Banking Regulations




24 AUGUST 2011 NEW ZEALAND GAZETTE, No. 133 3705

9 Scalar

(1) For the purpose of the disclosure required by this Schedule, risk-weighted on- and off-balance sheet credit exposures and capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.

(2) If applicable,—

(a) an explanation of which figures disclosed are shown after multiplying by the scalar referred to in subclause (1); and

(b) a statement of the value of the scalar.

10 Operational risk

(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:

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.

11 Market risk end-period capital charges

(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:

Market risk

Implied risk weighted exposure Aggregate capital charge
Interest rate risk
Foreign currency risk
Equity risk

(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.



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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Risk-weighted credit exposures and capital requirements

💰 Finance & Revenue
risk-weighted exposures, capital adequacy, scalar, operational risk, market risk