✨ Financial Regulations and Capital Requirements
30 AUGUST 2013 NEW ZEALAND GAZETTE, No. 121 3279
9 Method for deriving peak end-of-day aggregate capital charge
(1) For the purpose of the disclosure required by clause 8, peak end-of-day aggregate capital charge for each category of market risk is derived by determining the maximum over the relevant period of the aggregate capital charge at the close of each business day derived in accordance with—
(a) Capital Adequacy Framework (Standardised Approach) (BS2A); or
(b) any other method, but only if the aggregate market risk capital charge derived in accordance with that method is not, in the opinion of the registered bank (such opinion to be based on reasonable grounds), materially lower than the amount derived under paragraph (a).
(2) A statement of the method used to derive peak end-of-day aggregate capital charge for each category of market risk.
10 Total capital requirements
(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:
| Total exposure after credit risk mitigation | Risk weighted exposure or implied risk weighted exposure | Total capital requirement | |
|---|---|---|---|
| Total credit risk + equity | |||
| Operational risk | n/a | ||
| Market risk | n/a | ||
| TOTAL | n/a |
11 Capital ratios
(1) The information in subclause (2) in respect of the registered bank’s banking group.
(2) The following information as at the reporting date:
Capital ratios compared to minimum ratio requirements
| Common Equity Tier 1 capital ratio | Tier 1 capital ratio | Total capital ratio | |
|---|---|---|---|
| Ratio | |||
| Minimum ratio requirement |
Buffer ratio
| Buffer ratio | |
| Buffer ratio requirement |
(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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✨ LLM interpretation of page content
💰
Market risk peak end-of-day capital charges
(continued from previous page)
💰 Finance & RevenueMarket risk, Peak capital charges, Interest rate risk, Foreign currency risk, Equity risk
💰 Method for deriving peak end-of-day aggregate capital charge
💰 Finance & RevenueCapital charge, Market risk, Disclosure, Standardised approach
💰 Total capital requirements
💰 Finance & RevenueCapital requirements, Credit risk, Operational risk, Market risk, Risk-weighted exposure
💰 Capital ratios
💰 Finance & RevenueCapital ratios, Common Equity Tier 1, Tier 1 capital, Total capital, Buffer ratio
NZ Gazette 2013, No 121