✨ Banking Regulations
2886 NEW ZEALAND GAZETTE, No. 102 24 AUGUST 2012
6 Operational risk
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with the conditions of registration relating to capital adequacy.(2) The following information as at the reporting date:
**Operational risk capital requirement**
| Operational risk | Implied risk weighted exposure | Total operational risk capital requirement |(3) For the purpose of the disclosure required by subclause (2), implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
7 Market risk end-period capital charges
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with the conditions of registration relating to capital adequacy.(2) The following information as at the reporting date:
**Market risk**
| | Implied risk weighted exposure | Aggregate capital charge |
|--------------------------|-------------------------------|-------------------------|
| 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.
8 Market risk peak end-of-day capital charges
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with clause 9.(2) The following information in respect of peak end-of-day aggregate capital charges for the half year accounting period or the then remaining part of the full year accounting period (as applicable):
**Market risk**
| | Implied risk weighted exposure | Aggregate capital charge |
|--------------------------|-------------------------------|-------------------------|
| 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.
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NZ Gazette 2012, No 102
✨ LLM interpretation of page content
💰
Calculation of off-balance-sheet exposures for capital adequacy
(continued from previous page)
💰 Finance & RevenueCapital adequacy, Off-balance-sheet, Credit conversion, Risk weight, Banking, Financial regulation
💰 Operational risk capital requirement
💰 Finance & RevenueOperational risk, Capital requirement, Risk weighted exposure, Banking, Financial regulation
💰 Market risk end-period capital charges
💰 Finance & RevenueMarket risk, Capital charges, Interest rate risk, Foreign currency risk, Equity risk, Banking, Financial regulation
💰 Market risk peak end-of-day capital charges
💰 Finance & RevenueMarket risk, Capital charges, Interest rate risk, Foreign currency risk, Equity risk, Banking, Financial regulation