✨ Banking Regulations
1134 NEW ZEALAND GAZETTE, No. 40 27 FEBRUARY 2008
5 Method for deriving peak end-of-day notional capital charges
(1) For the purpose of the disclosure required by clause 4, peak end-of-day notional capital charge for each category of market risk is derived by determining the maximum over the relevant period of the aggregate capital charge for that category at the close of each business day derived in accordance with—
(a) Capital Adequacy Framework (Standardised Approach) (BS2A); or
(b) any other method, but only if the aggregate capital charge derived in accordance with that method is not, in the opinion of the registered bank (such opinion to be based on reasonable grounds), materially lower than the amount derived under paragraph (a).
(2) For the purpose of the disclosure required by clause 4, peak end-of-day notional capital charge as a percentage of the overseas banking group’s equity is derived by dividing peak end-of-day notional capital charge by—
(a) the overseas banking group’s equity as at the end of the quarter; or
(b) the most recently publicly disclosed amount of the overseas banking group’s equity; or
(c) the overseas banking group’s equity at the date to which the maximum end-of-day notional capital charge applied.
(3) A statement of the method used to derive peak end-of-day notional capital charge, and peak end-of-day notional capital charge as a percentage of the overseas banking group’s equity, for each category of market risk.
6 Capital ratios
(1) The most recent publicly available information specified in respect of the capital ratios of the overseas bank and the overseas banking group, including the following information:
(a) tier one capital ratio:
(b) total capital ratio:
(c) the date to which the measures of tier one capital ratio and total capital ratio relate.
(2) The information that is required to be disclosed under subclause (1) must include comparative figures for the previous corresponding period to the extent that the information is publicly available.
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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
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Schedule 4: Credit and market risk exposures and capital adequacy
(continued from previous page)
💰 Finance & RevenueCredit Risk, Market Risk, Capital Adequacy, Banking Regulations, Capital Ratios