Consolidated Group At 30 September 2017
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $903.58 |
| Deductions from Tier 1 Capital | ($144.12) |
| Total Tier 1 Capital | $759.46 |
| Tier 2 Capital net of deductions | $21.79 |
| Total Capital Base | $781.25 |
Capital Adequacy
| Consolidated Group At 30 September 2017 | Consolidated Group At 30 June 2017 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,661.79 | $3,682.00 |
Claims against ADI's | $595.68 | $612.09 |
Securitisation Personal Commercial | $9.58 $449.82 $13.12 | $6.67 $437.61 $10.76 |
All other claims | $41.70 | $60.97 |
| Market Risk | $0.00 | $0.00 |
| Operational Risk | $637.85 | $637.85 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.04% | 13.90% |
Total Capital Ratio for the group | 14.44% | 14.28% |
Credit Risk Exposure
Consolidated Group At 30 September 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 | $9,123.15 | $9,156.21 | $5.01 | $4.60 | $2.95 | $2.22 |
Unsecured | $466.28 | $459.11 | $6.13 | $0.00 | $1.92 | ($0.03) |
| Total Loans and Advances | $9,589.43 | $9,615.32 | $11.14 | $4.60 | $4.87 | $2.19 |
| Liquidity Investments | $1,623.62 | $1,693.78 | ||||
| General Reserve for Credit Losses | $21.79 | $21.37 |
Consolidated Group At 30 June 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 | $9,200.65 | $9,502.30 | $7.49 | $4.65 | $4.46 | $1.26 |
Unsecured | $415.53 | $436.82 | $6.42 | $0.00 | $1.94 | $0.15 |
| Total Loans and Advances | $9,652.18 | $9,939.12 | $13.91 | $4.65 | $6.40 | $1.41 |
| Liquidity Investments | $1,769.23 | $1,544.15 | ||||
| General Reserve for Credit Losses | $20.48 | $20.29 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $0 | $485.36 |
| Facilities Provided: | ||
Redraws | $0 | $4.05 |
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 | $796.33 | $847.51 |
| Securitisation Paper Investments Held | $0 | $0 |
| Swaps Held | $25.67 | $17.10 |
| Other | $4.00 | $4.00 |
| Drawn Portions of Facilities: | ||
Redraws | $0.46 | $0.31 |
Liquidity | $0 | $0 |
| Total On-Balance Sheet Securitisation Exposures | $826.46 | $868.92 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,750.94 | $1,872.61 |
| Swaps | $7.30 | $8.12 |
| Undrawn Portion of Facilities: | ||
Redraws | $9.98 | $10.78 |
Liquidity | $0 | $0 |
| Total Off-Balance Sheet Securitisation Exposures | $1,768.22 | $1,891.51 |