✨ Capital Adequacy Framework
NEW ZEALAND GAZETTE, No. 88
24 JUNE 2011
Schedule 5B
Capital adequacy under the internal models based approach
Contents
| Page | ||
|---|---|---|
| 1 | Capital | 2324 |
| 2 | Capital structure | 2325 |
| 3 | Credit risk subject to the IRB approach | 2325 |
| 4 | Additional mortgage information | 2327 |
| 5 | Specialised lending subject to the slotting approach | 2327 |
| 6 | Credit risk exposures subject to the standardised approach | 2328 |
| 7 | Credit risk mitigation | 2329 |
| 8 | Equity exposures | 2329 |
| 9 | Operational risk | 2329 |
| 10 | Market risk end-period capital charges | 2330 |
| 11 | Market risk peak end-of-day capital charges | 2330 |
| 12 | Method for deriving peak end-of-day aggregate capital charge | 2331 |
| 13 | Total capital requirements | 2331 |
| 14 | Basel II capital ratios | 2332 |
| 15 | Comparison information on Basel I capital adequacy and on solo capital adequacy | 2332 |
| 16 | Pillar 2 capital for other material risks | 2332 |
| 17 | Information about ultimate parent bank and ultimate parent banking group | 2332 |
1
Capital
(1) The information in subclause (2)—
(a) in respect of the capital of the banking group; and
(b) derived in accordance with either the conditions of registration relating to capital adequacy or Capital Adequacy Framework (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information as at the balance 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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NZ Gazette 2011, No 88
✨ LLM interpretation of page content
💰
Capital Adequacy Framework (Internal Models Based Approach)
(continued from previous page)
💰 Finance & RevenueCapital adequacy, Banking group, Internal models, Risk exposure, Capital ratios