Banking Capital Requirements




3284 NEW ZEALAND GAZETTE, No. 121 30 AUGUST 2013

3 Pillar 1 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 at the reporting date:

Pillar 1 capital requirements

Pillar 1 capital requirement
On-balance sheet credit risk:
Residential mortgages (including past due)
Corporate
Claims on banks
Other
Total on-balance sheet credit risk
Other capital requirements:
Off-balance sheet credit exposures
Operational risk
Market risk
Total other capital requirements
Total Pillar 1 capital requirement

4 Additional mortgage information

(1) The information in subclause (2)—

(a) in respect of the registered bank’s banking group; and

(b) in respect of total residential mortgage loans as used to calculate the registered bank’s Pillar 1 capital requirement for credit risk, categorised by loan-to-valuation ratio.

(2) The following information at the reporting date:

Residential mortgages by loan-to-valuation ratio

Loan-to-valuation ratio Does not exceed 80% Exceeds 80% and not 90% Exceeds 90%
Value of exposures

(3) For the purpose of the disclosure required by subclause (2), any residential mortgage loan for which no loan-to-valuation ratio is available must be included in the category for loan-to-valuation ratios that exceed 90%.

5 Capital for other material risks

(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:

(a) internal capital allocation for other material risks; and


Next Page →



Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2013, No 121





✨ LLM interpretation of page content

💰 Pillar 1 capital requirements for registered bank's banking group (continued from previous page)

💰 Finance & Revenue
Pillar 1 capital, Credit risk, Residential mortgages, Corporate claims, Banks, Off-balance sheet, Operational risk, Market risk

💰 Additional mortgage information for residential loans

💰 Finance & Revenue
Residential mortgages, Loan-to-valuation ratio, Credit risk, Banking group

💰 Capital allocation for other material risks

💰 Finance & Revenue
Capital allocation, Material risks, Banking group, Capital adequacy