✨ Banking Risk Disclosures
4758 NEW ZEALAND GAZETTE, No. 169 4 NOVEMBER 2011
6 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
| Implied risk weighted exposure | Total operational risk capital requirement | |
|---|---|---|
| Operational risk |
(3) For the purpose of the disclosure required by subclause (2), implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
7 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.
8 Market risk peak end-of-day capital charges
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with clause 9.(2) The following information in respect of peak end-of-day aggregate capital charges for the half year accounting period or the then remaining part of the full year accounting period (as applicable):
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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NZ Gazette 2011, No 169
✨ LLM interpretation of page content
💰 Operational risk capital requirement disclosure
💰 Finance & RevenueOperational risk, Capital requirement, Banking group, Risk weighted exposure
💰 Market risk end-period capital charges disclosure
💰 Finance & RevenueMarket risk, Capital charges, Banking group, Interest rate risk, Foreign currency risk, Equity risk
💰 Market risk peak end-of-day capital charges disclosure
💰 Finance & RevenueMarket risk, Capital charges, Banking group, Peak end-of-day, Interest rate risk, Foreign currency risk, Equity risk