Consolidated Group At 31 March 2017
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $879.22 |
| Deductions from Tier 1 Capital | ($126.74) |
| Total Tier 1 Capital | $752.48 |
| Tier 2 Capital net of deductions | $20.00 |
| Total Capital Base | $772.48 |
Capital Adequacy
| Consolidated Group At 31 March 2017 | Consolidated Group At 31 December 2016 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,851.78 | $3,698.66 |
Claims against ADI's | $570.74 | $512.64 |
Securitisation Personal Commercial | $4.76 $416.54 $10.64 | $4.74 $383.69 $11.79 |
All other claims | $48.72 | $43.77 |
| Market Risk | $0 | $0 |
| Operational Risk | $615.86 | $615.86 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 13.63% | 14.26% |
Total Capital Ratio for the group | 14.00% | 14.63% |
Credit Risk Exposure
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 |
Consolidated Group At 31 December 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 | $9,135.86 | $9,115.59 | $9.69 | $6.86 | $5.56 | $0.91 |
Unsecured | $386.98 | $374.89 | $4,84 | $0.00 | $1.74 | $0.44 |
| Total Loans and Advances | $9,522.84 | $9,490.48 | $14.53 | $6.86 | $7.30 | $1.35 |
| Liquidity Investments | $1,491.72 | $1,462.10 | ||||
| General Reserve for Credit Losses | $19.10 | $19.39 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $0 | $247.49 |
| Facilities Provided: | ||
Redraws | $0 | $0.97 |
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 | $692.85 | $552.57 |
| Securitisation Paper Investments Held | $0 | $0 |
| Swaps Held | $12.05 | $12.07 |
| Other | $4.01 | $4.01 |
| Drawn Portions of Facilities: | ||
Redraws | $0.31 | $0.30 |
Liquidity | $0 | $0 |
| Total On-Balance Sheet Securitisation Exposures | $709.22 | $568.95 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,483.83 | $1,583.06 |
| Swaps | $5.03 | $5.74 |
| Undrawn Portion of Facilities: | ||
Redraws | $7.27 | $6.82 |
Liquidity | $0 | $0 |
| Total Off-Balance Sheet Securitisation Exposures | $1,496.13 | $1,595.62 |