✨ Banking Regulation Notices
28 FEBRUARY 2011 NEW ZEALAND GAZETTE, No. 21
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
| Operational risk | Implied risk weighted exposure | Total operational risk capital requirement |
|---|
(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 21
✨ LLM interpretation of page content
💰
Capital adequacy requirements for registered banks
(continued from previous page)
💰 Finance & RevenueCapital Adequacy, Operational Risk, Market Risk, Banking Regulation, Risk Weights, Exposure Calculation