New Zealand Gazette – 2011 – No. 88

Page 2322

✨ Capital Adequacy Framework



2322 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011

Adequacy Framework (Standardised Approach) (BS2A)

(as applicable).

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

Total exposure after credit risk mitigation Risk weighted exposure or implied risk weighted exposure Capital requirement
Total credit risk + equity
Operational risk N/A
Market risk N/A
TOTAL N/A

11 Capital ratios

(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:

(a) tier one capital ratio; and

(b) total capital ratio.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

12 Solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank; and

(b) derived in accordance with Capital Adequacy Framework (Standardised Approach) (BS2A).

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

(a) total capital requirement; and

(b) tier one capital ratio; and

(c) total capital ratio.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

13 Pillar 2 capital for other material risks

(1) The information in subclause (2)—

(a) in respect of the banking group; and

(b) derived in accordance with the conditions of registration relating to capital adequacy.

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

(a) internal capital allocation for other material risks; and

(b) a summary description of the risks covered by the internal capital allocation for other material risks.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.



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Online Sources for this page:

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




✨ LLM interpretation of page content

💰 Capital Adequacy Framework (Standardised Approach) (BS2A) (continued from previous page)

💰 Finance & Revenue
Capital adequacy, Banking group, Risk exposure, Capital ratios, Solo capital adequacy, Pillar 2 capital