Banking Capital Adequacy Disclosure Requirements




2398 NEW ZEALAND GAZETTE, No. 88 24 JUNE 2011

12 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 (Internal Models Based Approach) (BS2B) (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 Total capital requirement
Total credit risk
Operational risk N/A N/A
Market risk N/A N/A
Supervisory adjustment N/A N/A
TOTAL N/A N/A

(3) For the purpose of the disclosure required by subclause (2), supervisory adjustment means an additional capital requirement (if any) imposed in the conditions of registration.

13 Basel II 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 (Internal Models Based Approach) (BS2B) (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.

14 Comparison information on Basel I capital adequacy and on solo capital adequacy

(1) The information in subclause (2)—

(a) in respect of the registered bank and the banking group; and

(b) determined in accordance with Capital Adequacy Framework (Basel I Approach) (BS2).

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

(a) total risk-weighted exposures; 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.



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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
Capital charge calculation, Banking group equity, Internal models, Market risk disclosure

💰 Total capital requirements disclosure

💰 Finance & Revenue
Capital adequacy, Risk exposure, Credit risk, Operational risk, Market risk, Supervisory adjustment

💰 Basel II capital ratios disclosure

💰 Finance & Revenue
Capital ratios, Tier one capital, Total capital, Comparative figures

💰 Comparison of Basel I and solo capital adequacy

💰 Finance & Revenue
Capital adequacy comparison, Basel I, Solo capital, Risk-weighted exposures, Tier one capital, Total capital, Comparative figures