Banking Capital Requirements




24 JUNE 2011 NEW ZEALAND GAZETTE, No. 88 2389

9 Total capital requirements

(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:

Total exposure after credit risk mitigation Risk weighted exposure or implied risk weighted exposure Capital requirement
Total credit risk + equity
Operational risk N/A
Market risk N/A
TOTAL N/A

10 Capital ratios

(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:

(a) tier one capital ratio; and

(b) total capital ratio.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

11 Solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank; and

(b) derived in accordance with Capital Adequacy Framework (Standardised Approach) (BS2A).

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

(a) total capital requirement; and

(b) tier one capital ratio; and

(c) total capital ratio.

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

12 Pillar 2 capital for other material risks

(1) The information in subclause (2)—

(a) in respect of the banking group; and

(b) derived in accordance with the conditions of registration relating to capital adequacy.

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

(a) internal capital allocation for other material risks; and

(b) a summary description of the risks covered by the internal capital allocation for other material risks.


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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Method for deriving peak end-of-day aggregate capital charge (continued from previous page)

💰 Finance & Revenue
Market risk, Capital charge derivation, Banking, Disclosure methods

💰 Total capital requirements disclosure

💰 Finance & Revenue
Capital adequacy, Credit risk, Operational risk, Market risk, Banking

💰 Capital ratios disclosure

💰 Finance & Revenue
Tier one capital ratio, Total capital ratio, Comparative figures, Banking

💰 Solo capital adequacy disclosure

💰 Finance & Revenue
Solo capital adequacy, Total capital requirement, Comparative figures, Banking

💰 Pillar 2 capital for other material risks

💰 Finance & Revenue
Pillar 2 capital, Internal capital allocation, Risk management, Banking