previous page)
💰 Finance & RevenueCredit risk, Risk weights, Capital requirements, Banking regulations, Disclosure requirements
💰 Schedule 4B: Capital Adequacy Under the Internal Models Based Approach
💰 Finance & RevenueCapital adequacy, Internal models, Banking regulations, Risk management, Disclosure requirements