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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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2011, No 87





✨ LLM interpretation of page content

💰 Capital adequacy under the internal models based approach

💰 Finance & Revenue
Capital adequacy, Internal models, Banking regulations, Financial reporting

💰 Pillar 2 capital for other material risks (continued from previous page)

💰 Finance & Revenue
Pillar 2 Capital, Material Risks, Internal Capital Allocation, Risk Description