New Zealand Gazette – 2008 – No. 40

Page 1041

✨ Banking Regulations



27 FEBRUARY 2008 NEW ZEALAND GAZETTE, No. 40 1041

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

(3) For the purpose of the disclosure required by subclause (2), supervisory adjustment means an additional capital requirement (if any) imposed in the conditions of registration.

13 Basel II 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 (Internal Models Based Approach) (BS2B) (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.

14 Comparison information on Basel I capital adequacy and on solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank and the banking group; and

(b) determined in accordance with Capital Adequacy Framework (Basel I Approach) (BS2).

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

(a) total risk-weighted exposures; 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.

15 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.

(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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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

💰 Market Risk Peak End-of-Day Capital Charges (continued from previous page)

💰 Finance & Revenue
Market risk, Peak capital charges, Banking regulations, Risk management, End-of-day charges, Interest rate risk, Foreign currency risk, Equity risk

💰 Basel II Capital Ratios Disclosure

💰 Finance & Revenue
Capital adequacy, Basel II, Tier one capital ratio, Total capital ratio, Banking group, Comparative figures

💰 Comparison Information on Basel I Capital Adequacy

💰 Finance & Revenue
Capital adequacy, Basel I, Risk-weighted exposures, Tier one capital ratio, Total capital ratio, Registered bank, Banking group

💰 Pillar 2 Capital for Other Material Risks

💰 Finance & Revenue
Capital allocation, Pillar 2, Material risks, Internal capital, Risk summary, Banking group