✨ Banking Capital Requirements
NEW ZEALAND GAZETTE, No. 133
24 AUGUST 2011
Pillar 1 capital requirements
| Pillar 1 capital requirement |
|---|
On-balance sheet credit risk:
- Residential mortgages (including past due)
- Corporate
- Claims on banks
- Other
Total on-balance sheet credit risk
Other capital requirements:
- Off-balance sheet credit exposures
- Operational risk
- Market risk
Total other capital requirements
Total Pillar 1 capital requirement
4 Additional mortgage information
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) in respect of total residential mortgage loans as used to calculate the registered bank’s Pillar 1 capital requirement for credit risk, categorised by loan-to-valuation ratio.
(2) The following information at the reporting date:
Residential mortgages by loan-to-valuation ratio
| Loan-to-valuation ratio | Does not exceed 80% | Exceeds 80% and not 90% | Exceeds 90% |
|---|---|---|---|
| Value of exposures |
(3) For the purpose of the disclosure required by subclause (2), any residential mortgage loan for which no loan-to-valuation ratio is available must be included in the category for loan-to-valuation ratios that exceed 90%.
5 Pillar 2 capital for other material risks
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with the conditions of registration relating to capital adequacy.
(2) The following information as at the reporting date:
(a) internal capital allocation for other material risks; and
(b) a summary description of the risks covered by the internal capital allocation for other material risks.
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NZ Gazette 2011, No 133
✨ LLM interpretation of page content
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Parent Bank Capital Information Disclosure
(continued from previous page)
💰 Finance & Revenueparent bank capital, tier one capital, Basel compliance, capital ratios, Pillar 1 requirements, mortgage information, loan-to-valuation ratio, Pillar 2 capital, material risks