Capital Adequacy Framework




21 FEBRUARY 2014 NEW ZEALAND GAZETTE, No. 21 501

relevant period of the aggregate capital charge at the close of each business day derived in accordance with—

(a) Capital Adequacy Framework (Standardised Approach) (BS2A); or

(b) any other method, but only if the aggregate market risk capital charge derived in accordance with that method is not, in the opinion of the registered bank (such opinion to be based on reasonable grounds), materially lower than the amount derived under paragraph (a).

(2) A statement of the method used to derive peak end-of-day aggregate capital charge for each category of market risk.

10 Total capital requirements

(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:

Total exposure after credit risk mitigation Risk weighted exposure or implied risk weighted exposure Total capital requirement
Total credit risk + equity
Operational risk n/a n/a
Market risk n/a n/a
TOTAL n/a n/a

11 Capital ratios

(1) The information in subclause (2) in respect of the registered bank’s banking group.

(2) The following information as 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

(3) The information that is required to be disclosed under subclause (2) must include comparative figures for the previous corresponding period.

(4) Subclause (3) does not require a comparative figure to be produced for a previous corresponding period if that figure had not previously been required to be disclosed for the previous corresponding period.



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Online Sources for this page:

Gazette.govt.nz PDF NZ Gazette 2014, No 21





✨ LLM interpretation of page content

💰 Method for Deriving Peak End-of-Day Aggregate Capital Charge (continued from previous page)

💰 Finance & Revenue
Capital Charge Calculation, Market Risk, Peak Exposure

💰 Total Capital Requirements

💰 Finance & Revenue
Capital Requirements, Credit Risk, Operational Risk, Market Risk

💰 Capital Ratios

💰 Finance & Revenue
Capital Ratios, Common Equity Tier 1, Tier 1 Capital, Total Capital Ratio, Buffer Ratio