Consolidated Group At 30 June 2016
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $832.29 |
| Deductions from Tier 1 Capital | ($111.23) |
| Total Tier 1 Capital | $721.06 |
| Tier 2 Capital net of deductions | $20.18 |
| Total Capital Base | $741.24 |
Capital Adequacy
| Consolidated Group At 30 June 2016 | Consolidated Group At 31 March 2016 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,665.23 | $3,548.06 |
Claims against ADI's | $510.29 | $449.97 |
Securitisation Personal Commercial | $7.30 $367.31 $13.10 | $3.93 $359.80 $13.37 |
All other claims | $37.86 | $35.45 |
| Market Risk | $NIL | $NIL |
| Operational Risk | $599.28 | $581.65 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 13.87% | 14.40% |
Total Capital Ratio for the group | 14.25% | 14.78% |
Credit Risk Exposure
Consolidated Group At 30 June 2016 $ 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 | $9,027.59 | $8,870.57 | $10.96 | $8.67 | $4.80 | $2.30 |
Unsecured | $353.47 | $352.41 | $3.51 | $0.00 | $1.27 | ($0.65) |
| Total Loans and Advances | $9,381.06 | $9,222.98 | $14.47 | $8.67 | $6.07 | $1.65 |
| Liquidity Investments | $1,424.74 | $1,397.26 | ||||
| General Reserve for Credit Losses | $20.18 | $19.66 |
Consolidated Group At 31 March 2016 $ 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 | $8,691.16 | $8,566.90 | $10.10 | $9.47 | $5.17 | $0.60 |
Unsecured | $349.76 | $344.07 | $4.39 | $0.00 | $1.53 | $0.40 |
| Total Loans and Advances | $9,040.92 | $8,910.97 | $14.49 | $9.47 | $6.70 | $1.00 |
| Liquidity Investments | $1,358.22 | $1,345.96 | ||||
| General Reserve for Credit Losses | $19.85 | $19.40 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $0.00 | $199.10 |
| Facilities Provided: | ||
Redraws | $0.00 | $0.00 |
Liquidity | $NIL | $NIL |
| Securitisation Paper Purchased: | ||
RMBS | $NIL | $NIL |
ABS | $NIL | $NIL |
ABCP | $NIL | $NIL |
| Any Other Securitisation Exposures: | $NIL | $NIL |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $637.00 | $683.77 |
| Securitisation Paper Investments Held | $NIL | $NIL |
| Swaps Held | $12.35 | $9.08 |
| Other | $4.01 | $4.01 |
| Drawn Portions of Facilities: | ||
Redraws | $0.42 | $0.31 |
Liquidity | $NIL | $NIL |
| Total On-Balance Sheet Securitisation Exposures | $653.78 | $697.17 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,807.50 | $1,918.58 |
| Swaps | $6.43 | $0.00 |
| Undrawn Portion of Facilities: | ||
Redraws | $6.37 | $6.91 |
Liquidity | $NIL | $NIL |
| Total Off-Balance Sheet Securitisation Exposures | $1,820.30 | $1,925.49 |