New Zealand Gazette – 2011 – No. 88

Page 2319

✨ Banking Disclosure Requirements

Calculation of off-balance sheet exposures

	Total exposure	Credit conversion factor	Credit equivalent amount	Average risk weight	Risk weighted exposure	Minimum pillar one 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%
Trade-related contingency		20%
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%
Other commitments that cancel automatically when the creditworthiness of the counterparty deteriorates or that can be cancelled unconditionally at any time without prior notice		0%

Market related contracts


(a) Foreign exchange contracts	N/A
(b) Interest rate contracts	N/A
(c) Other - OTC etc	N/A

(3) For the purpose of the disclosure required by subclause (2), average risk weight means the exposure-weighted average of the risk weights of individual exposures determined according to the counterparty or type of asset or issuer as appropriate.

4 Additional mortgage information

(1) The information in subclause (2)—

(a) in respect of the banking group; and

(b) in respect of total residential mortgage loans as used to calculate the registered bank’s pillar one capital requirement for credit risk, categorised by loan-to-valuation ratio.

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

Residential mortgages by loan-to-valuation ratio

LVR range	0%-80%	80%-90%	Over 90%
Value of exposures

5 Credit risk mitigation

(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).

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

The General Assembly Library (on the right) was completed in 1899 and survived the 1907 fire. Now the oldest remaining original Parliament building, still used as the Parliamentary Library.

✨ LLM interpretation of page content

💰 Banking Disclosure Requirements (continued from previous page)

Domain💰 Finance & Revenue
KeywordsCapital 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

As the Gazette has been published for more than 185 years, copyright status depends on the publication date of each issue:

1840–1925 (Public Domain): Issues of the New Zealand Gazette and Provincial Gazettes from this period are in the public domain, as the term of Crown copyright (100 years) has expired. Mechanical reproductions (e.g., scanned PDFs) of these public domain documents do not attract new copyright.
1926–1999 (Crown Copyright): Issues from this period remain subject to Crown copyright. Usage of these issues in this project is "Fair Dealing" for research purposes and consistent with the spirit of the open-access principles championed by NZGOAL, ie, "The default licensing position under ... NZGOAL is the Creative Commons Attribution 4.0 International licence ... [t]o the greatest extent possible, agencies should apply this licence to copyright material on their websites"
2000–Present (CC-BY 3.0 NZ): Gazette issues published on gazette.govt.nz are Crown copyright but are explicitly licensed by the Department of Internal Affairs under the Creative Commons Attribution 3.0 New Zealand licence (CC-BY 3.0 NZ). This project redistributes this content in accordance with those terms.

Nothing in this project is intended to infringe copyright, trademark law or personal privacy. Please contact me immediately if you have any concerns.

Third-Party Content

Where third-party content (e.g., notices submitted by external organisations) is identified within the Gazette, users should satisfy themselves regarding the copyright status of that specific content, as it may be subject to different ownership terms than the Gazette itself.

Sources and Attribution

NZ Gazette Sources

The primary sources for the issues of the NZ Gazette indexed by this project are:

New Zealand Gazette Archive, provided by Victoria University Library, copyright 2008 LexisNexis NZ Limited, Crown Copyright of New Zealand Gazette Office
- Issues from 1841-2008, including the New Munster, New Ulster, and Provincial Gazettes
New Zealand Gazettes by New Zealand Legal Information Institute (note: "NZLII is not the copyright owner in the source documents published on NZLII")
- Issues from 1913-1999
Gazette.govt.nz, Crown copyright / licensed by the Department of Internal Affairs under CC-BY 3.0 NZ
- Issues from 2000-2017

Additional Sources

Wellington City Recollect have made available a comprehensive and excellent-quality scan of the Wellington Provincial Gazette which was used to fill in a number of issues missing from Victoria University's Gazette Archive; in particular, all 1856 issues, issues 22-34 for 1864 and issues 9-19 for 1870.
27 issues of The New Zealand Advertiser and Bay of Islands Gazette (1840) were sourced from Papers Past (public domain).
Gazette Extraordinary No. 1 (1840), held at the Alexander Turnbull Library, Wellington, New Zealand. Imaged by Luke Howison at the National Library reading rooms; PDF released into the public domain.

PDF Icon

The PDF PDF Icon was made by Good Ware, CC BY-SA 4.0.

Masthead

The logo in the header is an edited version of “Winning Coat of Arms Competition Entry, 1908” by Archives New Zealand, CC BY 2.0 (found via Wikipedia).

Who made this?

I'm Luke Howison, a freelance web developer with an interest in genealogy. I have created several websites for genealogical research, such as NZ Ancestor Search Helper.

New Zealand Gazette Index