✨ Banking Regulation Disclosure Requirements
500 NEW ZEALAND GAZETTE, No. 21 21 FEBRUARY 2014
(2) The following information as at the reporting date:
Operational risk capital requirement
| Implied risk weighted exposure | Total operational risk capital requirement | |
|---|---|---|
| Operational risk |
(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
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NZ Gazette 2014, No 21
✨ LLM interpretation of page content
💰
Registered Bank Disclosure Statements Order 2014
(continued from previous page)
💰 Finance & RevenueBanking, Financial Regulation, Disclosure Statements, Mortgage Information, Credit Risk, Operational Risk
💰 Operational Risk Capital Requirement Disclosure
💰 Finance & RevenueOperational Risk, Capital Requirement, Risk Weighted Exposure
💰 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 Calculation, Market Risk, Peak Exposure