Banking Regulation




496 NEW ZEALAND GAZETTE, No. 21 28 FEBRUARY 2011

Schedule 11—Full year and half year

Capital adequacy under the internal models based approach

Contents

Page
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)

Lower Tier Two Capital



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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, Banking Regulation, Pillar 1 Capital, Residential Mortgages, Loan-to-valuation Ratio, Pillar 2 Capital