✨ Banking Capital Adequacy Disclosures
556 NEW ZEALAND GAZETTE, No. 21 24 FEBRUARY 2012
(3) For the purpose of the disclosure required by subclause (2) the exposure classes to be disclosed are those defined in Capital Adequacy Framework (Internal Models Based Approach) (BS2B) except that:
(a) if qualifying revolving retail exposures are material relative to overall credit exposures, the retail exposure class must be disclosed as if the following three exposure sub-classes of the retail exposure class were each a separate exposure class:
(i) lending secured by mortgages over residential property;
(ii) qualifying revolving retail exposures; and
(iii) all other retail lending; and
(b) otherwise the retail exposure class must be disclosed as if the following two exposure sub-classes of the retail exposure class were each a separate exposure class:
(i) lending secured by mortgages over residential property; and
(ii) all other retail lending.
4 Other credit risk capital requirements
(1) The information in subclause (2) at the reporting date in respect of the registered bank’s banking group.
(2) The total capital requirement for credit risk not subject to the IRB approach, calculated as the sum of the following amounts—
(a) if the registered bank uses the slotting approach for specialised lending exposures as defined in Capital Adequacy Framework (Internal Models Based Approach) (BS2B), the total Pillar 1 capital requirement for specialised exposures subject to the slotting approach;
(b) the total Pillar 1 capital requirement for equity exposures derived in accordance with the conditions of registration relating to capital adequacy; and
(c) the total Pillar 1 capital requirement for any other credit risk exposures that are not subject to the IRB approach.
5 Scalar
(1) For the purpose of the disclosure required by this Schedule, capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.
(2) If applicable,—
(a) an explanation of which figures disclosed are shown after multiplying by the scalar referred to in subclause (1); and
(b) a statement of the value of the scalar.
6 Capital requirements for other risks
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
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NZ Gazette 2012, No 21
✨ LLM interpretation of page content
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Information about ultimate parent bank and banking group
(continued from previous page)
💰 Finance & RevenueUltimate parent bank, Basel capital adequacy, Banking supervisory authority, Disclosure requirements, Reporting date
💰 Disclosure of exposure classes for credit risk
💰 Finance & RevenueCredit risk, Exposure classes, Retail lending, Mortgages, Capital adequacy
💰 Other credit risk capital requirements
💰 Finance & RevenueCredit risk, Capital requirements, IRB approach, Specialised lending, Equity exposures
💰 Scalar application for capital requirements
💰 Finance & RevenueCapital requirements, Scalar, Disclosure, Capital adequacy
💰 Capital requirements for other risks
💰 Finance & RevenueCapital requirements, Risk management, Banking group