✨ Banking Regulations
2330 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011
(2) The following information as at the balance date:
Operational risk capital requirement
| Approach implemented: | Implied risk weighted exposure | Total operational risk capital requirement |
|---|---|---|
| Operational risk |
(3) For the purpose of the disclosure required by subclause (2)—
(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;
(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
10 Market risk end-period capital charges
(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 (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information as at the balance date:
| Market risk | Implied risk weighted exposure | Aggregate capital charge | Aggregate capital charge as a percentage of the banking group’s equity |
|---|---|---|---|
| Interest rate risk | |||
| Foreign currency risk | |||
| Equity risk |
(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.
(4) The information that is required to be disclosed under subclause (1) must include comparative figures for the previous corresponding period.
11 Market risk peak end-of-day capital charges
(1) The information in subclause (2)—
(a) in respect of the banking group; and
(b) derived in accordance with clause 12.
(2) The following information in respect of peak end-of-day aggregate capital charges for the most recent quarter of the accounting period or interim accounting period (as applicable):
| Market risk | Implied risk weighted exposure | Aggregate capital charge | Aggregate capital charge as a percentage of the banking group’s equity |
|---|---|---|---|
| Interest rate risk | |||
| Foreign currency risk | |||
| Equity risk |
(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.
Next Page →
NZ Gazette 2011, No 88
✨ LLM interpretation of page content
💰 Operational risk capital requirement disclosure
💰 Finance & RevenueOperational risk, Capital requirement, Banking group, Disclosure
💰 Market risk end-period capital charges disclosure
💰 Finance & RevenueMarket risk, Capital charges, Banking group, Disclosure
💰 Market risk peak end-of-day capital charges disclosure
💰 Finance & RevenueMarket risk, Capital charges, Banking group, Disclosure