Bank Capital Adequacy Disclosure




24 AUGUST 2011 NEW ZEALAND GAZETTE, No. 133 3699

Schedule 11—Full year and half year

Capital adequacy under the internal models based approach

Contents

Page
1 Capital 3699
2 Capital structure 3700
3 Credit risk subject to the IRB approach 3700
4 Additional mortgage information 3702
5 Specialised lending subject to the slotting approach 3703
6 Credit risk exposures subject to the standardised approach 3703
7 Credit risk mitigation 3704
8 Equity exposures 3704
9 Scalar 3705
10 Operational risk 3705
11 Market risk end-period capital charges 3705
12 Market risk peak end-of-day capital charges 3706
13 Method for deriving peak end-of-day aggregate capital charge 3706
14 Total capital requirements 3706
15 Basel II capital ratios 3707
16 Solo capital adequacy 3707
17 Pillar 2 capital for other material risks 3707
18 Information about ultimate parent bank and ultimate parent banking group 3707

1

Capital

(1) The information in subclause (2)—

(a) in respect of the capital 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:

Capital

Tier one capital

Issued and fully paid up ordinary share capital

Perpetual fully paid up non-cumulative preference shares

Revenue and similar reserves

Current period’s audited retained earnings

Tier one minority interests

Less: deductions from tier one capital (specify each deduction)

Plus: other adjustments to tier one capital (specify each adjustment)

Total tier one capital

Tier two capital

Upper tier two capital

Unaudited retained profits

Revaluation reserves

Upper tier two capital instruments (specify)



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2011, No 133





✨ LLM interpretation of page content

💰 Parent Bank Capital Information Disclosure (continued from previous page)

💰 Finance & Revenue
parent bank capital, tier one capital, Basel compliance, capital ratios, Pillar 1 requirements, mortgage information, loan-to-valuation ratio, Pillar 2 capital, material risks