New Zealand Gazette – 2008 – No. 40

Page 973

✨ Banking Disclosure Statements



27 FEBRUARY 2008 NEW ZEALAND GAZETTE, No. 40 973

(a) the most recent publicly available information for the
following in respect of the ultimate parent bank and the
ultimate parent bank group:

(i) tier one capital ratio:
(ii) total capital ratio:
(iii) the date to which the measures of tier one capital
and capital relate; and

(b) a statement as to—

(i) whether the ultimate parent bank or ultimate
parent banking group is required by the
appropriate banking supervisory authority in its
country of domicile to hold minimum capital at
least equal to that specified under either the
Basel I approach, or the Basel II (standardised)
approach, or the Basel II (internal models based)
approach and if so, which; and

(ii) to the extent that the information is publicly
available, whether the ultimate parent bank or
ultimate parent bank group meets the
requirements imposed on it by the appropriate
banking supervisory authority in its country of
domicile as at the latest balance date.

(c) the methods by which users can access pillar three
disclosure information, if it has been published, on the
implementation of the Basel II capital adequacy
framework by the ultimate parent bank or ultimate
parent bank group,

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

——————————

Schedule 5B

Capital adequacy under the internal models based approach

Contents

Page
1 Capital 974
2 Capital structure 974
3 Credit risk subject to the IRB approach 975
4 Additional mortgage information 977
5 Specialised lending subject to the slotting approach 977
6 Credit risk exposures subject to the standardised approach 977
7 Credit risk mitigation 978
8 Equity exposures 979
9 Operational risk 979
10 Market risk end-period capital charges 979
11 Market risk peak end-of-day capital charges 980
12 Method for deriving peak end-of-day aggregate capital charge 980
13 Total capital requirements 981
14 Basel II capital ratios 981
15 Comparison information on Basel I capital adequacy and on solo
capital adequacy 981
16 Pillar 2 capital for other material risks 982
17 Information about ultimate parent bank and ultimate parent
banking group 982


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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

💰 Capital Adequacy under the Internal Models Based Approach

💰 Finance & Revenue
Capital Adequacy, Basel II, Internal Models, Credit Risk, Operational Risk, Market Risk