| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 651.23 |
| Deductions from Tier 1 Capital | ($ 45.01) |
| Total Tier 1 Capital | $ 606.22 |
| Tier 2 Capital net of deductions | $ 2.35 |
| Total Capital Base | $ 608.57 |
Capital Adequacy
| Consolidated Group At 30 September 2012 | Consolidated Group At 30 June 2012 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 2,528.41 | $ 2,417.96 |
Claims against ADI’s | $ 323.98 | $ 347.67 |
Securistisation Personal Commercial | Nil $ 339.44 $ 75.85 | Nil $ 345.90 $ 76.35 |
All other claims | $ 397.49 | $ 391.80 |
Market Risk | Nil | Nil |
| Operational Risk | $ 490.41 | $ 490.41 |
Capital Ratios Tier 1 Capital Ratio for the group | 14.59 % | 14.61% |
| Total Capital Ratio for the group | 14.64 % | 14.69% |
Credit Risk Exposure
| 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 | $ 6,732.96 | $ 6,627.33 | $ 47.93 | $ 3.30 | $ 3.18 | $ 1.49 |
Unsecured | $ 600.44 | $ 604.24 | $ 4.23 | - | $ 3.49 | $ 0.38 |
Total Loans and Advances | $ 7,333.40 | $ 7,231.57 | $ 52.16 | $ 3.30 | $ 6.67 | $ 1.87 |
| Liquidity Investments | $ 1,112.41 | $ 1,117.86 | ||||
| General Reserve for Credit Losses | $ 9.25 | $ 9.25 |
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not imparied | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 6,517.82 | $ 7,145.25 | $ 49.82 | $ 5.20 | $ 2.34 | - |
Unsecured | $ 607.68 | $ 608.51 | $ 4.03 | $ 0.06 | $ 3.11 | ($ 0.02) |
Total Loans and Advances | $ 7,125.49 | $ 7,753.75 | $ 53.85 | $ 5.26 | $ 5.45 | ($ 0.02) |
| Liquidity Investments | $ 1,129.81 | $ 1,147.31 | ||||
| General Reserve for Credit Losses | $ 9.25 | $ 8.31 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ NIL | $ 294.42 |
| Facilities Provided: | ||
Redraws | $ NIL | $ 1.30 |
Liquidity | $ NIL | $ 5.80 |
| Securitisation Paper Purchased: | ||
RMBS | $ NIL | $ 298.60 |
ABS | $ NIL | $ NIL |
ABCP | $ NIL | $ NIL |
| Any Other Securitisation Exposures: | $ NIL | $ NIL |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 898.95 | $ 950.75 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 11.86 | $ 13.23 |
| Other | $ 8.23 | $ 12.15 |
| Drawn Portions of Facilities: | ||
Redraws | $ 1.25 | $ 1.67 |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 920.29 | $ 977.80 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 926.09 | $ 972.31 |
| Swaps | $ NIL | $ NIL |
| Undrawn Portion of Facilities: | ||
Redraws | $ 2.86 | $ 2.67 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 928.95 | $ 974.98 |