Harrison, Ian; Hoskin, Kevin - In: Reserve Bank of New Zealand Bulletin 74 (2011) June, pp. 5-14
capital framework, the Reserve Bank accredited the four major banks in New Zealand to use their own models of relative … addressed, to the Reserve Bank’s satisfaction, weaknesses in their modelling of rural capital exposures and potential losses. In … on bank loans to the rural sector. The primary objective of this work was to ensure that the risk weights used in …