✨ 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
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✨ LLM interpretation of page content
💰
Registered Bank Disclosure Statement (Off-Quarter—New Zealand Incorporated Registered Banks) Order 2011
(continued from previous page)
💰 Finance & Revenue20 June 2011
Banking regulations, Disclosure statement, Comparative figures, Financial reporting
NZ Gazette 2011, No 88