BASEL III PILLAR 3
DISCLOSURE
AS AT 30 JUNE 2018
JUNE 2018 PILLAR 3 /
2018 THIRD QUARTER CHART PACK
AUSTRALIA AND NEW ZEALAND BANKING
GROUP LIMITED
14 AUGUST 2018
To be read in conjunction with ANZ 2018 Basel III Pillar 3 disclosure as at 30 June 2018
SUMMARY
Capital |
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Portfolio movement |
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Credit Quality |
|
Australia Housingupdate |
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Regulatory Impacts |
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June quarter growth refers to June 2018 vs March 2018 unless otherwise stated
1. Source: ANZ analysis of Home Loans Market Share-APRA Banking statistics. June 2018 report. The current classification of Investor vs Owner Occupier, as reported to regulators and the market, is based on the classification at origination (as advised by the customer) and the ongoing precision relies on the customers obligation to advise ANZ, and ANZ targeted activity to identify, any change in circumstances
2. Total Housing Lending sourced from RBA Statistical Table D2 - Lending and Credit Aggregates. Bank Housing Lending sourced from RBA Statistical Table D5 - Bank Lending Classified by Sector and APRA Monthly Banking Statistics. Non-Bank defined as difference between Total Housing Lending and Bank Housing Lending. Data includes securitisation
2
CAPITAL, LIQUIDITY & FUNDING
APRA CET1 CAPITAL MOVEMENT
%
Equivalent to ~11.5% on a pro forma basis taking into consideration announced asset divestments yet to settle (80bps) and $1.5b (~40bps) 2ndtranche of share buy back announced in June 2018 and commenced in July 2018
11.04
0.45
11.07
0.25
-0.08
-0.59
APRA COMMON EQUITY TIER 1 (CET1)
%
10.8
11.0
11.1
10.1
10.6
Sep-15
Dec- Mar- Jun- Sep- Dec- Mar- Jun- Sep- Dec- Mar- Jun-15 16 16 16 16 17 17 17 17 18 18
9.6
9.4
9.8
9.7
9.6
LEVERAGE RATIO%
9.5
9.8
Mar-18
DividendsOPL Reinsurance proceedsShare Buy
BacksOrganic Cap Gen & OtherJun-18
Sep- Dec- Mar- Jun- Sep- Dec- Mar- Jun- Sep- Dec- Mar- Jun-15 15 16 16 16 16 17 17 17 17 18 18
Leverage RatioAPRA Proposed Minimum 4%
RISK WEIGHTED ASSETS
TOTAL RISK WEIGHTED ASSETS (RWA)
(Note: Corporate Banking included in Institutional1)$b
402
388
409
398
391
394
396
394
39 18
37 16
37 17
37 16
Sep-15
Mar-16
CRWA (ex. Insto)Sep-16
Mar-17
CRWA (Insto)Sep-17
Dec-17
Mar-18
Mkt. & IRRBB RWA
CREDIT RWA MOVEMENT DRIVERS$b
342.8
0.1
0.0
0.0
340.9
-2.0
Mar-18
FX
RiskLending Mvmt.
Data / Methodologychanges
CREDIT RWA MOVEMENT BY SEGMENT$b
342.8
Jun-18
0.2
340.9
-0.3
Jun-18
Mar-18
Residential Mortgage
Sovereign & Banks
-1.4
-0.4
Corporate
OtherJun-18
Op-RWA
Institutional RWAs are inclusive of Corporate Banking, transferred from Australia Division to Institutional in October 2017 and backdated to September 2015 for the purposes of chart time series
RISK WEIGHTED ASSETS & EXPOSURE AT DEFAULT (EAD)
EXPOSURE AT DEFAULT (EAD) & CRWA/EAD1$b
%
CREDIT RWA MOVEMENT DRIVERS$b (Jun-18 vs Mar-18)
Sep-15
Mar-16
CRWA/EAD %
Sep-16
Mar-17
Sep-17
Dec-17
Mar-18
Jun-18
EAD
EAD excludes Securitisation and Other assets whereas CRWA is inclusive as per APS 330
Increase in Bank EAD ($3.1bn) and Sovereign exposures ($5.4bn)
8.6
3.1
0.5
0.2
0.4
-0.3
Residential Mortgage (Housing)Credit RWA
-1.4
-0.4
CorporateSovereign & Bank
OtherEAD
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Disclaimer
ANZ - Australia & New Zealand Banking Group Ltd. published this content on 14 August 2018 and is solely responsible for the information contained herein. Distributed by Public, unedited and unaltered, on 14 August 2018 08:00:03 UTC