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Australia and New Zealand Banking Group Ltd. — Audit Report / Information 2016
Aug 8, 2016
10425_rns_2016-08-08_4e993303-c975-4802-a1ff-19eadaec8efe.pdf
Audit Report / Information
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2016
AUST RALIA AND NEW ZEALAND BANKING G RO UP LIMIT ED 9 AUGUST 2016
June 2016 APS330, Pi llar 3 Chart pack
To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosure
Risk Weighted Assets
TOTAL RISK WEIGHTED ASSETS (RWAs)
CREDIT RWA BY CATEGORY
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$b 402 $b
392
387 14 388
14 16 18 350 334 336
361 24 362 21 33 38 38 38 333215 29 14 29 14 CVA/Other Standardised
35 36
32 32 41 38 39 Specialised Lending
Retail (QRR & Other)
55
57 59 Residential Mortgage
24
340 350 334 336 21 23 Bank & Sovereign
305 309
150 140 137 Corporate
Mar 14 Sep 14 Mar 15 Sep 15 Mar 16 Jun 16 Sep-15 Mar-16 Jun-16
Market & IRRBB RWAs Op-Risk RWAs Credit RWAs
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CREDIT RWA MOVEMENT – FY16 YTD ($13.6bn reduction)
$b
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349.8
5.6
8.1 2.9 334.3 1.0 336.2
4.7
10.3
CRWA Sep 15 FX impact Institutional [1 ] Aus Div, NZ CRWA Mar 16 FX impact Institutional Aus Div, NZ CRWA Jun 16
Div, Other Div, Other
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- For further details refer to the 2016 Half Year Results Presentation and Investor Discussion Pack, including slides 35 and 112
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2
To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosure
Credit Quality
TOTAL PROVISION CHARGE
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$m
556
482
455 459
362
305 314 299 301
247
FY10 FY11 FY12 FY13 FY14 FY15 1H16 1Q16 2Q16 3Q16
Average quarterly charge Actual quarterly charge
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GROSS IMPAIRED ASSETS
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$m
6,561
5,581
5,196
4,264
2,889 2,883 2,922
2,719
Sep-10 Sep-11 Sep-12 Sep-13 Sep-14 Sep-15 Mar-16 Jun-16
Other Instit.l NZ Australia
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90+ DAY DELINQUENCIES[1 ]
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%
2.0
Home Loans (inclusive of hardship change)
Consumer cards
1.5
1.0
0.5
0.0
Jun Jun Jun Jun Jun Jun
11 12 13 14 15 16
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- 90+ days as a percentage of total loans, exclusive of Non Performing Loans
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3
To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosure
EAD & RWA position
EAD REPORTING CHANGES
-
In order to provide better alignment to the prudential reporting of other IRB accredited ADIs ANZ has changed the reporting of Exposure at default (EAD) in APS330, Pillar 3 from a pre credit risk mitigation (CRM) basis to post credit risk mitigation basis.
-
Post CRM exposures are net of offsets for credit risk mitigation such as guarantees, credit derivatives, netting & financial collateral.
-
March 2016 and December 2015 EAD has been restated in the June 2016 APS330 Pillar 3 document to reflect these changes. Longer term EAD on the post credit risk mitigation basis is detailed below:
EXPOSURE AT DEFAULT POST CRM BASIS
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$b 877 903 909 889 896
799
765
727
693
659
2H12 1H13 2H13 1H14 2H14 1H14 2H14 1Q16 2Q16 3Q16
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4
Further Information
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Our Shareholder information
shareholder.anz.com
DISCLAIMER & IMPORTANT NOTICE: The material in this presentation is general background information about the Bank’s activities current at the date of the presentation. It is information given in summary form and does not purport to be complete. It is not intended to be relied upon as advice to investors or potential investors and does not take into account the investment objectives, financial situation or needs of any particular investor. These should be considered, with or without professional advice when deciding if an investment is appropriate
This presentation may contain forward-looking statements including statements regarding our intent, belief or current expectations with respect to ANZ’s business and operations, market conditions, results of operations and financial condition, capital adequacy, specific provisions and risk management practices. When used in this presentation, the words “estimate”, “project”, “intend”, “anticipate”, “believe”, “expect”, “should” and similar expressions, as they relate to ANZ and its management, are intended to identify forward-looking statements. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of the date hereof. Such statements constitute “forward-looking statements” for the purposes of the United States Private Securities Litigation Reform Act of 1995. ANZ does not undertake any obligation to publicly release the result of any revisions to these forward-looking statements to reflect events or circumstances after the date hereof to reflect the occurrence of unanticipated events.
Equity Investor
Jill Campbell
Group General Manager Investor Relations +61 3 8654 7749
+61 412 047 448 [email protected]
Cameron Davis
Katherine Hird
Executive Manager Investor Relations Senior Manager Investor Relations +61 3 8654 7716 +61 3 8655 3261 +61 421 613 819 +61 435 965 899 [email protected] [email protected]
Retail Investors
Debt Investors
Michelle Weerakoon
Manager Shareholder Services & Events
+61 3 8654 7682 +61 411 143 090 [email protected]
Donna Chow
Associate Director, Debt Investor Relations +61 3 8655 1402 [email protected]
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