✨ Credit Risk Disclosure Requirements
514 NEW ZEALAND GAZETTE, No. 21 21 FEBRUARY 2014
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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NZ Gazette 2014, No 21
✨ LLM interpretation of page content
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Credit Risk Disclosure Requirements
(continued from previous page)
💰 Finance & RevenueCredit Risk, IRB Approach, Capital Adequacy, Banking, Exposure-weighted PD grade, LGD, Risk Weight, Residential Mortgages, Loan-to-valuation Ratio, Specialised Lending