Australia and New Zealand Banking Group Ltd. — Audit Report / Information 2026

Feb 11, 2026

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12 February 2026

Market Announcements Office ASX Limited Exchange Place Level 27 39 Martin Place SYDNEY NSW 2000

APS 330 Pillar 3 Disclosure at 31 December 2025

Australia and New Zealand Banking Group Limited (ANZ) today released its APS 330 Pillar 3 Disclosure as at 31 December 2025.

It has been approved for distribution by ANZ’s Continuous Disclosure Committee.

Yours faithfully

Simon Pordage

Company Secretary Australia and New Zealand Banking Group Limited

Australia and New Zealand Banking Group Limited 9/833 Collins Street Docklands Victoria 3008 Australia ABN 11 005 357 522

2025 Basel III Pillar 3 Disclosure

As at 31 December 2025 APS 330: Public Disclosure

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ANZ Basel III Pillar 3 disclosure December 2025

Important notice

This document has been prepared by ANZ BH Pty Ltd as the head of ANZ’s Level 2 Banking Group (ANZ) to meet its disclosure obligations under the Australian Prudential Regulation Authority (APRA) ADI Prudential Standard (APS) 330 Public Disclosure.

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ANZ Basel III Pillar 3 disclosure December 2025

Table of Contents[1]

Introduction ................................................................................................................................................................................................... 4 DIS20: Overview of risk management, key prudential metrics and RWA ..................................................................................................... 6 KM1: Key metrics (at consolidated group level)................................................................................................................................... 6 Key metrics - Suncorp Bank ................................................................................................................................................................ 7 OV1: Overview of RWA ....................................................................................................................................................................... 8 Overview of EAD and RWA ............................................................................................................................................................... 10 DIS21: Comparison of modelled and standardised RWA ........................................................................................................................... 12 CMS1: Comparison of modelled and standardised RWA at risk level ............................................................................................... 12 DIS40: Credit risk ........................................................................................................................................................................................ 14 CR8: RWA flow statements of credit risk exposures under IRB ........................................................................................................ 14 DIS80: Leverage ratio ................................................................................................................................................................................. 15 LR2: Leverage ratio common disclosure template............................................................................................................................. 15 DIS85: Liquidity ........................................................................................................................................................................................... 16 LIQ1: Liquidity coverage ratio (LCR) .................................................................................................................................................. 18 Accountable person attestation................................................................................................................................................................... 20 Glossary ...................................................................................................................................................................................................... 21 Important information- forward-looking statements .................................................................................................................................... 23

1 Each table reference adopted in this document aligns to those required by APS 330, as defined by the Basel Committee on Banking Supervision (BCBS) and adjusted by APRA for the Australian context.

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ANZ Basel III Pillar 3 disclosure December 2025

Introduction

Purpose of this document

This document has been prepared in accordance with the Australian Prudential Regulation Authority (APRA) Prudential Standard (APS) 330: Public Disclosure.

APS 330 Public Disclosure Prudential Standard (APS 330) requires locally-incorporated authorised deposit-taking institutions (ADIs) to meet minimum requirements for the public disclosure of key information on their capital and risk exposures and, where applicable, leverage ratio, liquidity coverage ratio, net stable funding ratio and indicators for the identification of potential global systemically important banks, so as to contribute to the transparency of financial markets and to enhance market discipline.

This document is prepared for ANZ BH Pty Ltd (ANZ Bank HoldCo) in accordance with ANZ Board policy and the APS 330 reporting standard requirements. It presents information on Capital Adequacy and Risk Weighted Assets (RWA) calculations for credit risk, securitisation, traded market risk, interest rate risk in the banking book and operational risk.

Australia and New Zealand Banking Group Limited (ANZBGL) is an authorised deposit-taking institution (ADI) and a wholly owned subsidiary of ANZ Bank Holdco. The ultimate parent entity is ANZ Group Holdings Limited (ANZGHL). ANZGHL and its subsidiaries are collectively referred to as the ANZGHL Group.

The APS 330 disclosure has been prepared on the Level 2 basis being ANZ Bank HoldCo as the head of ANZ’s Level 2 Banking Group.

Any reference to ANZ / the Group refers to ANZ’s Level 2 Banking Group.

Suncorp Bank Acquisition

On 31 July 2024, the Group acquired 100% of the shares in SBGH Limited, the immediate holding company of Suncorp Bank. The reported figures in this disclosure include Suncorp Bank for the period since ownership as applicable.

Suncorp Bank is the trading name of Norfina Limited ABN 66 010 831 722 (formerly Suncorp-Metway Limited). Norfina Limited is an ADI and a wholly owned subsidiary of Australia and New Zealand Banking Group Limited (ANZBGL).

Suncorp Bank is a standardised ADI with Credit RWA calculated based on APS 112 Capital Adequacy: Standardised Approach to Credit Risk. Suncorp Bank is exposed to a similar range of inter-related business risks as the pre-existing ANZ portfolio, although with a predominant Australia domestic focus and has its own Risk Management Framework, Risk Management Strategy, Risk Appetite Statement and supporting suite of policies and procedures to manage these risks.

Verification of disclosures

These Pillar 3 disclosures have been verified in accordance with Board-approved policy, including ensuring consistency with information contained in returns provided to APRA. In addition, ANZ’s external auditor performs an agreed-upon procedures engagement with respect to the annual and semi-annual disclosures.

Comparison to ANZBGL’s Financial Reporting

These disclosures have been produced in accordance with regulatory capital adequacy concepts and rules, rather than with accounting policies adopted in ANZBGL’s financial reports. As such, there are different areas of focus and measures in some common areas of these disclosures. These differences are most pronounced in the credit risk disclosures, for instance:

• The principal method for measuring the amount at risk is Exposure at Default (EAD), which is the estimated exposure owed on a credit obligation (including on-balance sheet and commitments and contingents) at the time of default.

• Loss Given Default (LGD) is an estimate of the loss expected in the event of default. LGD is essentially calculated as the amount at risk (EAD) less expected net recoveries from realisation of collateral as well as any post-default repayments of principal and interest.

• Most credit risk disclosures split ANZ’s portfolio into regulatory asset classes, which span different areas of ANZ’s internal divisional and business unit organisational structure.

Unless otherwise stated, all amounts are rounded to AUD millions.

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ANZ Basel III Pillar 3 disclosure December 2025

Pillar 3 disclosure requirements

In accordance with APS 330, an ADI must make the prudential disclosures as set out in the Standard issued by the Basel Committee on Banking Supervision (BCBS Standard) titled “Disclosure requirements”, subject to the modifications specified in Attachment A of APS 330. The BCBS Standard, including disclosure templates and tables that an ADI must complete and disclose, is available on the Bank of International Settlements website.

An ADI may make minor modifications to the content of its disclosures under the BCBS Standard where there are inconsistencies between the BCBS Standard and the applicable requirements in any Prudential Standards[1] . These modifications are noted in the respective disclosure tables throughout this document.

1 APS 330, Para. 19-20

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ANZ Basel III Pillar 3 disclosure December 2025

DIS20: Overview of risk management, key prudential metrics and RWA

KM1: Key metrics (at consolidated group level)

The table below sets out the key regulatory metrics and ratios covering capital (including buffer requirements and ratios), RWA, Leverage ratio, Liquidity coverage ratio (LCR) and Net Stable Funding Ratio (NSFR).

This table has minor modifications from the original BCBS standard.

Available capital (amounts)	Dec 25 Sep 25 Jun 25 Mar 25 Dec 24 $M $M $M $M $M
1 Common Equity Tier 1 (CET1) 2 Tier 1 3 Total capital Risk-weighted assets (amounts)	56,563 55,184 56,942 55,229 54,333 63,881 62,541 64,322 62,672 62,699 98,473 96,351 96,834 95,503 92,447
4 Total risk-weighted assets (RWA) 4a Total risk-weighted assets (pre-floor) Risk-based capital ratios as a percentage of RWA	465,618 458,547 476,830 468,999 472,434 457,797 455,048 465,879 456,940 461,059
5 CET1 ratio (%) 5b CET1 ratio (%) (pre-floor ratio) 6 Tier 1 ratio (%) 6b Tier 1 ratio (%) (pre-floor ratio) 7 Total capital ratio (%) 7b Total capital ratio (%) (pre-floor ratio) Additional CET1 buffer requirements as a percentage of RWA	12.1% 12.0% 11.9% 11.8% 11.5% 12.4% 12.1% 12.2% 12.1% 11.8% 13.7% 13.6% 13.5% 13.4% 13.3% 14.0% 13.7% 13.8% 13.7% 13.6% 21.1% 21.0% 20.3% 20.4% 19.6% 21.5% 21.2% 20.8% 20.9% 20.1%
8 Capital conservation buffer requirement (%) 9 Countercyclical buffer requirement (%) 10 Bank G-SIB and/or D-SIB additional requirements (%) 11 Total of bank CET1 specific buffer requirements (%) 12 CET1 available after meeting the bank’s minimum capital requirements (%) Basel III Leverage ratio	3.75% 3.75% 3.75% 3.75% 3.75% 0.7163% 0.7199% 0.7191% 0.7219% 0.7276% 1.00% 1.00% 1.00% 1.00% 1.00% 5.47% 5.47% 5.47% 5.47% 5.48% 7.6% 7.5% 7.4% 7.3% 7.0%
13 Total Basel III leverage ratio exposure measure 1,458,304 1,424,842 1,447,763 1,427,834 1,432,615 14 Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) 4.4% 4.4% 4.4% 4.4% 4.4% Liquidity Coverage Ratio (LCR)
15 Total high-quality liquid assets (HQLA) 306,472 314,879 324,230 316,323 295,673 16 Total net cash outflow 230,953 238,504 242,689 237,584 225,783 17 LCR ratio (%) 132.74% 132.07% 133.63% 133.17% 130.95% Net Stable Funding Ratio (NSFR)
18 Total available stable funding 744,637 730,141 744,791 737,456 721,838 19 Total required stable funding 643,769 637,319 642,418 630,563 634,312 20 NSFR ratio 115.67% 114.56% 115.94% 116.95% 113.80%

Common Equity Tier 1

Level 2 CET1 ratio of 12.1%, an increase of 12bps since September 2025. Key drivers were:

• Cash profit (Level 2) increased the CET1 ratio by +41 bps.

• Reinvestment of NOHC surplus capital to ANZBGL Group increased the CET1 ratio by +22bps.

• Payment of the 2025 final dividend (net of Dividend Reinvestment Plan (DRP) and Bonus Option Plan (BOP)) decreased the CET1 ratio by -33 bps.

• Underlying RWA (excluding IRRBB) decreased the CET1 ratio by -15 bps, due to CRWA increasing mainly due to lending growth in Institutional and New Zealand divisions, and an increase in non-CRWA.

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ANZ Basel III Pillar 3 disclosure December 2025

Leverage ratio

The APRA Leverage ratio was unchanged at 4.4% as the increase in Tier-1 capital offset the increase in total exposures. The exposure increase was mainly due to loan growth and an increase in securities financing transactions.

For key movements in RWA see table OV1: Overview of RWA .

Liquidity

The Group’s average LCR for the 3 months to 31 December 2025 has increased 0.6% from 132.1% as at 30 September 2025 to 132.7% with total liquid assets exceeding net cash outflows by an average of $75.5 billion.

Through the period the LCR has remained within the range 128% to 139%. The liquid asset portfolio was made up of on average 33% ($100.2 billion) cash and central bank reserves and 61% ($182.7 billion) HQLA1 securities, with the remaining mainly consisting of HQLA2 securities.

The Group's NSFR has increased 1.1% over the quarter from 114.6% as at 30 September 2025 to 115.7% as at 31 December 2025. This increase was primarily driven by deposit growth over the quarter.

The main sources of Available Stable Funding (ASF) at 31 December 2025 were deposits from Retail and SME customers, at 50%, with other wholesale funding at 28% and capital at 14% of the total ASF.

The majority of ANZ's Required Stable Funding (RSF) at 31 December 2025 was driven by mortgages at 50% and other lending to non-financial institution customers at 28% of the total RSF.

Key metrics - Suncorp Bank

Suncorp Bank is a standardised ADI with Credit RWA calculated based on APS 112 Standardised Approach to Credit Risk.

As of March 2025, Suncorp Bank does not produce a separate Pillar 3 report. The table below sets out the key information on regulatory metrics and ratios covering capital and RWAs for Suncorp Bank.

Available capital (amounts)	Dec 25 Sep 25 Jun 25 Mar 25 Dec 24 $M $M $M $M $M
1 Common Equity Tier 1 (CET1) 2 Tier 1 3 Total capital Risk-weighted assets (amounts)	3,759 3,638 3,666 3,559 3,440 4,319 4,198 4,226 4,119 4,000 5,166 5,047 5,063 4,955 4,830
4 Total risk-weighted assets (RWA) Risk-based capital ratios as a percentage of RWA	34,340 33,821 34,060 33,356 33,516
5 CET1 ratio (%) 6 Tier 1 ratio (%) 7 Total capital ratio (%)	10.9% 10.8% 10.8% 10.7% 10.3% 12.6% 12.4% 12.4% 12.3% 11.9% 15.0% 14.9% 14.9% 14.9% 14.4%

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ANZ Basel III Pillar 3 disclosure December 2025

OV1: Overview of RWA

The table below shows RWA and minimum capital requirements by risk type and approach. For the purpose of this table, the minimum capital requirement is defined to be 8% of RWA.

This table has minor modifications from the original BCBS standard.

	RWA	Minimum capital requirements
	Dec 25 Sep 25 Jun 25 $M $M $M	Dec 25
		$M
1 Credit risk (excluding counterparty credit risk) 2 of which: standardised approach (SA) 3 of which: foundation internal ratings-based (FIRB) approach 4 of which: supervisory slotting approach 5 of which: advanced internal ratings-based (AIRB) approach1, 2 6 Counterparty credit risk (CCR) 7 of which: standardised approach for counterparty credit risk 8 of which: IMM 9 of which: other CCR 10 Credit valuation adjustment (CVA) 16 Securitisation exposures in banking book 17 of which: securitisation IRB approach (SEC-IRBA) 18 of which: securitisation external ratings-based approach (SEC-ERBA), including internal assessment approach (IAA) 19 of which: securitisation standardised approach (SEC-SA) 20 Market risk 21 of which: standardised approach (SA) 22 of which: internal model approach (IMA) 24 Operational risk3 25a IRRBB regulatory RWA 26 Output floor applied (%) 28 Floor adjustment	348,966 350,098 361,775	27,917
	40,775 40,401 41,363	3,262
	68,849 67,702 73,363	5,508
	13,941 13,787 14,827	1,115
	225,401 228,208 232,222	18,032
	13,671 13,226 14,345	1,094
	12,964 12,616 13,645	1,037
	- - -	-
	707 610 700	57
	4,113 3,768 4,991	329
	2,351 2,491 2,535	188
	- - -	-
	771 776 870
		62
	1,580 1,715 1,665	126
	7,222 6,895 7,719	578
	1,433 1,518 1,193	115
	5,789 5,377 6,526	463
	54,537 53,773 53,773	4,363
	26,937 24,797 20,741	2,155
	72.5% 72.5% 72.5%
	7,821 3,499 10,951	626
29 Total	465,618 458,547 476,830	37,250

________

1 Includes a $3.1 billion RWA overlay relating to the Australian Residential Mortgages PD model.

2 Includes a $3.8 billion RWA overlay relating to an Income Producing Real Estate (IPRE) risk weight floor.

• 3 Includes $12.5 billion ($1 billion capital) operational risk RWA overlay, applied to both Level 1 and Level 2.

The minimum capital requirement is based on an 8% capitalisation rate, however ANZ’s current CET1 ratio is 12.1% as at 31 December 2025.

Credit risk weighted assets

Credit RWA (CRWA) for 31 December 2025 totalled $369.1 billion (which includes Credit Risk, Counterparty Credit Risk, CVA and Securitisation), a $0.5 billion decrease over the quarter. Key drivers of this movement include:

• Portfolio risk was lower (-$3.0 billion) primarily reflecting the benefit from the introduction of the Australian Government’s limited guarantee over ANZ’s Pacific exposures in October 2025 combined with improved delinquency in the Australia Retail Home Loans portfolio.

• Foreign exchange impact reduction (-$2.2 billion).

• Data, models and methodology (-$3.2 billion) due to ongoing enhancements across processes, data quality and methodological treatments primarily in the Australia Retail Home Loans portfolio.

• Volume increase (+$7.6 billion) driven predominantly by the Institutional business (+$5.1 billion) across Financial Institution and Corporate asset classes. Additional growth in the New Zealand division (+$1.0 billion), primarily within the mortgage portfolio, and in the Business & Private Bank division (+$0.5 billion), mainly within the Corporate asset class.

• Other movements (+$0.3 billion) mainly a rise in CVA RWA.

Market risk, Operational risk and IRRBB RWA

Traded Market Risk RWA increased by $0.3 billion over the quarter, primarily driven by higher Stressed VaR .

IRRBB RWA increased by $2.1 billion over the quarter, driven by a combination of a reduction in the embedded gain component and changes under the new IRRBB APS 117 standard.

The annual refresh of the Operational risk RWA has resulted in an increase of $0.7 billion (from $53.8 billion to $54.5 billion), as per APS 115 prudential requirements.

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ANZ Basel III Pillar 3 disclosure December 2025

Floor adjustment RWA

The RWA floor adjustment is the additional RWA required after comparing the total actual RWA to the Output Floor of 72.5% of RWA calculated under the full standardised approach. For 31 December 2025, the RWA floor adjustment was $7.8 billion, an increase of $4.3 billion over the quarter. The increase in the RWA floor adjustment included:

• A net increase of $6.7 billion from credit and counterparty risks, driven by growth in high quality exposures within the Institutional portfolio which increased the Output Floor by more than actual RWA ($5.0 billion) combined with reductions in advanced RWA due to data and methodology changes which did not affect the Output Floor, particularly for Australia Mortgage portfolio ($1.8 billion).

• A floor gap reduction of $2.1 billion arising from an increase in IRRBB RWA driven by a combination of a reduction in the embedded gain component and changes under the new IRRBB APS 117 standard. IRRBB RWA has no impact on the Output Floor.

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ANZ Basel III Pillar 3 disclosure December 2025

Overview of EAD and RWA

The table below shows a summary of EAD and RWA by asset class.

	Dec 25
	EAD Post-CCF and Post-CRM RWA
	Credit riskCounterparty credit risk Total Credit riskCounterparty credit risk Total $m $m $m $m $m $m
1 Subject to AIRB approach 2 of which Corporate (including SME)1 3 of which Retail SME 4 of which Residential mortgage2 5 of which Qualifying revolving retail 6 of which Other retail 7 of which RBNZ regulated banking subsidiary 8 Subject to FIRB approach 9 of which Corporate 10 of which Sovereign 11 of which Financial institution 12Subject to supervisory slotting (including RBNZ) 13 Subject to standardised approach 14 of which Corporate (including SME) 15 of which Residential mortgage 16 of which Sovereign 17 of which Other exposures 18 of which RBNZ regulated banking subsidiary	698,041 2,677 700,718 225,401 1,095 226,496 138,475 1,288 139,763 63,902 588 64,490 16,567 - 16,567 9,353 - 9,353 374,821 - 374,821 91,319 - 91,319 12,406 - 12,406 2,981 - 2,981 1,459 - 1,459 1,642 - 1,642 154,313 1,389 155,702 56,204 507 56,711 427,580 40,926 468,506 68,849 11,097 79,946 93,548 6,321 99,869 35,331 2,457 37,788 245,189 4,078 249,267 8,537 366 8,903 88,843 30,527 119,370 24,981 8,274 33,255 16,581 309 16,890 13,941 246 14,187 130,780 12,908 143,688 40,775 1,233 42,008 15,474 290 15,764 12,019 268 12,287 66,076 - 66,076 22,880 - 22,880 9,623 207 9,830 10 207 217 15,310 9,556 24,866 3,907 286 4,193 24,297 2,855 27,152 1,959 472 2,431
19 Total credit and counterparty credit risk3	1,272,982 56,820 1,329,802 348,966 13,671 362,637
20 Credit valuation adjustment 21 Securitisation exposures in banking book	4,113 14,981 2,351
22Total subject to calculation of RWA for credit risk	1,344,783 369,101
23 Market risk 24 Operational risk 25 Interest rate risk in the banking book 26 Floor adjustment	7,222 54,537 26,937 7,821
27 Total RWA	465,618

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1 Includes a $3.8 billion RWA overlay relating to an IPRE risk weight floor.

2 Includes a $3.1 billion RWA overlay relating to the Australian Residential Mortgages PD model.

3 The percentage of credit risk EAD (excluding CCR) covered by the AIRB, FIRB, supervisory slotting and standardised approaches was 55%, 34%, 1%, 10%, respectively.

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ANZ Basel III Pillar 3 disclosure December 2025

Overview of EAD and RWA (Continued)

	Sep 25
	EAD Post-CCF and Post-CRM RWA
	Credit riskCounterparty credit risk Total Credit riskCounterparty credit risk Total $m $m $m $m $m $m
1 Subject to AIRB approach 2 of which Corporate (including SME) 3 of which Retail SME 4 of which Residential mortgage1 5 of which Qualifying revolving retail 6 of which Other retail 7 of which RBNZ regulated banking subsidiary 8 Subject to FIRB approach 9 of which Corporate 10 of which Sovereign 11 of which Financial institution 12Subject to supervisory slotting (including RBNZ) 13 Subject to standardised approach 14 of which Corporate (including SME) 15 of which Residential mortgage 16 of which Sovereign 17 of which Other exposures 18 of which RBNZ regulated banking subsidiary	697,803 3,123 700,926 228,208 1,282 229,490 138,656 1,476 140,132 63,726 651 64,377 16,515 - 16,515 9,419 - 9,419 373,535 - 373,535 94,135 - 94,135 12,465 - 12,465 3,032 - 3,032 1,450 - 1,450 1,642 - 1,642 155,182 1,647 156,829 56,254 631 56,885 403,354 38,337 441,691 67,702 10,561 78,263 84,651 6,226 90,877 34,388 2,477 36,865 230,008 3,335 233,343 10,107 175 10,282 88,695 28,776 117,471 23,207 7,909 31,116 16,427 370 16,797 13,787 285 14,072 131,242 12,766 144,008 40,401 1,098 41,499 15,984 80 16,064 12,456 84 12,540 64,727 - 64,727 22,407 - 22,407 10,949 175 11,124 10 175 185 13,711 9,550 23,261 3,698 420 4,118 25,871 2,961 28,832 1,830 419 2,249
19 Total credit and counterparty credit risk	1,248,826 54,596 1,303,422 350,098 13,226 363,324
20 Credit valuation adjustment 21 Securitisation exposures in banking book	3,768 15,678 2,491
22Total subject to calculation of RWA for credit risk	1,319,100 369,583
23 Market risk 24 Operational risk 25 Interest rate risk in the banking book 26 Floor adjustment	6,895 53,773 24,797 3,499
27 Total RWA	458,547

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ANZ Basel III Pillar 3 disclosure December 2025

DIS21: Comparison of modelled and standardised RWA

CMS1: Comparison of modelled and standardised RWA at risk level

The table below outlines the comparison of modelled and standardised RWA at Risk level.

	Dec 25
	RWA
	RWA for modelled approaches that banks have supervisory approval to use RWA for portfolios where standardised approaches are used Total Actual RWA RWA calculated using full standardised approach $M $M $M $M
1 Credit risk (excluding counterparty credit risk) 2 Counterparty credit risk 3 Credit valuation adjustment 4 Securitisation exposures in the banking book 5 Market risk 6 Operational risk 7a IRRBB 7 Residual RWA1	308,191 40,775 348,966 547,346
	12,438 1,233 13,671 26,663
	4,113 4,113 4,113
	- 2,351 2,351 2,351
	5,789 1,433 7,222 7,222
	54,537 54,537 54,537
	26,937 26,937
	- 7,821 7,821 -
8 Total	353,355 112,263 465,618 642,232

---

1 Reflects the standardised floor adjustment.

	Sep 25
	RWA
	RWA for modelled approaches that banks have supervisory approval to use RWA for portfolios where standardised approaches are used Total Actual RWA RWA calculated using full standardised approach $M $M $M $M
1 Credit risk (excluding counterparty credit risk) 2 Counterparty credit risk 3 Credit valuation adjustment 4 Securitisation exposures in the banking book 5 Market risk 6 Operational risk 7a IRRBB 7 Residual RWA	309,697 40,401 350,098 539,346
	12,128 1,098 13,226 26,205 3,768 3,768 3,768 - 2,491 2,491 2,491 5,377 1,518 6,895 6,895 53,773 53,773 53,773
	24,797 24,797 - 3,499 3,499 -
8 Total	351,999 106,548 458,547 632,478

	Jun 25
	RWA
	RWA for modelled approaches that banks have supervisory approval to use RWA for portfolios where standardised approaches are used Total Actual RWA RWA calculated using full standardised approach
	$M $M $M $M
1 Credit risk (excluding counterparty credit risk) 2 Counterparty credit risk 3 Credit valuation adjustment 4 Securitisation exposures in the banking book 5 Market risk 6 Operational risk 7a IRRBB 7 Residual RWA	320,412 41,363 361,775 561,941
	12,979 1,366 14,345 26,737 4,991 4,991 4,991 - 2,535 2,535 2,535 6,526 1,193 7,719 7,719 53,773 53,773 53,773
	20,741 20,741 - 10,951 10,951 -
8 Total	360,658 116,172 476,830 657,696

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ANZ Basel III Pillar 3 disclosure December 2025

In accordance with current prudential regulations, APRA (and Reserve Bank of New Zealand (RBNZ) in the New Zealand context) has approved ANZ’s use of the internal ratings-based approach for calculating the required capital for the majority of credit risk and counterparty credit risk exposures, with the standardised approach used for only a relatively small proportion of credit exposures. Noting the Suncorp Bank portfolio continues to calculate required capital under the standardised approach.

Methodological differences primarily arise due to the measurement of exposure at default (EAD) and the risk weights applied. In both cases, the treatment of credit risk mitigation, such as collateral, can have a significant effect. In line with the BCBS objectives, the internal model approach aims to balance the maintaining of prudent levels of capital while encouraging, where appropriate, the use of advanced risk management techniques.

Risk weights

Under the internal ratings-based approach, internal estimates of the probability of default (PD) and the loss given default (LGD), and for wholesale exposures the maturity, are used as inputs to the risk-weight formula for calculating RWA. Additionally, a 1.1 scaling factor is applied to internal ratings-based exposures. Under the standardised approach, risk weights are less granular and are driven by ratings provided by external credit assessment institutions (ECAIs) or the amount of collateral with which an exposure is secured which is used in the loan to value ratio (LVR).

The material divergences between the Standardised and Internal Ratings-Based approaches are in the Corporate and Financial Institutions asset classes. Much of this comes about due to the limited availability of external credit ratings across the portfolios, including for high-quality Institutional customers. Under the Standardised rules for unrated exposures, the risk-weight outcome is relatively conservative with only minor difference in treatment between customer credit profiles, resulting in a material divergence to the Internal Ratings-Based outcome for the same portfolios.

The Retail Residential Mortgage sub-asset class also exhibits conservatism in the standardised approach driven by the prescribed risk weights primarily using LVR.

EAD measurement

Prescribed credit conversion factors (CCF’s) applied to off-balance sheet amounts are mostly consistent across internal ratings-based and standardised approaches. Some differences are observed in non-revolving retail exposures (requiring 100% CCF in internal ratings-based) and revolving retail exposures (allowing an internal estimate under internal ratings-based).

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ANZ Basel III Pillar 3 disclosure December 2025

DIS40: Credit risk

CR8: RWA flow statements of credit risk exposures under IRB

The table below presents the changes in IRB RWA amounts over the reporting period for the key drivers of credit risk[1] .

	Dec 25 Sep 25 Jun 25
	RWA Amount RWA Amount RWA Amount
	$M $M $M
1 RWA as at end of previous reporting period	309,697 320,412 314,528
2 Asset size	6,508 (5,524) 5,083
3 Asset quality	(2,875) (1,628) (28)
4 Model updates	(436) - -
5 Methodology and policy	(2,709) 1,312 939
6 Acquisitions and disposals	- - -
7 Foreign exchange movements	(1,994) (4,271) (110)
8 Other2	- (604) -
9 RWA as at end of reporting period	308,191 309,697 320,412

_______ 1 The attribution of Credit RWA movements requires assumptions and judgement; different assumptions could lead to different attributions. This table presents the contribution of changes in Credit RWA amounts under the IRB approach only and hence may not directly reconcile to Group level Credit RWA attributions.

2 The September 2025 reduction relates to a new securitisation of residential mortgages eligible for capital relief under APS 120.

‑ CRWA reduced during the period with balance sheet growth, offset by asset quality related movements and model and methodology updates.

‑ Asset size growth predominantly occurred within Institutional division with increased exposures to well rated corporates and financial institutions.

‑ Asset quality related movements reflect the introduction of the Australian Government’s limited guarantee on ANZ’s Pacific exposures from October 2025, which resulted in revised risk treatment for the affected exposures (-$1.9 billion) along with improvements to the delinquency profile for the Australia Mortgage portfolio (-$0.8 billion)

In addition, model and methodology enhancements contributed a reduction to CRWA of $3.1 billion, primarily related to residential mortgage portfolio which contributed -$2.3 billion ($1.9 billion data and methodology improvements and $0.4 billion of model related changes).

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ANZ Basel III Pillar 3 disclosure December 2025

DIS80: Leverage ratio

LR2: Leverage ratio common disclosure template

The table below provides a detailed breakdown of the components of the leverage ratio, as well as information on the actual leverage ratio, minimum requirements and buffers.

	Dec 25 Sep 25 Jun 25 $M $M $M
On-balance sheet exposures
1 On-balance sheet exposures (excl. derivatives and securities financing transactions (SFTs), but incl. collateral) 2 Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the operative accounting framework 3 (Deductions of receivable assets for cash variation margin provided in derivatives transactions) 4 (Adjustment for securities received under securities financing transactions that are recognised as an asset) 5 (Specific and general provisions associated with on-balance sheet exposures that are deducted from Tier 1 capital) 6 (Asset amounts deducted in determining Tier 1 capital and regulatory adjustments)	1,183,817 1,163,156 1,186,042 9,332 8,425 7,305 (8,011) (5,925) (8,605) - - - - - - (14,113) (14,344) (14,821)
7 Total on-balance sheet exposures(excluding derivatives and SFTs)	1,171,025 1,151,312 1,169,921
Derivative exposures
8 Replacement cost associated with_all_derivatives transactions (where applicable net of eligible cash variation margin, with bilateral netting and/or the specific treatment for client cleared derivatives) 9 Add-on amounts for potential future exposure associated with_all_derivatives transactions 10 (Exempted central counterparty (CCP) leg of client-cleared trade exposures) 11 Adjusted effective notional amount of written credit derivatives 12 (Adjusted effective notional offsets and add-on deductions for written credit derivatives)	23,780 18,814 16,088 40,722 39,972 41,062 - - - 16,380 17,139 10,131 (15,988) (16,722) (9,849)
13 Total derivative exposures (sum of rows 8 to 12)	64,894 59,203 57,432
Securities financing transaction exposures
14 Gross SFT assets (with no recognition of netting), after adjustment for sale accounting transactions 15 (Netted amounts of cash payables and cash receivables of gross SFT assets) 16 Counterparty credit risk exposure for SFT assets 17 Agent transaction exposures	91,335 83,733 82,607 (2,556) (2,364) (2,386) 1,086 1,528 1,758 - - -
18 Total securities financing transaction exposures (sum of rows 14 to 17)	89,865 82,897 81,979
Other off-balance sheet exposures
19 Off-balance sheet exposure at gross notional amount 20 (Adjustments for conversion to credit equivalent amounts) 21 (Specific and general provisions associated with off-balance sheet exposures deducted in determining Tier 1 capital) 22 Off-balance sheet items (sum of rows 19 to 21)	288,452 291,027 301,633 (155,092) (158,764) (162,346) (840) (833) (856) 132,520 131,430 138,431
Capital and total exposures
23 Tier 1 capital	63,881 62,541 64,322
24 Total exposures (sum of rows 7, 13, 18 and 22)	1,458,304 1,424,842 1,447,763
Leverage ratio
25 Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 26 National minimum leverage ratio requirement 27 Applicable leverage buffers	4.4% 4.4% 4.4% 4.4% 4.4% 4.4% 3.5% 3.5% 3.5% 0.9% 0.9% 0.9%
Disclosure of mean values
28 Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables 29 Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables 30 Total exposures (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) 30a Total exposures (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) 31 Basel III leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables) 31a Basel III leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	88,779 81,369 80,221 95,607 81,104 83,075 1,458,304 1,424,842 1,447,763 1,458,304 1,424,842 1,447,763 4.4% 4.4% 4.4% 4.4% 4.4% 4.4%

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ANZ Basel III Pillar 3 disclosure December 2025

DIS85: Liquidity

Liquidity risk overview, management and control responsibilities

Liquidity risk is the risk that the Group is either:

• unable to meet its payment obligations (including repaying depositors or maturing wholesale debt) when they fall due; or

• does not have the appropriate amount, tenor and composition of funding and liquidity to fund increases in its assets.

Management of liquidity and funding risks are overseen by Group Asset and Liability Committee. The Group’s liquidity and funding risks are governed by a set of principles approved by the BRC and include:

• maintaining the ability to meet all payment obligations in the immediate term;

• ensuring that the Group has the ability to meet ‘survival horizons’ under a range of ANZ specific, and general market, liquidity stress scenarios, at a country and Group-wide level, to meet cash flow obligations over the short to medium term;

• maintaining strength in the Group’s balance sheet structure to ensure long term resilience in the liquidity and funding risk profile;

• ensuring the liquidity management framework is compatible with local regulatory requirements;

• preparing daily liquidity reports and scenario analysis to quantify the Group’s positions;

• targeting a diversified funding base to avoid undue concentrations by investor type, maturity, market source and currency;

• holding a portfolio of high quality liquid assets to protect against adverse funding conditions and to support day-to-day operations; and

• establishing detailed contingency plans to cover different liquidity crisis events.

The Group operates under a non-operating holding company structure whereby:

• ANZBGL operates its own liquidity and funding program, governance frameworks and reporting regime reflecting its Authorised Deposit-taking Institution (ADI) operations;

• ANZGHL (parent entity) has no material liquidity risk given the structure and nature of the balance sheet; and

• ANZ Non-Bank Group is not expected to have separate funding arrangements and will rely on ANZGHL for funding.

Key areas of measurement for liquidity risk

Scenario modelling of funding sources

The Group’s liquidity risk appetite is defined by a range of regulatory and internal liquidity metrics mandated by the ANZBGL Board. The metrics cover a range of scenarios of varying duration and level of severity.

The objective of this framework is to:

• Provide protection against shorter term extreme market dislocation and stress.

• Maintain structural strength in the balance sheet by ensuring that an appropriate amount of longer-term assets are funded with longer-term funding.

• Ensure that no undue timing concentrations exist in the Group’s funding profile.

Key components of this framework include the Liquidity Coverage Ratio (LCR), which is a severe short term liquidity stress scenario, Net Stable Funding Ratio (NSFR) a longer-term structural liquidity measure (both of which are mandated by banking regulators including APRA) and internallydeveloped liquidity scenarios for stress testing purposes.

Liquid assets

The Group holds a portfolio of high quality (unencumbered) liquid assets to protect its liquidity position in a severely stressed environment and to meet regulatory requirements. High quality liquid assets comprise three categories consistent with Basel III LCR requirements:

• Highest-quality liquid assets (HQLA1) - cash and highest credit quality government, central bank or public sector securities eligible for repurchase with central banks to provide same-day liquidity.

• High-quality liquid assets (HQLA2) - high credit quality government, central bank or public sector securities, high quality corporate debt securities and high quality covered bonds eligible for repurchase with central banks to provide same-day liquidity.

• Alternative liquid assets (ALA) - eligible securities that the RBNZ will accept in its domestic market operations and asset qualifying as collateral for the CLF.

The Group monitors and manages the size and composition of its liquid assets portfolio on an ongoing basis in line with regulatory requirements and the risk appetite set by the ANZBGL Board.

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ANZ Basel III Pillar 3 disclosure December 2025

Liquidity crisis contingency planning

The Group maintains APRA-endorsed liquidity crisis contingency plans for analysing and responding to a liquidity threatening event at a country and Group-wide level. Key liquidity contingency crisis planning requirements and guidelines include:

Ongoing business management	Early signs/ mild stress	Severe stress
establish crisis/severity levels	monitoring and review	activate contingency funding plans
liquidity limits	management actions not requiring business	management actions for altering asset and
early warning indicators	rationalisation	liability behaviour
Assigned responsibility for internal and external communications and the appropriate timing to		communicate.

Since the precise nature of any stress event cannot be known in advance, we design the plans to be flexible to the nature and severity of the stress event with multiple variables able to be accommodated in any plan.

Group funding

The Group monitors the composition and stability of its funding so that it remains within the Group’s funding risk appetite. This approach ensures that an appropriate proportion of the Group’s assets are funded by stable funding sources, including customer deposits; longer-dated wholesale funding (with a remaining term exceeding one year); and equity.

Funding plans prepared

3 year strategic plan prepared annually

annual funding plan as part of the ANZBGL Group’s planning process forecasting in light of actual results as a calibration to the annual plan

Considerations in preparing funding plans

customer balance sheet growth

changes in wholesale funding including: targeted funding volumes; markets; investors; tenors; and currencies for senior, secured, subordinated, hybrid transactions and market conditions liquidity stress testing

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ANZ Basel III Pillar 3 disclosure December 2025

LIQ1: Liquidity coverage ratio (LCR)

The Group’s average[3] LCR for the 3 months to 31 December 2025 has increased 0.6% from 132.1% as at 30 September 2025 to 132.7% with total liquid assets exceeding net cash outflows by an average of $75.5 billion.

Through the period the LCR has remained within the range 128% to 139%. The liquid asset portfolio was made up of on average 33% ($100.2 billion) cash and central bank reserves and 61% ($182.7 billion) HQLA1 securities, with the remaining mainly consisting of HQLA2 securities.

As per APRA requirements, liquid assets beyond the regulatory minimum are not included in the consolidated ANZBGL Group position where they are deemed non-transferable between geographies, in particular this applies to liquid assets held in New Zealand.

The main contributors to net cash outflows were modelled outflows associated with the bank’s corporate and retail deposit portfolios, offset by inflows from maturing loans. While cash outflows associated with derivatives are material, these are effectively offset by derivative cash inflows. Modelled outflows are also included for market valuation changes of derivatives based on the past 24 months largest 30-day movements in collateral balances.

The Group has a well-diversified deposit and funding base avoiding undue concentrations by investor type, maturity, market source and currency.

The Group monitors and manages its liquidity risk on a daily basis including LCR by geography and currency. The Group’s liquidity risk framework ensures ongoing monitoring of foreign currency LCR (including derivative flows) and sets limits at the Group level to ensure mismatches are managed effectively.

The Group’s liquidity and funding management includes monitoring of liquidity across the Group, specifically for:

• Individual countries, including any local regulatory requirements

• Consolidated ANZ Group Level 1 and 2 LCR

• AUD only LCR for Australia as well as Level 2

Other contingent funding obligations include outflows for revocable credit and liquidity facilities, trade finance related obligations, buybacks of domestic Australian debt securities and other contractual outflows such as interest payments.

3 There were 66 daily LCR data points used in calculating the average for the current quarter and 66 in the previous quarter.

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ANZ Basel III Pillar 3 disclosure December 2025

LIQ1: Liquidity coverage ratio (LCR) (Continued)

LIQ1: Liquidity coverage ratio (LCR) (Continued)
	Dec 25 Sep 25
	Total Unweighted value Total weighted value Total Unweighted value Total weighted value $M $M $M $M
High-quality liquid assets 1a High-quality liquid assets (HQLA) 1b Alternative liquid assets (ALA) 1c Reserve Bank of New Zealand (RBNZ) securities Cash outflows 2 Retail deposits and deposits from small business customers 3 of which: Stable deposits 4 of which: Less stable deposits 5 Unsecured wholesale funding 6 of which: Operational deposits (all counterparties) and deposits in networks of cooperative banks 7 of which: Non-operational deposits (all counterparties) 8 of which: Unsecured debt 9 Secured wholesale funding 10 Additional requirements 11 of which: Outflows related to derivative exposures and other collateral requirements 12 of which: Outflows related to loss of funding on debt products 13 of which: Credit and liquidity facilities 14 Other contractual funding obligations 15 Other contingent funding obligations	300,973 310,269 - - 5,499 4,610 329,803 31,267 326,903 31,435 155,622 7,781 152,881 7,644 174,181 23,486 174,022 23,791 320,593 172,906 327,004 180,340 109,076 26,447 105,792 25,636 197,645 132,586 207,324 140,816 13,872 13,873 13,888 13,888 892 751 222,039 69,289 220,027 68,679 44,455 42,516 43,480 42,036 - - - - 177,584 26,773 176,547 26,643 9,135 1,027 8,692 866 138,234 9,042 142,972 9,685
16 Total Cash Outflows	284,423 291,756
Cash inflows 17 Secured lending (e.g. reverse repos) 18 Inflows from fully performing exposures 19 Other cash inflows	- - - - 53,770 990 45,916 815 28,881 20,777 29,493 21,667 31,703 31,703 30,770 30,770
20 Total Cash Inflows	114,354 53,470 106,179 53,252
21 Total HQLA 22 Total net cash outflows	Total adjusted value Total adjusted value 306,472 314,879 230,953 238,504
23 Liquidity Coverage Ratio (%)	132.74% 132.07%

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ANZ Basel III Pillar 3 disclosure December 2025

Accountable person attestation

I, Christine Palmer, Group Chief Risk Officer, am the Accountable Person responsible for APRA prudential compliance with APS 330 Public Disclosure and confirm that the disclosures required by APRA’s Prudential Standard APS 330 Public Disclosure for the period ending 31 December 2025, have been prepared in accordance with ANZ’s Public Disclosure of Prudential Information Policy in all material respects.

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Christine Palmer Group Chief Risk Officer

12 February 2026

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ANZ Basel III Pillar 3 disclosure December 2025

Glossary

ADI Authorised Deposit-taking Institution. Collectively Assessed Provision for Collectively assessed provisions for credit impairment represent the Expected Credit Loss Credit Impairment (ECL) calculated in accordance with AASB 9 Financial Instruments (AASB 9). These incorporate forward looking information and do not require an actual loss event to have occurred for an impairment provision to be recognised. Counterparty credit risk Counterparty credit risk (CCR) is the risk of loss due to a counterparty failing to meet its obligations before the final settlement of the transaction's cash flows. Credit exposure The aggregate of all claims, commitments and contingent liabilities arising from on- and offbalance sheet transactions (in the banking book and trading book) with the counterparty or group of related counterparties. Credit risk The risk of financial loss resulting from a counterparty failing to fulfil its obligations or a decrease in credit quality of a counterparty resulting in a deterioration of value. Credit Valuation Adjustment (CVA) Over the life of a derivative instrument, ANZ uses a CVA model to adjust fair value to take into account the impact of counterparty credit quality. The methodology calculates the present value of expected losses over the life of the financial instrument as a function of probability of default, loss given default, expected credit risk exposure and an asset correlation factor. Impaired derivatives are also subject to a CVA.

Credit Valuation adjustment (CVA) A capital charge to reflect potential mark-to-market losses due to counterparty migration risk capital charge for bilateral over-the-counter derivative contracts. Days past due The number of days a credit obligation is overdue, commencing on the date that the arrears or excess occurs and accruing for each completed calendar day thereafter. Encumbered and unencumbered Encumbered assets are assets that the bank is restricted or prevented from liquidating, selling, assets transferring or assigning due to legal, regulatory, contractual or other limitations. Unencumbered assets are assets which do not meet the definition of encumbered. Exposure at Default (EAD) Exposure At Default is defined as the expected facility exposure at the date of default. IPRE Income-producing real estate Individually Assessed Provisions for Individually assessed provisions for credit impairment are calculated in accordance with AASB Credit Impairment 9 Financial Instruments (AASB 9). They are assessed on a case-by-case basis for all individually managed impaired assets taking into consideration factors such as the realisable value of security (or other credit mitigants), the likely return available upon liquidation or bankruptcy, legal uncertainties, estimated costs involved in recovery, the market price of the exposure in secondary markets and the amount and timing of expected receipts and recoveries.

Market risk The risk stems from ANZ’s trading and balance sheet activities and is the risk to the Group’s earnings arising from changes in interest rates, foreign exchange rates, credit spreads, volatility, correlations or fluctuations in bond, commodity or equity prices. ANZ has grouped market risk into two broad categories to facilitate the measurement, reporting and control of market risk:

Traded market risk - the risk of loss from changes in the value of financial instruments due to movements in price factors for both physical and derivative trading positions. Trading positions arise from transactions where ANZ acts as principal with customers, financial exchanges or inter-bank counterparties.

Non-traded market risk (or balance sheet risk) - comprises interest rate risk in the banking book and the risk to the AUD denominated value of ANZ’s capital and earnings due to foreign exchange rate movements.

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ANZ Basel III Pillar 3 disclosure December 2025

Operational risk	The risk of loss resulting from inadequate or failed internal processes, people, systems, or
	from external events. This includes the non-financial risk themes of model, third party, physical
	security, transaction processing and execution, people, legal, statutory reporting & tax and
	change execution.
Past due facilities	Facilities where a contractual payment has not been met or the customer is outside of
	contractual arrangements are deemed past due. Past due facilities include those operating in
	excess of approved arrangements or where scheduled repayments are outstanding but do not
	include impaired assets.
Qualifying Central Counterparties	QCCP is a central counterparty which is an entity that interposes itself between counterparties
(QCCP)	to derivative contracts. Trades with QCCP attract a more favourable risk weight calculation.
Recoveries	Payments received and taken to profit for the current period for the amounts written off in prior
	financial periods.
Risk Weighted Assets (RWA)	Assets (both on and off-balance sheet) are risk weighted according to each asset’s inherent
	potential for default and what the likely losses would be in the case of default. In the case of
	non-asset backed risks (i.e., market and operational risk), RWA is determined by multiplying
	the capital requirements for those risks by 12.5.
Securitisation risk	The risk of credit related losses greater than expected due to a securitisation failing to operate
	as anticipated, or of the values and risks accepted or transferred, not emerging as expected.
Write-Offs	Facilities are written off against the related provision for impairment when they are assessed
	as partially or fully uncollectable, and after proceeds from the realisation of any collateral have
	been received. Where individual provisions recognised in previous periods have subsequently
	decreased or are no longer required, such impairment losses are reversed in the current period
	income statement.

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ANZ Basel III Pillar 3 disclosure December 2025

Important information- forward-looking statements

This report may contain forward-looking statements or opinions including statements regarding ANZ’s intent, belief or current expectations with respect to the Group’s business operations, market conditions, results of operations and financial condition, capital adequacy, specific provisions and risk management practices. Those matters are subject to risks and uncertainties that could cause the actual results and financial position of the Group to differ materially from the information presented herein.

When used in the report, the words ‘forecast’, ‘estimate’, ‘goal’, ‘target’, ‘indicator’, ‘plan’, ‘modelling’, ‘project’, ‘intend’, ‘anticipate’, ‘believe’, ‘expect’, ‘may’, ‘probability’, ‘risk’, ‘will’, ‘seek’, ‘would’, ‘could’, ‘should’ and similar expressions, as they relate to the Group and its management, are intended to identify forward-looking statements or opinions. Those statements are usually predictive in character; or may be affected by inaccurate assumptions or unknown risks and uncertainties or may differ materially from results ultimately achieved. As such, these statements should not be relied upon when making investment decisions.

There can be no assurance that actual outcomes will not differ materially from any forward-looking statements or opinions contained herein.

The forward-looking statements or opinions only speak as at the date of publication, and no representation is made as to their correctness on or after this date. No member of the Group undertakes to publicly release the result of any revisions to these statements to reflect events or circumstances after the date hereof to reflect the occurrence of unanticipated events.

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