✨ Banking Regulation
506 NEW ZEALAND GAZETTE, No. 21 28 FEBRUARY 2011
Schedule 12—Off quarters
Capital adequacy under the internal models based approach
Contents
| Page | ||
|---|---|---|
| 1 | Basel II capital ratios | 506 |
| 2 | Capital | 506 |
| 3 | Credit risk subject to the IRB approach | 506 |
| 4 | Other credit risk capital requirements | 507 |
| 5 | Scalar | 507 |
| 6 | Capital requirements for other risks | 507 |
| 7 | Additional mortgage information | 508 |
| 8 | Pillar 2 capital for other material risks | 508 |
1 Basel II 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 at the reporting date:
(a) tier one capital ratio; and
(b) total capital ratio.
2 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 at the reporting date:
| Capital |
|---|
| Tier one capital (before deductions) |
| Total tier one capital (net of all deductions and adjustments) |
| Total tier two capital |
| Total of tier one capital and tier two capital |
| Deductions from total capital and other adjustments |
| Capital |
3 Credit risk subject to the IRB approach
(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) For each exposure class where the IRB approach is applied, the following information at the reporting date:
| Name of exposure class | Total minimum capital requirement for that exposure class |
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NZ Gazette 2011, No 21
✨ LLM interpretation of page content
💰
Information about ultimate parent bank and ultimate parent banking group
(continued from previous page)
💰 Finance & RevenueParent bank, Capital ratios, Banking group, Basel I, Basel II, Pillar 3 disclosure