New Zealand Capital Adequacy Framework (Internal Models Based Approach) (BS2B)

• By: Reserve Bank of New Zealand
• Date: January 30, 2013
• Source: Reserve Bank of New Zealand

This document sets out the methodology to be used by locally incorporated registered banks in New Zealand that have been accredited to use the internal models based approaches to calculating capital ratio requirements. This methodology is to be used for the purposes of determining these banks’ compliance with conditions of registration relating to capital and for disclosing information about capital.

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