New Zealand Gazette – 2008 – No. 40

Page 1039

✨ Capital Adequacy Disclosure Requirements

27 FEBRUARY 2008
NEW ZEALAND GAZETTE, No. 40

8 Operational Risk
(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 (Internal Models Based Approach) (BS2B) (as applicable).

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

Operational risk capital requirement	Implied Risk Weighted Exposure	Total operational risk capital requirement
Operational risk

(3) For the purpose of the disclosure required by subclause (2)—
(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;
(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.

9 Market risk end-period capital charges
(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 (Internal Models Based Approach) (BS2B) (as applicable).

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

Market Risk	Implied risk weighted exposure	Aggregate capital charge	Aggregate capital charge as a percentage of the banking group’s equity
Interest rate risk
Foreign currency risk
Equity risk

(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.

(4) The information that is required to be disclosed under subclause (1) must include comparative figures for the previous corresponding period.

10 Market risk peak end-of-day capital charges
(1) The information in subclause (2)—
(a) in respect of the banking group; and
(b) derived in accordance with clause 11.

(2) The following information in respect of peak end-of-day aggregate capital charges for the first quarter accounting period or the most recent quarter of the third quarter accounting period (as applicable):

VUW Te Waharoa — NZ Gazette 2008, No 40

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

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✨ LLM interpretation of page content

💰 Operational Risk Disclosure Requirements (continued from previous page)

Domain💰 Finance & Revenue
KeywordsOperational risk, Capital adequacy, Banking regulations, Risk management, Disclosure requirements, Off-quarter balance date, Risk weighted exposure

💰 Market Risk End-Period Capital Charges

Domain💰 Finance & Revenue
KeywordsMarket risk, Capital charges, Banking regulations, Risk management, Interest rate risk, Foreign currency risk, Equity risk, Comparative figures

💰 Market Risk Peak End-of-Day Capital Charges

Domain💰 Finance & Revenue
KeywordsMarket risk, Peak capital charges, Banking regulations, Risk management, End-of-day charges, First quarter accounting period, Third quarter accounting period

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