New Zealand Gazette – 2011 – No. 21

Page 492

✨ Banking Capital Adequacy Requirements



492 NEW ZEALAND GAZETTE, No. 21 28 FEBRUARY 2011

9 Method for deriving peak end-of-day aggregate capital charge

(1) For the purpose of the disclosure required by clause 8, peak end-of-day aggregate capital charge for each category of market risk is derived by determining the maximum over the relevant period of the aggregate capital charge at the close of each business day derived in accordance with—

(a) Capital Adequacy Framework (Standardised Approach) (BS2A); or

(b) any other method, but only if the aggregate market risk capital charge derived in accordance with that method is not, in the opinion of the registered bank (such opinion to be based on reasonable grounds), materially lower than the amount derived under paragraph (a).

(2) A statement of the method used to derive peak end-of-day aggregate capital charge for each category of market risk.

10 Total capital requirements

(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:

Total exposure after credit risk mitigation Risk weighted exposure or implied risk weighted exposure Capital requirement
Total credit risk + equity
Operational risk n/a
Market risk n/a
TOTAL n/a

11 Capital ratios

(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:

(a) tier one capital ratio; and

(b) total capital ratio.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

12 Solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank; and

(b) derived in accordance with Capital Adequacy Framework (Standardised Approach) (BS2A).

(2) The following information as at the reporting date:

(a) tier one capital ratio; and

(b) total capital ratio.


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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, Operational Risk, Market Risk, Banking Regulation, Risk Weights, Exposure Calculation