✨ Banking Regulations
NEW ZEALAND GAZETTE, No. 27
8 MARCH 2013
Operational risk capital requirement
| Operational risk | Implied risk weighted exposure | Total operational risk capital requirement |
|---|
(3) For the purpose of the disclosure required by subclause (2), implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.
7 Market risk end-period capital charges
(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:
| Market risk | Implied risk weighted exposure | Aggregate capital charge |
|---|---|---|
| Interest rate risk | ||
| Foreign currency risk | ||
| Equity risk |
(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.
8 Market risk peak end-of-day capital charges
(1) The information in subclause (2)—
(a) in respect of the registered bank’s banking group; and
(b) derived in accordance with clause 9.
(2) The following information in respect of peak end-of-day aggregate capital charges for the half year accounting period or the then remaining part of the full year accounting period (as applicable):
| Market risk | Implied risk weighted exposure | Aggregate capital charge |
|---|---|---|
| Interest rate risk | ||
| Foreign currency risk | ||
| Equity risk |
(3) For the purpose of the disclosure required by subclause (2) implied risk weighted exposure must be calculated as 12.5 x aggregate capital charge.
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—
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NZ Gazette 2013, No 27
✨ LLM interpretation of page content
💰
Additional financial disclosures
(continued from previous page)
💰 Finance & RevenueFinancial disclosures, Operational risk, Capital requirement, Banking regulations
💰 Market risk end-period capital charges
💰 Finance & RevenueMarket risk, Capital charges, Interest rate risk, Foreign currency risk, Equity risk
💰 Market risk peak end-of-day capital charges
💰 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, Derivation method, Market risk, Banking regulations