✨ Financial Regulations
24 JUNE 2011
NEW ZEALAND GAZETTE, No. 87
2177
Schedule 11—Full year and half year
Capital adequacy under the internal models based approach
Contents
| Page | ||
|---|---|---|
| 1 | Capital | 2177 |
| 2 | Capital structure | 2178 |
| 3 | Credit risk subject to the IRB approach | 2178 |
| 4 | Additional mortgage information | 2180 |
| 5 | Specialised lending subject to the slotting approach | 2181 |
| 6 | Credit risk exposures subject to the standardised approach | 2181 |
| 7 | Credit risk mitigation | 2182 |
| 8 | Equity exposures | 2182 |
| 9 | Scalar | 2183 |
| 10 | Operational risk | 2183 |
| 11 | Market risk end-period capital charges | 2183 |
| 12 | Market risk peak end-of-day capital charges | 2184 |
| 13 | Method for deriving peak end-of-day aggregate capital charge | 2184 |
| 14 | Total capital requirements | 2184 |
| 15 | Basel II capital ratios | 2185 |
| 16 | Solo capital adequacy | 2185 |
| 17 | Pillar 2 capital for other material risks | 2185 |
| 18 | Information about ultimate parent bank and ultimate parent banking group | 2185 |
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)
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✨ LLM interpretation of page content
💰 Capital adequacy under the internal models based approach
💰 Finance & RevenueCapital adequacy, Internal models, Banking regulations, Financial reporting
💰
Pillar 2 capital for other material risks
(continued from previous page)
💰 Finance & RevenuePillar 2 Capital, Material Risks, Internal Capital Allocation, Risk Description
NZ Gazette 2011, No 87