Capital Adequacy Standards




28 FEBRUARY 2011 NEW ZEALAND GAZETTE, No. 21

487

Schedule 9—Full year and half year

Capital adequacy under the standardised approach

Contents

Page
1 Capital 487
2 Capital structure 488
3 Credit risk 488
4 Additional mortgage information 490
5 Credit risk mitigation 490
6 Operational risk 491
7 Market risk end-period capital charges 491
8 Market risk peak end-of-day capital charges 491
9 Method for deriving peak end-of-day aggregate capital charge 492
10 Total capital requirements 492
11 Capital ratios 492
12 Solo capital adequacy 492
13 Pillar 2 capital for other material risks 493
14 Information about ultimate parent bank and ultimate parent banking group 493

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)

Lower Tier Two Capital

Term subordinated debt

Other capital elements with original maturity of five years or more



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2011, No 21





✨ LLM interpretation of page content

💰 Capital adequacy requirements for registered banks (continued from previous page)

💰 Finance & Revenue
Capital Adequacy, Tier One Capital, Tier Two Capital, Banking Regulation