✨ Financial Regulation Disclosures
2394 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011
On balance sheet exposures
| Total Exposures after credit risk mitigation | Risk weight | Risk weighted assets | Minimum pillar one capital requirement |
|---|---|---|---|
| 70% | |||
| 90% | |||
| 115% | |||
| 250% |
Off balance sheet exposures
| Undrawn commitments and other off-balance sheet exposures | EAD | Average risk weight | Risk weighted assets | Minimum pillar one capital requirement |
|---|
(3) For the purpose of the disclosure required by subclause (2) —
(a) average risk weight means the EAD-weighted average of the risk weights of individual exposures determined according to the counterparty or type of asset or issuer as appropriate; and
(b) risk-weighted assets and minimum capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.
5 Credit risk exposures subject to the standardised approach
(1) The information in subclause (2) —
(a) in respect of the banking group; and
(b) in respect of any credit risk exposures that are not subject to the IRB approach or the slotting approach to specialised lending.
(2) The following information at the off-quarter balance date:
Credit risk exposures subject to the standardised approach
On-balance sheet exposures
| Total exposure after credit risk mitigation | Average risk weight | Risk weighted exposure | Minimum pillar one capital requirement | |
|---|---|---|---|---|
| Cash and gold bullion | ||||
| Sovereigns and Central Banks | ||||
| Multilateral Development Banks and other international organisations | ||||
| Public Sector Entities | ||||
| Banks | ||||
| Corporate | ||||
| Residential mortgages | ||||
| Past due assets | ||||
| Other assets |
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NZ Gazette 2011, No 88
✨ LLM interpretation of page content
💰
Specialised lending subject to the slotting approach
(continued from previous page)
💰 Finance & RevenueSpecialised lending, Slotting approach, Banking, Financial regulation
💰 On balance sheet exposures
💰 Finance & RevenueOn balance sheet, Exposures, Credit risk mitigation, Risk weight, Risk weighted assets, Minimum capital requirement
💰 Off balance sheet exposures
💰 Finance & RevenueOff balance sheet, Exposures, Undrawn commitments, EAD, Average risk weight, Risk weighted assets, Minimum capital requirement
💰 Credit risk exposures subject to the standardised approach
💰 Finance & RevenueCredit risk, Standardised approach, Banking group, Off-quarter balance date, Exposures, Average risk weight, Risk weighted exposure, Minimum capital requirement