Bank of New Zealand / Traded Market Risk Traded Market Risk National Australia Bank Limited / n/a The National Australia Bank Group / Clydesdale Bank PLC / Prudential / IRRBB n/a Clydesdale Bank PLC / Company National Australia Bank Limited / Basel II Methodologies Disclosure Governance National Australia Bank Limited / National Australia Bank Limited / Models Approach Bank of New Zealand / Great Western Bank / Sovereign Bank / Total capital / Group The Level 2 Group / AMA IRRBB n/a Clydesdale Bank / National Australia Bank Group / Sovereign Bank Residential / IMA Bank of New Zealand Advanced / Level 2 Group / TierOne Bank / /
Country
United States / Australia / /
Currency
USD / /
Event
Reorganization / M&A / Product Issues / /
IndustryTerm
e.g. finance / due retail / bank / retail / non-retail credit risk / risk management / life insurance / real estate assets / loss non-retail exposures / overseas banks / /
Organization
South Dakota Division of Banking / Australian Federal Government / Reserve Bank of New Zealand / IRB Foundation Internal Ratings Based / US Federal Reserve / Australian Government / Glossary Term Description ADI Authorised Deposit-taking Institution / Federal Deposit Insurance Corporation / Basel Committee on Banking Supervision / Australian Prudential Regulation Authority / /
2011 RISK & CAPITAL REPORT Incorporating the requirements of APS 330