✨ Financial Risk Weightings
4274 NEW ZEALAND GAZETTE, No. 154 22 NOVEMBER 2013
Multilateral development banks and other international organisations
| 0% | 20% | 50% | 100% | 150% |
|---|
Public sector entities
| 20% | 50% | 100% | 150% |
|---|
Banks
| 20% | 50% | 100% | 150% |
|---|
Corporate
| 20% | 50% | 100% | 150% |
|---|
Residential mortgages not past due
| 35% | 50% | 75% |
|---|
Past due residential mortgages 100%
Other past due assets 100%
| 150% |
|---|
Equity holdings (not deducted from capital) that are publicly traded 300%
All other equity holdings (not deducted from capital) 400%
Other assets 100%
Calculation of off-balance sheet exposures
| Total exposure | Credit conversion factor | Credit equivalent amount | Average risk weight | Risk weighted exposure | Minimum Pillar 1 capital requirement | |
|---|---|---|---|---|---|---|
| Direct credit substitute | 100% | |||||
| Asset sale with recourse | 100% | |||||
| Forward asset purchase | 100% | |||||
| Commitment with certain drawdown | 100% | |||||
| Note issuance facility | 50% | |||||
| Revolving underwriting facility | 50% | |||||
| Performance-related contingency | 50% | |||||
| Trade-related contingency | 20% | |||||
| Placements of forward deposits | 100% | |||||
| Other commitments where original maturity is more than one year | 50% | |||||
| Other commitments where original maturity is less than or equal to one year | 20% | |||||
| Other commitments that cancel automatically when the creditworthiness of the counterparty deteriorates or that can be cancelled unconditionally at any time without prior notice | 0% |
Market related contracts
(a) Foreign exchange contracts n/a
(b) Interest rate contracts n/a
(c) Other – OTC etc n/a
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NZ Gazette 2013, No 154
✨ LLM interpretation of page content
💰
Additional Financial Disclosures Schedule
(continued from previous page)
💰 Finance & RevenueFinancial Statements, Capital Structure, Tier 1 Capital, Tier 2 Capital, Deductions, Revaluation Reserves, Accounting Practice, Credit Risk, On-balance-sheet Exposures