✨ Financial Capital Adequacy Tables
NEW ZEALAND GAZETTE, No. 87
24 JUNE 2011
Calculation of on-balance-sheet exposures
| Total exposure after credit risk mitigation | Risk weight | Risk weighted exposure | Minimum Pillar 1 capital requirement | |
|---|---|---|---|---|
| Cash and gold bullion | 0% | |||
| Sovereigns and central banks | 0% | |||
| 20% | ||||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Multilateral development banks and other international organisations | 0% | |||
| 20% | ||||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Public sector entities | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Banks | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Corporate | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Residential mortgages not past due | 35% | |||
| 50% | ||||
| 75% | ||||
| Past due residential mortgages | 100% | |||
| Other past due assets | 100% | |||
| Equity holdings (not deducted from capital) that are publicly traded | 150% | |||
| 300% | ||||
| All other equity holdings (not deducted from capital) | 400% | |||
| Other assets | 100% |
Calculation of off-balance sheet exposures
| Total exposure | Credit conversion factor | Credit equivalent amount | Average risk weight | Risk weighted exposure | Minimum Pillar 1 capital requirement | |
|---|---|---|---|---|---|---|
| Direct credit substitute | 100% | |||||
| Asset sale with recourse | 100% | |||||
| Forward asset purchase | 100% | |||||
| Commitment with certain drawdown | 100% | |||||
| Note issuance facility | 50% | |||||
| Revolving underwriting facility | 50% | |||||
| Performance-related contingency | 50% | 35% | ||||
| Trade-related contingency | 20% | 50% | ||||
| Placements of forward deposits | 100% | |||||
| Other commitments where original maturity is more than one year | 50% | |||||
| Other commitments where original maturity is less than or equal to one year | 20% |
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NZ Gazette 2011, No 87
✨ LLM interpretation of page content
💰
Schedule 9—Full year and half year Capital adequacy under the standardised approach
(continued from previous page)
💰 Finance & RevenueCapital Adequacy, Financial Disclosures, On-balance-sheet Exposures, Off-balance-sheet Exposures, Risk Weighting, Minimum Capital Requirements