CTHIn ForceLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 12 of 2024
Table 1: Capital Adequacy: Standardised Table 1: Capital Adequacy: Standardised Approach to Credit Risk
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Table 1: Capital Adequacy: Standardised Approach to Credit Risk
Scope
The risk-weighting process used for measuring the credit RWA of an ADI covers all or part of the ADI’s exposures that are subject to the standardised approach, except the following specifically excluded items:
those assets or investments that are required to be deducted from Tier 1 and/or Tier 2 capital under Prudential Standard APS 111 Capital Adequacy: Measurement of Capital (APS 111);
securitisation exposures, which are subject to the requirements of APS 120; and
exposures of an overseas banking subsidiary that is prudentially regulated by a prescribed New Zealand authority.