✨ Capital Adequacy Framework




24 JUNE 2011

NEW ZEALAND GAZETTE, No. 88

2391

Schedule 4B

Capital adequacy under the internal models based approach

Contents

Page
1 Capital 2391
2 Credit risk subject to the IRB approach 2392
3 Additional mortgage information 2393
4 Specialised lending subject to the slotting approach 2393
5 Credit risk exposures subject to the standardised approach 2394
6 Credit risk mitigation 2395
7 Equity exposures 2395
8 Operational risk 2396
9 Market risk end-period capital charges 2396
10 Market risk peak end-of-day capital charges 2397
11 Method for deriving peak end-of-day aggregate capital charge 2397
12 Total capital requirements 2398
13 Basel II capital ratios 2398
14 Comparison information on Basel I capital adequacy and on solo capital adequacy 2398
15 Pillar 2 capital for other material risks 2399

1

Capital

(1) The information in subclause (2)β€”

(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 (Internal Models Based Approach) (BS2B) (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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Online Sources for this page:

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





✨ LLM interpretation of page content

πŸ’° Pillar 2 capital for other material risks (continued from previous page)

πŸ’° Finance & Revenue
Pillar 2 capital, Internal capital allocation, Risk management, Banking

πŸ’° Capital adequacy under the internal models based approach

πŸ’° Finance & Revenue
Capital adequacy, Internal models, Banking, Financial regulation