Banking Regulations




NEW ZEALAND GAZETTE, No. 27

8 MARCH 2013

Equity exposures

Total exposure Risk weight Risk weighted exposure Minimum Pillar 1 capital requirement
Equity holdings (not deducted from
capital) that are publicly traded 300%
All other equity holdings (not
deducted from capital) 400%

9 Scalar

(1) For the purpose of the disclosure required by this Schedule, risk-weighted on- and off-balance sheet credit exposures and capital requirements must be the amounts after multiplying by the scalar (if any) specified in the conditions of registration relating to capital adequacy.

(2) If applicable,—

(a) an explanation of which figures disclosed are shown after multiplying by the scalar referred to in subclause (1); and

(b) a statement of the value of the scalar.

10 Operational risk

(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:

Operational risk capital requirement

Approach implemented: Implied risk weighted exposure Total operational risk capital requirement
Operational risk

(3) For the purpose of the disclosure required by subclause (2)—

(a) approach implemented means the capital adequacy approach to operational risk implemented by the registered bank in accordance with its conditions of registration relating to capital adequacy;

(b) implied risk weighted exposure must be calculated as 12.5 x total operational risk capital requirement.

11 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:



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2013, No 27





✨ LLM interpretation of page content

💰 Equity exposures disclosures (continued from previous page)

💰 Finance & Revenue
Equity exposures, Risk weight, Risk weighted exposure, Capital requirement

💰 Scalar application for risk-weighted exposures

💰 Finance & Revenue
Scalar, Risk-weighted exposures, Capital adequacy

💰 Operational risk capital requirements

💰 Finance & Revenue
Operational risk, Capital requirement, Risk weighted exposure

💰 Market risk end-period capital charges

💰 Finance & Revenue
Market risk, Capital charges, Reporting date