✨ Financial Regulations
NEW ZEALAND GAZETTE, No. 154
22 NOVEMBER 2013
Schedule 12—Off quarters
Capital adequacy under the internal models based approach
Contents
| Page | |
|---|---|
| 1 Capital ratios | 4294 |
| 2 Capital | 4294 |
| 2A Capital structure | 4295 |
| 3 Credit risk subject to the IRB approach | 4296 |
| 4 Other credit risk capital requirements | 4296 |
| 5 Scalar | 4296 |
| 6 Capital requirements for other risks | 4297 |
| 7 Additional mortgage information | 4297 |
| 8 Capital for other material risks | 4298 |
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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✨ LLM interpretation of page content
💰 Capital Adequacy Under the Internal Models Based Approach
💰 Finance & RevenueCapital adequacy, Internal models, Capital ratios, Tier 1 capital, Tier 2 capital, Deductions, Reporting date
NZ Gazette 2013, No 154