Banking Regulations




Schedule 4A

Capital adequacy under the standardised approach

Contents

Page
1 Capital 2384
2 Credit risk 2385
3 Additional mortgage information 2386
4 Credit risk mitigation 2386
5 Operational risk 2387
6 Market risk end-period capital charges 2387
7 Market risk peak end-of-day capital charges 2388
8 Method for deriving peak end-of-day aggregate capital charge 2388
9 Total capital requirements 2389
10 Capital ratios 2389
11 Solo capital adequacy 2389
12 Pillar 2 capital for other material risks 2389

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 (Standardised Approach) (BS2A) (as applicable).

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

Capital

Tier one capital (before deductions)

Less: deductions from tier one capital

Plus: other adjustments to tier one capital

Total tier one capital

Upper tier two capital

Less: deductions from upper tier two capital (specify each deduction)

Plus: other adjustments to upper tier two capital (specify each adjustment)

Lower tier two capital

Total tier two capital

Total of tier one capital and tier two capital

Less: deductions from total capital

Plus: other adjustments to total capital

Capital



Next Page →



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, Comparative figures, Financial reporting