✨ Banking Capital Adequacy Disclosures
27 FEBRUARY 2008
NEW ZEALAND GAZETTE, No. 40
979
8 Equity Exposures
(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 (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information as at the balance date:
| Equity exposures | Total Exposure | Risk Weight | Risk Weighted Exposure | Minimum Pillar One Capital Requirement |
|---|---|---|---|---|
| Equity holdings (not deducted from capital) that are publicly traded | 300% | |||
| All other equity holdings (not deducted from capital) | 400% |
9 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 (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information as at the balance date:
Operational risk capital requirement
| Approach implemented: | Implied Risk Weighted Exposure | Total operational risk capital requirement |
|---|---|---|
| Operational risk |
(3) For the purpose of the disclosure required by subclause (2)—
(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;
(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
10 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 (Internal Models Based Approach) (BS2B) (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 |
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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
💰 Equity Exposures Capital Adequacy
💰 Finance & RevenueEquity exposures, Risk weight, Capital adequacy, Banking group, BS2B
💰 Operational Risk Capital Requirements
💰 Finance & RevenueOperational risk, Capital requirement, Implied risk weighted exposure, Banking group, BS2B
💰 Market Risk End-Period Capital Charges
💰 Finance & RevenueMarket risk, Capital charge, Interest rate risk, Foreign currency risk, Equity risk, Banking group, BS2B