New Zealand Gazette – 2008 – No. 40

Page 975

✨ Capital Adequacy Regulations



27 FEBRUARY 2008 NEW ZEALAND GAZETTE, No. 40

975

(iv) provision for any variation or suspension of
dividend payments; and

(v) any maturity date; and

(vi) any options granted or to be granted pursuant to
any arrangement, the consideration given or to
be given, the expiry date for the exercise and the
total number of shares subject to such option;
and

(c) the total of cumulative preferred dividends in arrears;
and

(d) a brief description of any other material terms and
conditions of issue of the securities including provisions
of related contracts or arrangements.

(3) For every other class of capital instrument included in capital:

(a) whether the class constitutes upper or lower tier two
capital; and

(b) the priority or ranking in point of security, payment or
claims of the class; and

(c) all other material terms and conditions of issues of the
class, including any related contracts or arrangements.

(4) The nature and amount of each reserve in respect of the
registered bank and banking group.

3 Credit Risk subject to the IRB approach

(1) The information in subclauses (2) and (4)—

(a) in respect of the capital 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) For each exposure class where the IRB approach is applied the
following information as at the balance date:

Name of exposure class Exposure amounts Exposure-weighted LGD (%) used for the capital calculation Exposure-weighted Risk Weight (%) Risk weighted assets Minimum capital requirement
Exposure-weighted PD grade 1 (%)
Exposure-weighted PD grade 2 (%)
...
Default PD grade
AGGREGATE EXPOSURE-WEIGHTED PD GRADE TOTAL EXPOSURES AGGREGATE EXPOSURE-WEIGHTED LGD GRADE (%) AGGREGATE EXPOSURE-WEIGHTED RISK WEIGHT (%) TOTAL Risk weighted assets TOTAL Minimum capital requirement

(3) For the purpose of the disclosure required by subclause (2):

(a) the exposure-weighted value of an item in any box of
the table is calculated as the sum, across each exposure
falling within that box, of the following amount:



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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

💰 Capital Adequacy under the Internal Models Based Approach (continued from previous page)

💰 Finance & Revenue
Capital Adequacy, Basel II, Internal Models, Credit Risk, Operational Risk, Market Risk, Capital Structure, Tier One Capital, Tier Two Capital

💰 Credit Risk Disclosure Requirements under IRB Approach

💰 Finance & Revenue
Credit Risk, IRB Approach, Exposure Classes, Capital Adequacy, Risk Weighted Assets