Consolidated Group At 30 June 2015
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 778.96 |
| Deductions from Tier 1 Capital | ($ 92.25) |
| Total Tier 1 Capital | $ 686.71 |
| Tier 2 Capital net of deductions | $ 18.25 |
| Total Capital Base | $ 704.96 |
Capital Adequacy
| Consolidated Group At 30 June 2015 | Consolidated Group At 31 March 2015 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 3,446.90 | $ 3,358.23 |
Claims against ADI's | $ 479.92 | $ 413.52 |
Securitisation Personal Commercial | $ 8.30 $ 351.57 $ 15.18 | $ 9.95 $ 355.07 $ 15.89 |
All other claims | $ 24.92 | $ 31.42 |
Market Risk | $ NIL | $ NIL |
| Operational Risk | $ 569.90 | $ 553.90 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.02% | 14.36 % |
Total Capital Ratio for the group | 14.40% | 14.74 % |
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 | $ 8,494.45 | $ 8,341.70 | $ 51.88 | $ 4.18 | $ 5.41 | $ 0.38 |
Unsecured | $ 347.25 | $ 348.57 | $ 3.92 | $ 0.00 | $ 1.95 | ($ 0.21) |
Total Loans and Advances | $ 8,841.70 | $ 8,690.27 | $ 55.80 | $ 4.18 | $ 7.36 | $ 0.17 |
| Liquidity Investments | $ 1,321.68 | $ 1,313.69 | ||||
| General Reserve for Credit Losses | $ 18.25 | $ 18.89 |
| 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 | $ 8,182.86 | $ 8,046.26 | $ 45.35 | $ 8.95 | $ 4.05 | ($ 0.12) |
Unsecured | $ 351.33 | $ 354.93 | $ 3.80 | $ 0.00 | $ 2.16 | $ 1.28 |
Total Loans and Advances | $ 8,534.19 | $ 8,401.19 | $ 49.15 | $ 8.95 | $ 6.21 | $ 1.16 |
| Liquidity Investments | $ 1,304.18 | $ 1,328.37 | ||||
| General Reserve for Credit Losses | $ 18.10 | $ 18.19 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ 0.00 | $ 154.03 |
| Facilities Provided: | ||
Redraws | $ 0.00 | $ 3.38 |
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 | $ 933.99 | $ 800.52 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 8.10 | $ 11.96 |
| Other | $ 11.60 | $ 11.55 |
| Drawn Portions of Facilities: | ||
Redraws | $ 0.75 | $ 0.41 |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 954.44 | $ 824.44 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 1,548.19 | $ 1,635.37 |
| Swaps | $ 9.50 | $ 10.62 |
| Undrawn Portion of Facilities: | ||
Redraws | $ 8.39 | $ 8.50 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 1,566.08 | $ 1,654.49 |