Capital & Liquidity¶
| Domain ID | D01 |
| Owner | Chief Risk Officer / Chief Financial Officer |
| Jurisdiction | NZ + AU |
| Applicability | Platform — SD06 delivers LCR/NSFR (MOD-032), RWA/capital ratios (MOD-033), stress testing (MOD-034), IRRBB model (MOD-035), and prudential return builder (MOD-036) for both Track 1 and Track 2 tenants. |
Management of regulatory capital adequacy, liquidity buffers, and funding stability across NZ and AU operations.
Minimum capital requirements¶
NZ (RBNZ): CET1 ≥4.5% + Tier 1 ≥6.0% + Total Capital ≥8.0% + PCB (Prudential Capital Buffer) ≥3.5%. Effective minimum: 8% CET1 for most banks. Target operating range: ≥11%.
AU (APRA): CET1 ≥4.5% + Capital Conservation Buffer ≥2.5% = 7.0% effective minimum. Target operating range: ≥11%.
Liquidity requirements¶
LCR ≥ 100% (ratio of high-quality liquid assets to net cash outflows over 30 days). NSFR ≥ 100% (stable funding vs required stable funding). Both calculated daily from live ledger data via Snowflake (MOD-032).
Policies¶
| Code | Policy name | Status |
|---|---|---|
| CAP-001 | Capital Adequacy Policy | Draft |
| CAP-002 | Liquidity Risk Management Policy | Draft |
| CAP-003 | Capital Planning & Stress Testing Policy | Draft |
| CAP-004 | Interest Rate Risk in the Banking Book (IRRBB) Policy | Draft |
| CAP-005 | Internal Capital Adequacy Assessment Process (ICAAP) Policy | Draft |
| CAP-006 | Capital Disclosure & Reporting Policy | Draft |
Systems satisfying this domain¶
- MOD-032: LCR/NSFR calculator (SD06) — CALC
- MOD-033: RWA & capital ratio engine (SD06) — CALC
- MOD-034: Stress testing scenario engine (SD06) — CALC
- MOD-035: IRRBB/EVE/NII model (SD06) — CALC
Policies in this domain¶
| Code | Title | Status | Owner |
|---|---|---|---|
| CLQ-001 | Capital Adequacy Policy | Draft | Chief Financial Officer |
| CLQ-002 | Liquidity Risk Management Policy | Draft | Chief Financial Officer |
| CLQ-003 | Capital Planning & Stress Testing Policy | Draft | Chief Risk Officer |
| CLQ-004 | Interest Rate Risk in the Banking Book (IRRBB) Policy | Draft | Chief Financial Officer |
| CLQ-005 | Internal Capital Adequacy Assessment Process (ICAAP) Policy | Draft | Chief Risk Officer |
| CLQ-006 | Capital Disclosure & Reporting Policy | Draft | Chief Financial Officer |
Compiled 2026-05-22 from source/entities/risk-domains/D01.yaml