✨ Banking Regulations
24 JUNE 2011 NEW ZEALAND GAZETTE, No. 88
2385
2 Credit risk
(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 (Standardised Approach) (BS2A) (as applicable).
(2) The following information at the off-quarter balance date:
Calculation of on-balance sheet exposures
| Total exposure after credit risk mitigation | Risk weight | Risk weighted exposure | Minimum pillar one capital requirement | |
|---|---|---|---|---|
| Cash and gold bullion | 0% | |||
| Sovereigns and Central Banks | 0% | |||
| 20% | ||||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Multilateral Development Banks and | 0% | |||
| other international organisations | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Public Sector Entities | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Banks | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Corporate | 20% | |||
| 50% | ||||
| 100% | ||||
| 150% | ||||
| Residential mortgages not past due | 35% | |||
| 50% | ||||
| 75% | ||||
| Past due residential mortgages | 100% | |||
| Other past due assets | 100% | |||
| 150% | ||||
| Equity holdings (not deducted from | ||||
| capital) that are publicly traded | 300% | |||
| All other equity holdings (not | ||||
| deducted from capital) | 400% | |||
| Other assets | 100% |
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NZ Gazette 2011, No 88
✨ LLM interpretation of page content
💰
Credit Risk Disclosure Requirements
(continued from previous page)
💰 Finance & Revenue20 June 2011
Credit risk, Exposure calculation, Banking regulations, Financial reporting