Banking Capital Adequacy Requirements




518 NEW ZEALAND GAZETTE, No. 21 21 FEBRUARY 2014

Schedule 12—Off quarters

Capital adequacy under the internal models based approach

Contents

Page
1 Capital ratios................................................................................................ 518
2 Capital........................................................................................................ 518
2A Capital structure....................................................................................... 519
3 Credit risk subject to the IRB approach..................................................... 520
4 Other credit risk capital requirements...................................................... 520
5 Scalar....................................................................................................... 520
6 Capital requirements for other risks......................................................... 521
7 Additional mortgage information............................................................. 521
8 Capital for other material risks.................................................................. 522

1

Capital ratios

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

(2) The following information 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

2

Capital

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

(2) The following information at the reporting date:

Capital

Tier 1 capital, which consists of: [Tier 1 capital amount]
Common Equity Tier 1 capital [Common Equity Tier 1 capital amount]
Additional Tier 1 capital [Additional Tier 1 capital amount]
Tier 2 capital [Tier 2 capital amount]
Total capital [Total capital amount]

Deductions included in calculation of capital

Deductions from Common Equity Tier 1 capital [total deduction amount]
Deductions from Additional Tier 1 capital [total deduction amount]
Deductions from Tier 2 capital [total deduction amount]


Next Page →



Online Sources for this page:

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





✨ LLM interpretation of page content

💰 Capital Adequacy Requirements for Registered Banks

💰 Finance & Revenue
Banking, Capital Ratios, Internal Models, Risk Management, Financial Regulations