Capital Adequacy Requirements




24 FEBRUARY 2012 NEW ZEALAND GAZETTE, No. 21

545

Schedule 11—Full year and half year

Capital adequacy under the internal models based approach

Contents

Page
1 Capital 545
2 Capital structure 546
3 Credit risk subject to the IRB approach 546
4 Additional mortgage information 548
5 Specialised lending subject to the slotting approach 549
6 Credit risk exposures subject to the standardised approach 549
7 Credit risk mitigation 550
8 Equity exposures 550
9 Scalar 551
10 Operational risk 551
11 Market risk end-period capital charges 551
12 Market risk peak end-of-day capital charges 552
13 Method for deriving peak end-of-day aggregate capital charge 552
14 Total capital requirements 552
15 Basel II capital ratios 553
16 Solo capital adequacy 553
17 Pillar 2 capital for other material risks 553
18 Information about ultimate parent bank and ultimate parent banking group 553

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)



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2012, No 21





✨ LLM interpretation of page content

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

💰 Finance & Revenue
Capital Adequacy, Internal Models Based Approach, Tier One Capital, Tier Two Capital, Credit Risk, Operational Risk, Market Risk