Banking Capital Requirements




NEW ZEALAND GAZETTE, No. 21

21 FEBRUARY 2014

Pillar 1 capital requirements

Pillar 1 capital requirement
On-balance sheet credit risk:
Residential mortgages (including past due)
Corporate
Claims on banks
Other
Total on-balance sheet credit risk

| Other capital requirements: | |
| Off-balance sheet credit exposures | |
| Operational risk | |
| Market risk | |
| Total other capital requirements | |
| Total Pillar 1 capital requirement | |

4 Additional mortgage information

(1) The information in subclause (2)—

(a) in respect of the registered bank’s banking group; and

(b) in respect of total residential mortgage loans as used to calculate the registered bank’s Pillar 1 capital requirement for credit risk, categorised by loan-to-valuation ratio.

(2) The following information at the reporting date:

Residential mortgages by loan-to-valuation ratio

Loan-to-valuation ratio Does not exceed 80% Exceeds 80% and not 90% Exceeds 90%
Value of exposures

(3) For the purpose of the disclosure required by subclause (2), any residential mortgage loan for which no loan-to-valuation ratio is available must be included in the category for loan-to-valuation ratios that exceed 90%.

5 Capital for other material risks

(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:

(a) internal capital allocation for other material risks; and

(b) a summary description of the risks covered by the internal capital allocation for other material risks.



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Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Pillar 1 Capital Requirements (continued from previous page)

💰 Finance & Revenue
Pillar 1 Capital, Credit Risk, Mortgages, Operational Risk, Market Risk

💰 Additional Mortgage Information

💰 Finance & Revenue
Residential Mortgages, Loan-to-valuation Ratio, Banking Group

💰 Capital for Other Material Risks

💰 Finance & Revenue
Internal Capital Allocation, Material Risks, Banking Group