Capital Adequacy Requirements




24 AUGUST 2012 NEW ZEALAND GAZETTE, No. 102 2891

Schedule 11—Full year and half year

Capital adequacy under the internal models based approach

Contents

Page
1 Capital 2891
2 Capital structure 2892
3 Credit risk subject to the IRB approach 2892
4 Additional mortgage information 2894
5 Specialised lending subject to the slotting approach 2895
6 Credit risk exposures subject to the standardised approach 2895
7 Credit risk mitigation 2896
8 Equity exposures 2896
9 Scalar 2897
10 Operational risk 2897
11 Market risk end-period capital charges 2897
12 Market risk peak end-of-day capital charges 2898
13 Method for deriving peak end-of-day aggregate capital charge 2898
14 Total capital requirements 2898
15 Basel II capital ratios 2899
16 Solo capital adequacy 2899
17 Pillar 2 capital for other material risks 2899
18 Information about ultimate parent bank and ultimate parent banking group 2899

1 Capital

(1) The information in subclause (2)—

(a) in respect of the capital 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:

Capital

Tier one capital

Issued and fully paid up ordinary share capital

Perpetual fully paid up non-cumulative preference shares

Revenue and similar reserves

Current period’s audited retained earnings

Tier one minority interests

Less: deductions from tier one capital (specify each deduction)

Plus: other adjustments to tier one capital (specify each adjustment)

Total tier one capital

Tier two capital

Upper tier two capital

Unaudited retained profits

Revaluation reserves

Upper tier two capital instruments (specify)



Next Page →



Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2012, No 102





✨ LLM interpretation of page content

💰 Capital adequacy under the internal models based approach (continued from previous page)

💰 Finance & Revenue
Capital adequacy, Internal models, Banking group, Tier one capital, Tier two capital