Consolidated Group At 30 June 2017
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $891.55 |
| Deductions from Tier 1 Capital | ($134.32) |
| Total Tier 1 Capital | $757.23 |
| Tier 2 Capital net of deductions | $20.48 |
| Total Capital Base | $777.71 |
Capital Adequacy
| Consolidated Group At 30 June 2017 | Consolidated Group At 31 March 2017 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,682.00 | $3,851.78 |
Claims against ADI's | $612.09 | $570.74 |
Securitisation Personal Commercial | $6.67 $437.61 $10.76 | $4.76 $416.57 $10.64 |
All other claims | $60.97 | $48.72 |
| Market Risk | $0 | $0 |
| Operational Risk | $637.85 | $615.86 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 13.90% | 13.63% |
Total Capital Ratio for the group | 14.28% | 14.00% |
Credit Risk Exposure
Consolidated Group At 30 June 2017 $ millions
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not impaired | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
| Secured | $9,200.65 | $9,502.30 | $7.49 | $4.65 | $4.46 | $1.26 |
Unsecured | $451.53 | $436.82 | $6.42 | $0.00 | $1.94 | $0.15 |
| Total Loans and Advances | $9,652.18 | $9,939.12 | $13.91 | $4.65 | $6.40 | $1.41 |
| Liquidity Investments | $1,769.23 | $1,544.15 | ||||
| General Reserve for Credit Losses | $20.48 | $20.29 |
Consolidated Group At 31 March 2017 $ millions
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not impaired | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
| Secured | $9,514.69 | $9,306.98 | $8.92 | $7.23 | $5.03 | $2.29 |
Unsecured | $423.51 | $405.07 | $6.74 | $0.00 | $1.79 | $0.05 |
| Total Loans and Advances | $9,938.20 | $9,712.05 | $15.66 | $7.23 | $6.82 | $2.34 |
| Liquidity Investments | $1,516.89 | $1,484.15 | ||||
| General Reserve for Credit Losses | $20.00 | $19.62 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $485.36 | $0.00 |
| Facilities Provided: | ||
Redraws | $4.05 | $0.00 |
Liquidity | $0 | $0 |
| Securitisation Paper Purchased: | ||
RMBS | $0 | $0 |
ABS | $0 | $0 |
ABCP | $0 | $0 |
| Any Other Securitisation Exposures: | $0 | $0 |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $847.51 | $692.85 |
| Securitisation Paper Investments Held | $0 | $0 |
| Swaps Held | $17.10 | $12.05 |
| Other | $4.00 | $4.01 |
| Drawn Portions of Facilities: | ||
Redraws | $0.31 | $0.31 |
Liquidity | $0 | $0 |
| Total On-Balance Sheet Securitisation Exposures | $868.92 | $709.22 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,872.61 | $1,483.83 |
| Swaps | $8.12 | $5.03 |
| Undrawn Portion of Facilities: | ||
Redraws | $10.78 | $7.27 |
Liquidity | $0 | $0 |
| Total Off-Balance Sheet Securitisation Exposures | $1,891.51 | $1,496.13 |