Banking Regulations




NEW ZEALAND GAZETTE, No. 88

24 JUNE 2011

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

Risk weighted exposures

Calculation of balance sheet exposures

Amount Risk weight Risk weighted exposure
Cash and short term claims on
Government 0%
Long term claims on
Government 10%
Claims on banks 20%
Claims on public sector entities 20%
Residential mortgages 50%
Other 100%
Total assets

Calculation of off-balance sheet exposures

Amount Credit conversion factor Credit equivalent amount Average counterparty risk weight Risk weighted exposure
Direct credit substitutes 100%
Asset sales with recourse 100%
Commitments with certain drawdown 100%
Underwriting and sub-underwriting facilities 50%
Transaction related contingent items 50%
Short term, self liquidating trade related
contingencies 20%
Other commitments to provide financial services
which have an original maturity of 1 year or more 50%
Other commitments with an original maturity of
less than 1 year or which can be unconditionally
cancelled at any time 0%
Market related contracts(2)
(a) foreign exchange contracts N/A
(b) interest rate contracts N/A
(c) other
Total off-balance sheet exposures
Risk weighted exposures

3 Capital ratios

(1) The information in subclause (2) derived in accordance with either the conditions of registration relating to capital adequacy or the Capital Adequacy Framework (Basel I Approach) (BS2) (as applicable).

(2) The following information in respect of the banking group as at the off-quarter balance date:

(a) tier one capital ratio; and

(b) total capital ratio.

(2) Specify whether the current exposure or original exposure method was used to calculate the credit equivalent amount on these contracts.



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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Registered Bank Disclosure Statement (Off-Quarter—New Zealand Incorporated Registered Banks) Order 2011 (continued from previous page)

💰 Finance & Revenue
20 June 2011
Banking regulations, Disclosure statement, Credit risk, Asset quality, Financial statements, Capital adequacy, Basel I approach