✨ Banking Regulation Tables




2328 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011

Off balance sheet exposures

EAD Average risk weight Risk weighted assets Minimum pillar one capital requirement
Undrawn commitments and other off-balance sheet exposures

(3) For the purpose of the disclosure required by subclause (2)β€”

(a) average risk weight means the EAD-weighted average of the risk weights of individual exposures determined according to the counterparty or type of asset or issuer as appropriate; and

(b) risk-weighted assets and minimum capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.

6 Credit risk exposures subject to the standardised approach

(1) The information in subclause (2)β€”

(a) in respect of the banking group; and

(b) in respect of any credit risk exposures that are not subject to the IRB approach or the slotting approach to specialised lending.

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

Credit risk exposures subject to the standardised approach

On-balance sheet exposures

Total exposure after credit risk mitigation Average risk weight Risk weighted exposure Minimum pillar one capital requirement
Cash and gold bullion
Sovereigns and Central Banks
Multilateral Development Banks and Other International Organisations
Public Sector Entities
Banks
Corporate
Residential Mortgages
Past due assets
Other assets

Off-balance sheet exposures

Total exposure or principal amount Average credit conversion factor Credit equivalent amount Average risk weight Risk weighted exposure Minimum pillar one capital requirement
Total off balance sheet exposures subject to the standardised approach

Market-related contracts subject to the standardised approach

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


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Online Sources for this page:

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





✨ LLM interpretation of page content

πŸ’° Off balance sheet exposures disclosure

πŸ’° Finance & Revenue
Off balance sheet, Exposures, Risk weight, Capital requirement

πŸ’° Credit risk exposures under standardised approach

πŸ’° Finance & Revenue
Credit risk, Standardised approach, On-balance sheet, Off-balance sheet, Market-related contracts