Banking Financial Disclosure




2314 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011

(b) derived in accordance with either the conditions of registration relating to capital adequacy or the Capital Adequacy Framework (Basel I Approach) (BS2) (as applicable).

(2) The following information as at the balance date:

Risk weighted exposures

Calculation of balance sheet exposures

Amount Risk weight Risk weighted exposure
Cash and short term claims on Government 0%
Long term claims on Government 10%
Claims on banks 20%
Claims on public sector entities 20%
Residential mortgages 50%
Other 100%
Total assets

Calculation of off-balance sheet exposures

Amount Credit conversion factor Credit equivalent amount Average counterparty risk weight Risk weighted exposure
Direct credit substitutes 100%
Asset sales with recourse 100%
Commitments with certain drawdown 100%
Underwriting and sub-underwriting facilities 50%
Transaction related contingent items 50%
Short term, self liquidating trade related contingencies 20%
Other commitments to provide financial services which have an original maturity of 1 year or more 50%
Other commitments with an original maturity of less than 1 year or which can be unconditionally cancelled at any time 0%
Market related contracts¹
(a) foreign exchange contracts NA
(b) interest rate contracts
(c) other
Total off-balance sheet exposures
Risk weighted exposures

¹ Specify whether the current exposure or original exposure method was used to calculate the credit equivalent amount on these contracts.



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2011, No 88





✨ LLM interpretation of page content

💰 Banking Disclosure Requirements (continued from previous page)

💰 Finance & Revenue
Risk weighted exposures, Balance sheet exposures, Off-balance sheet exposures, Credit conversion factor, Credit equivalent amount, Counterparty risk weight, Financial instruments, Banking regulations