✨ Banking Capital Adequacy
4 NOVEMBER 2011 NEW ZEALAND GAZETTE, No. 169 4763
Schedule 11—Full year and half year
Capital adequacy under the internal models based approach
Contents
| 1 | Capital...................................................................................................... |
| 2 | Capital structure ....................................................................................... |
| 3 | Credit risk subject to the IRB approach ................................................... |
| 4 | Additional mortgage information............................................................. |
| 5 | Specialised lending subject to the slotting approach................................ |
| 6 | Credit risk exposures subject to the standardised approach ..................... |
| 7 | Credit risk mitigation ............................................................................... |
| 8 | Equity exposures...................................................................................... |
| 9 | Scalar ....................................................................................................... |
| 10 | Operational risk........................................................................................ |
| 11 | Market risk end-period capital charges .................................................... |
| 12 | Market risk peak end-of-day capital charges ........................................... |
| 13 | Method for deriving peak end-of-day aggregate capital charge............... |
| 14 | Total capital requirements........................................................................ |
| 15 | Basel II capital ratios ............................................................................... |
| 16 | Solo capital adequacy .............................................................................. |
| 17 | Pillar 2 capital for other material risks..................................................... |
| 18 | Information about ultimate parent bank and ultimate parent banking group ........................................................................................................ |
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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NZ Gazette 2011, No 169
✨ LLM interpretation of page content
💰 Capital adequacy under the internal models based approach
💰 Finance & RevenueBanking, Capital adequacy, Internal models, Risk management