✨ Banking Capital Requirements
NEW ZEALAND GAZETTE, No. 88
24 JUNE 2011
Equity exposures
| Total exposure | Risk weight | Risk weighted exposure | Minimum pillar one capital requirement | |
|---|---|---|---|---|
| Equity holdings (not deducted from capital) that are publicly traded | 300% | |||
| All other equity holdings (not deducted from capital) | 400% |
8 Operational 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 (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information at the off-quarter balance date:
Operational risk capital requirement
| Approach implemented: | Implied risk weighted exposure | Total operational risk capital requirement |
|---|---|---|
| Operational risk |
(3) For the purpose of the disclosure required by subclause (2)—
(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;
(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
9 Market risk end-period capital charges
(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 (Internal Models Based Approach) (BS2B) (as applicable).
(2) The following information at the off-quarter balance date:
| Market risk | Implied risk weighted exposure | Aggregate capital charge | Aggregate capital charge as a percentage of the banking group's equity |
|---|---|---|---|
| Interest rate risk | |||
| Foreign currency risk | |||
| Equity risk |
(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.
(4) The information that is required to be disclosed under subclause (1) must include comparative figures for the previous corresponding period.
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NZ Gazette 2011, No 88
✨ LLM interpretation of page content
💰 Equity exposures capital requirements
💰 Finance & RevenueEquity exposures, Banking group, Capital adequacy, Risk weight, Off-quarter balance date
💰 Operational risk capital requirement
💰 Finance & RevenueOperational risk, Banking group, Capital adequacy, Risk weighted exposure, Off-quarter balance date
💰 Market risk end-period capital charges
💰 Finance & RevenueMarket risk, Banking group, Capital adequacy, Interest rate risk, Foreign currency risk, Equity risk, Off-quarter balance date