Banking Regulations




3298 NEW ZEALAND GAZETTE, No. 121 30 AUGUST 2013

Schedule 12—Off quarters

Capital adequacy under the internal models based approach

Contents

1 Capital ratios
2 Capital
2A Capital structure
3 Credit risk subject to the IRB approach
4 Other credit risk capital requirements
5 Scalar
6 Capital requirements for other risks
7 Additional mortgage information
8 Capital for other material risks

1 Capital ratios

(1) The information in subclause (2) in respect of the registered bank’s banking group.

(2) The following information 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

2 Capital

(1) The information in subclause (2) in respect of the capital of the registered bank’s banking group.

(2) The following information at the reporting date:

Capital

Tier 1 capital, which consists of: [Tier 1 capital amount]
Common Equity Tier 1 capital [Common Equity Tier 1 capital amount]
Additional Tier 1 capital [Additional Tier 1 capital amount]
Tier 2 capital [Tier 2 capital amount]
Total capital [Total capital amount]

Deductions included in calculation of capital

Deductions from Common Equity Tier 1 capital [total deduction amount]
Deductions from Additional Tier 1 capital [total deduction amount]
Deductions from Tier 2 capital [total deduction amount]


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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Solo capital adequacy for registered banks (continued from previous page)

💰 Finance & Revenue
Solo capital adequacy, Common Equity Tier 1, Tier 1 capital, Total capital, Basel frameworks, Pillar 3 disclosure