New Zealand Gazette – 2008 – No. 40

Page 970

✨ Banking Disclosure Requirements



970 NEW ZEALAND GAZETTE, No. 40 27 FEBRUARY 2008

| Corporate |
| Residential mortgage |
| Other |

6 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 (Standardised Approach) (BS2A)
    (as applicable).

(2) The following information as at the balance date:

Operational risk capital requirement
Operational risk

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

7 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 (Standardised Approach) (BS2A)
    (as applicable).

(2) The following information as at the 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 (2) must include comparative figures for the previous
corresponding period.

8 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 9.

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



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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

💰 Registered Bank Disclosure Statement Order 2008 (continued from previous page)

💰 Finance & Revenue
Banking, Disclosure Statements, Financial Information, Capital Adequacy, Equity Share Capital, Capital Instruments, Reserves, Risk Weighted Exposures, Operational Risk, Market Risk