✨ Banking Disclosure Requirements
2318 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011
3 Credit risk
(1) The information in subclause (2)—
(a) in respect of the banking group; and
(b) derived in accordance with either the conditions of registration relating to capital adequacy or Capital Adequacy Framework (Standardised Approach) (BS2A) (as applicable).
(2) The following information as at the balance date:
Calculation of on-balance-sheet exposures
| Total exposure after credit risk mitigation | Risk weight | Risk weighted exposure | Minimum pillar one capital requirement | |
|---|---|---|---|---|
| Cash and gold bullion | 0% | |||
| Sovereigns and Central Banks | 0% | |||
| 20% | ||||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Multilateral Development Banks and Other | 0% | |||
| International Organisations | 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% | |||
| 150% | ||||
| Equity holdings (not deducted from capital) that are publicly traded | 300% | |||
| All other equity holdings (not deducted from capital) | 400% | |||
| Other assets | 100% |
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NZ Gazette 2011, No 88
✨ LLM interpretation of page content
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Banking Disclosure Requirements
(continued from previous page)
💰 Finance & RevenueCapital ratios, Tier one capital, Tier two capital, Comparative figures, Ultimate parent bank, Banking regulations, Credit risk, On-balance-sheet exposures, Risk weight, Risk weighted exposure, Minimum pillar one capital requirement