✨ Bank Disclosure Requirements
964
NEW ZEALAND GAZETTE, No. 40
27 FEBRUARY 2008
(b) derived in accordance with either the conditions of registration relating to capital adequacy or the Capital Adequacy Framework (Basel I Approach) (BS2) (as applicable).
(2) The following information as at the balance date:
Risk weighted exposures
(1) Calculation of balance sheet exposures
| Amount | Risk weight | Risk weighted exposure |
|---|---|---|
| Cash and short term claims on Government | 0% | |
| Long term claims on Government | 10% | |
| Claims on banks | 20% | |
| Claims on public sector entities | 20% | |
| Residential mortgages | 50% | |
| Other | 100% | |
| Total assets |
(2) Calculation of off-balance sheet exposures
| Amount | Credit conversion factor | Credit equivalent amount | Average counterparty risk weight | Risk weighted exposure |
|---|---|---|---|---|
| Direct credit substitutes | 100% | |||
| Asset sales with recourse | 100% | |||
| Commitments with certain drawdown | 100% | |||
| Underwriting and sub-underwriting facilities | 50% | |||
| Transaction related contingent items | 50% | |||
| Short term, self liquidating trade related contingencies | 20% | |||
| Other commitments to provide financial services which have an original maturity of 1 year or more | 50% | |||
| Other commitments with an original maturity of less than 1 year or which can be unconditionally cancelled at any time | 0% | |||
| Market related contracts¹ (a) foreign exchange contracts (b) interest rate contracts (c) other |
NA | |||
| Total off-balance sheet exposures | ||||
| Risk weighted exposures |
¹ Specify whether the current exposure or original exposure method was used to calculate the credit equivalent amount on these contracts.
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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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Registered Bank Disclosure Statement Order 2008
(continued from previous page)
💰 Finance & RevenueBanking, Disclosure Statements, Financial Information, Capital Adequacy, Equity Share Capital, Capital Instruments, Reserves, Risk Weighted Exposures