Consolidated Group At 30 September 2016
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $847.98 |
| Deductions from Tier 1 Capital | ($112.15) |
| Total Tier 1 Capital | $735.83 |
| Tier 2 Capital net of deductions | $19.61 |
| Total Capital Base | $755.44 |
Capital Adequacy
| Consolidated Group At 30 September 2016 | Consolidated Group At 30 June 2016 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,688.35 | $3,665.23 |
Claims against ADI's | $495.21 | $510.29 |
Securitisation Personal Commercial | $6.76 $368.81 $11.96 | $7.30 $367.31 $13.10 |
All other claims | $47.39 | $37.86 |
| Market Risk | $NIL | $NIL |
| Operational Risk | $599.28 | $599.28 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.10% | 13.87% |
Total Capital Ratio for the group | 14.48% | 14.25% |
Credit Risk Exposure
Consolidated Group At 31 September 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 | $9,098.14 | $9,060.71 | $11.16 | $6.43 | $5.44 | $1.09 |
Unsecured | $364.97 | $358.06 | $3.35 | $0.00 | $1.29 | $0.03 |
| Total Loans and Advances | $9,463.11 | $9,418.77 | $14.51 | $6.43 | $6.73 | $1.12 |
| Liquidity Investments | $1,446.47 | $1,436.75 | ||||
| General Reserve for Credit Losses | $19.61 | $19.80 |
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 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $0.00 | $0.00 |
| 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 | $592.70 | $637.00 |
| Securitisation Paper Investments Held | $NIL | $NIL |
| Swaps Held | $17.25 | $18.79 |
| Other | $4.00 | $4.01 |
| Drawn Portions of Facilities: | ||
Redraws | $0.41 | $0.42 |
Liquidity | $NIL | $NIL |
| Total On-Balance Sheet Securitisation Exposures | $614.36 | $660.22 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,696.77 | $1,807.50 |
| Swaps | $5.79 | $6.43 |
| Undrawn Portion of Facilities: | ||
Redraws | $5.94 | $6.37 |
Liquidity | $NIL | $NIL |
| Total Off-Balance Sheet Securitisation Exposures | $1,708.50 | $1,820.30 |