Banking Capital Adequacy Requirements




502 NEW ZEALAND GAZETTE, No. 21 28 FEBRUARY 2011

9 Scalar

(1) For the purpose of the disclosure required by this Schedule, risk-weighted on- and off-balance sheet credit exposures and capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.

(2) If applicable,—

(a) an explanation of which figures disclosed are shown after multiplying by the scalar referred to in subclause (1); and

(b) a statement of the value of the scalar.

10 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**

| Approach implemented: | Implied risk weighted exposure | Total operational risk capital requirement |
|-----------------------|--------------------------------|-------------------------------------------|
| Operational risk      |                                |                                           |

(3) For the purpose of the disclosure required by subclause (2)—

(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;

(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.

11 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.



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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Equity exposures under capital adequacy requirements (continued from previous page)

💰 Finance & Revenue
Equity exposures, Risk weights, Capital requirements, Publicly traded equity, Non-public equity

💰 Scalar application in capital adequacy disclosure

💰 Finance & Revenue
Capital adequacy, Scalar, Risk-weighted exposures, Disclosure requirements

💰 Operational risk capital requirements

💰 Finance & Revenue
Operational risk, Capital requirements, Risk-weighted exposure, Banking group

💰 Market risk end-period capital charges

💰 Finance & Revenue
Market risk, Capital charges, Interest rate risk, Foreign currency risk, Equity risk