✨ 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] |
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✨ LLM interpretation of page content
💰 Capital Adequacy Requirements for Registered Banks
💰 Finance & RevenueBanking, Capital Ratios, Internal Models, Risk Management, Financial Regulations
NZ Gazette 2014, No 21