β¨ 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
Next Page →
β¨ LLM interpretation of page content
π°
Pillar 2 capital for other material risks
(continued from previous page)
π° Finance & RevenuePillar 2 capital, Internal capital allocation, Risk management, Banking
π° Capital adequacy under the internal models based approach
π° Finance & RevenueCapital adequacy, Internal models, Banking, Financial regulation
NZ Gazette 2011, No 88