ANZ

1 May 2026

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

APS 330 Pillar 3 Disclosure at 31 March 2026

Australia and New Zealand Banking Group Limited (ANZ) today released its APS 330 Pillar 3 Disclosure as at 31 March 2026.

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

ANZ⁺

2026
Basel III
Pillar 3
Disclosure

As at 31 March 2026
APS 330: Public Disclosure

ANZ Basel III Pillar 3 disclosure March 2026

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.

ANZ Basel III Pillar 3 disclosure March 2026

Table of Contents¹

Introduction ... 5

DIS20: Overview of risk management, key prudential metrics and RWA ... 6
KM1: Key metrics (at consolidated group level) ... 6
Key metrics - Suncorp Bank ... 8
OV1: Overview of RWA ... 9
Overview of EAD and RWA ... 11

DIS21: Comparison of modelled and standardised RWA ... 14
CMS1: Comparison of modelled and standardised RWA at risk level ... 14
CMS2: Comparison of modelled and standardised RWA for credit risk at asset class level ... 16

DIS25: Composition of capital ... 18
CCA: Main features of regulatory capital instruments ... 18
CC1: Composition of regulatory capital ... 19
CC2: Reconciliation of regulatory capital to balance sheet ... 22

DIS31: Asset encumbrance ... 24
ENC: Asset encumbrance ... 24

DIS40: Credit risk ... 26
CR1: Credit quality of assets ... 26
CR2: Changes in stock of non-performing loans and debt securities ... 28
CR3: Credit risk mitigation techniques – overview ... 29
CR4: Standardised approach – credit risk exposure and credit risk mitigation (CRM) effects ... 30
CR5: Standardised approach – exposures by asset classes and risk weights ... 32
CR6: IRB – Credit risk exposures by portfolio and PD range ... 36
CR7: IRB – Effect on RWA of credit derivatives used as CRM techniques ... 44
CR8: RWA flow statements of credit risk exposures under IRB ... 44
CR10: IRB (specialised lending under the slotting approach, other than HVCRE) ... 45

DIS42: Counterparty credit risk ... 47
CCR1: Analysis of CCR exposures by approach ... 47
CCR3: Standardised approach – CCR exposures by regulatory portfolio and risk weights ... 48
CCR4: IRB – CCR exposures by portfolio and PD scale ... 50
CCR5: Composition of collateral for CCR exposure ... 54
CCR6: Credit derivatives exposures ... 56
CCR8: Exposures to central counterparties ... 57

DIS43: Securitisation ... 58
SEC1: Securitisation exposures in the banking book ... 58
SEC2: Securitisation exposures in the trading book ... 59
SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor ... 60
SEC4: Securitisation exposures in the banking book and associated capital requirements – bank acting as investor ... 63

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.

ANZ Basel III Pillar 3 disclosure

March 2026

DIS50: Market risk ... 66
Table 1: Market risk – disclosures for ADIs using the standard method ... 67
Table 2: Market risk – disclosures for ADIs using the internal models approach (IMA) for trading portfolios ... 67

DIS75: Macroprudential supervisory measures ... 69
CCyB1: Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement ... 69

DIS80: Leverage ratio ... 71
LR1: Summary comparison of accounting assets vs leverage ratio exposure measure ... 71
LR2: Leverage ratio common disclosure template ... 72

DIS85: Liquidity ... 73
LIQ1: Liquidity coverage ratio (LCR) ... 75
LIQ2: Net stable funding ratio (NSFR) ... 77
Accountable person attestation ... 79

Glossary ... 80
Important information- forward-looking statements ... 82

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 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.

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 Standards¹. These modifications are noted in the respective disclosure tables throughout this document. For further detail on the modifications, see Appendix 1 of the September 2025 disclosure (page 115).

¹ APS 330, Para. 19-20

ANZ Basel III Pillar 3 disclosure

March 2026

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.

| | | Mar 26
$M | Dec 25
$M | Sep 25
$M | Jun 25
$M | Mar 25
$M |
| --- | --- | --- | --- | --- | --- | --- |
| Available capital (amounts) | | | | | | |
| 1 | Common Equity Tier 1 (CET1) | 57,472 | 56,563 | 55,184 | 56,942 | 55,229 |
| 2 | Tier 1 | 64,747 | 63,881 | 62,541 | 64,322 | 62,672 |
| 3 | Total capital | 98,494 | 98,473 | 96,351 | 96,834 | 95,503 |
| Risk-weighted assets (amounts) | | | | | | |
| 4 | Total risk-weighted assets (RWA) | 464,026 | 465,618 | 458,547 | 476,830 | 468,999 |
| 4a | Total risk-weighted assets (pre-floor) | 461,376 | 457,797 | 455,048 | 465,879 | 456,940 |
| Risk-based capital ratios as a percentage of RWA | | | | | | |
| 5 | CET1 ratio (%) | 12.4% | 12.1% | 12.0% | 11.9% | 11.8% |
| 5b | CET1 ratio (%) (pre-floor ratio) | 12.5% | 12.4% | 12.1% | 12.2% | 12.1% |
| 6 | Tier 1 ratio (%) | 14.0% | 13.7% | 13.6% | 13.5% | 13.4% |
| 6b | Tier 1 ratio (%) (pre-floor ratio) | 14.0% | 14.0% | 13.7% | 13.8% | 13.7% |
| 7 | Total capital ratio (%) | 21.2% | 21.1% | 21.0% | 20.3% | 20.4% |
| 7b | Total capital ratio (%) (pre-floor ratio) | 21.3% | 21.5% | 21.2% | 20.8% | 20.9% |
| Additional CET1 buffer requirements as a percentage of RWA | | | | | | |
| 8 | Capital conservation buffer requirement (%) | 3.75% | 3.75% | 3.75% | 3.75% | 3.75% |
| 9 | Countercyclical buffer requirement (%) | 0.7231% | 0.7163% | 0.7199% | 0.7191% | 0.7219% |
| 10 | Bank G-SIB and/or D-SIB additional requirements (%) | 1.00% | 1.00% | 1.00% | 1.00% | 1.00% |
| 11 | Total of bank CET1 specific buffer requirements (%) | 5.47% | 5.47% | 5.47% | 5.47% | 5.47% |
| 12 | CET1 available after meeting the bank's minimum capital requirements (%) | 7.9% | 7.6% | 7.5% | 7.4% | 7.3% |
| Basel III Leverage ratio | | | | | | |
| 13 | Total Basel III leverage ratio exposure measure | 1,424,952 | 1,458,304 | 1,424,842 | 1,447,763 | 1,427,834 |
| 14 | Basel III leverage ratio (%) (including the impact of any applicable temporary exemption of central bank reserves) | 4.5% | 4.4% | 4.4% | 4.4% | 4.4% |
| Liquidity Coverage Ratio (LCR) | | | | | | |
| 15 | Total high-quality liquid assets (HQLA) | 310,981 | 306,472 | 314,879 | 324,230 | 316,323 |
| 16 | Total net cash outflow | 235,995 | 230,953 | 238,504 | 242,689 | 237,584 |
| 17 | LCR ratio (%) | 131.79% | 132.74% | 132.07% | 133.63% | 133.17% |
| Net Stable Funding Ratio (NSFR) | | | | | | |
| 18 | Total available stable funding | 740,506 | 744,637 | 730,141 | 744,791 | 737,456 |
| 19 | Total required stable funding | 644,573 | 643,769 | 637,319 | 642,418 | 630,563 |
| 20 | NSFR ratio | 114.88% | 115.67% | 114.56% | 115.94% | 116.95% |

Common Equity Tier 1

March 2026 v December 2025

Level 2 CET1 ratio increased +24 bps to 12.39% during the March 2026 quarter. Key drivers were:

Cash profit (Level 2) increased the CET1 ratio by +40 bps.
Underlying RWA (excluding IRRBB) growth decreased the CET1 ratio by -4 bps, driven by volume growth in the Institutional, Australia Retail and Business & Private Bank divisions.
Capital deductions and others decreased the CET1 ratio by -7bps, driven by impacts from foreign currency translation and a higher deduction in deferred tax assets.
IRRBB RWA growth decreased the CET1 ratio by -18bps (prior to applying the capital floor adjustment), driven by higher market interest rates and additional hedging of the core replicating portfolios.
A decrease in the capital floor adjustment increased the CET1 ratio by +13 bps, due to the increase in IRRBB RWA partly offset by the impacts of CRWA growth.

KM1: Key metrics (continued)

March 2026 v September 2025

Level 2 CET1 ratio increased +36 bps to 12.39% during the March 2026 half. Key drivers were:

Cash profit (Level 2) increased the CET1 ratio by +81 bps.
Reinvestment of NOHC surplus capital, including the remaining $0.8 billion of the share buyback, increased the CET1 ratio by +22 bps.
Payment of the 2025 final dividend (net of DRP discount and BOP) reduced the CET1 ratio by -33 bps.
Underlying RWA (excluding IRRBB) growth decreased the CET1 ratio by -19 bps, driven by volume growth in the Institutional, Australia Retail and Business & Private Bank divisions, and the annual update of operational risk RWA, partially offset by a benefit from risk migration.
Capital deductions and others increased the CET1 ratio by +7 bps, driven by a benefit from improvement in revaluation of semi-government securities held in the liquidity portfolio from narrowing spreads (recognised in equity), benefits from enhancements to data, models and methodology for credit RWA calculations, and a lower deduction in deferred tax assets. This is partially offset by net foreign currency translation impact.
IRRBB RWA growth decreased the CET1 ratio by -24 bps (prior to applying the capital floor adjustment), driven by higher market interest rates and additional hedging of the core replicating portfolios.
A decrease in the capital floor adjustment increased the CET1 ratio by +2 bps, due to the increase in IRRBB RWA, partially offset by the impacts of CRWA growth and advanced Internal-Rating Based (IRB) model enhancement benefits.

Leverage ratio

March 2026 v December 2025

APRA leverage ratio increased +16 bps during the March 2026 quarter. Key drivers were:

Net organic capital generation (largely from Level 2 cash profit and movements in capital deductions) increased the leverage ratio by +13 bps.
Reduction in exposures (excluding the impacts from foreign currency translation) increased the leverage ratio by +7 bps mainly due to a decrease in surplus liquid assets.
Growth in derivatives decreased the leverage ratio by -1bps
Net other impacts decreased the leverage ratio by -3bps.

March 2026 v September 2025

APRA leverage ratio increased +15 bps during the March 2026 half. Key drivers of the movement were:

Net organic capital generation (largely from Level 2 cash profit and movements in capital deductions), less dividends paid (net of DRP and BOP) increased the leverage ratio by +15 bps.
Reinvestment of NOHC surplus capital increased the leverage ratio by +7 bps.
Growth in exposures (excluding the impacts from foreign currency translation) decreased the leverage ratio by -4 bps driven by lending growth mainly in the Institutional (excluding Markets), Australia Retail and Business & Private Bank divisions.
Growth in derivatives decreased the leverage ratio by -3 bps.

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

Liquidity

The Group's average LCR for the 3 months to 31 March 2026 has decreased 0.9% from 132.7% as at 31 December 2025 to 131.8% with total liquid assets exceeding net cash outflows by an average of $75.0 billion.

Through the period the LCR has remained within the range 128% to 137%. The liquid asset portfolio was made up of on average 37% ($112.8 billion) cash and central bank reserves and 58% ($178.0 billion) HQLA1 securities, with the remaining mainly consisting of HQLA2 securities.

The Group's NSFR has decreased 0.8% over the quarter from 115.7% as at 31 December 2025 to 114.9% as at 31 March 2026.

The main sources of Available Stable Funding (ASF) at 31 March 2026 were deposits from Retail and SME customers, at 51%, with other wholesale funding at 27% and capital at 15% of the total ASF.

The majority of ANZ's Required Stable Funding (RSF) at 31 March 2026 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.

| | | Mar 26
$M | Dec 25
$M | Sep 25
$M | Jun 25
$M | Mar 25
$M |
| --- | --- | --- | --- | --- | --- | --- |
| Available capital (amounts) | | | | | | |
| 1 | Common Equity Tier 1 (CET1) | 3,793 | 3,759 | 3,638 | 3,666 | 3,559 |
| 2 | Tier 1 | 4,353 | 4,319 | 4,198 | 4,226 | 4,119 |
| 3 | Total capital | 5,207 | 5,166 | 5,047 | 5,063 | 4,955 |
| Risk-weighted assets (amounts) | | | | | | |
| 4 | Total risk-weighted assets (RWA) | 33,920 | 34,340 | 33,821 | 34,060 | 33,356 |
| Risk-based capital ratios as a percentage of RWA | | | | | | |
| 5 | CET1 ratio (%) | 11.2% | 10.9% | 10.8% | 10.8% | 10.7% |
| 6 | Tier 1 ratio (%) | 12.8% | 12.6% | 12.4% | 12.4% | 12.3% |
| 7 | Total capital ratio (%) | 15.3% | 15.0% | 14.9% | 14.9% | 14.9% |

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
		Mar 26	Dec 25	Sep 25	Mar 26
		$M	$M	$M	$M
1	Credit risk (excluding counterparty credit risk)	344,891	348,966	350,098	27,591
2	of which: standardised approach (SA)	40,576	40,775	40,401	3,246
3	of which: foundation internal ratings-based (FIRB) approach	65,033	68,849	67,702	5,203
4	of which: supervisory slotting approach	13,202	13,941	13,787	1,056
5	of which: advanced internal ratings-based (AIRB) approach^{1,2}	226,080	225,401	228,208	18,086
6	Counterparty credit risk (CCR)	14,368	13,671	13,226	1,149
7	of which: standardised approach for counterparty credit risk	13,690	12,964	12,616	1,095
8	of which: IMM	-	-	-	-
9	of which: other CCR	678	707	610	54
10	Credit valuation adjustment (CVA)	4,763	4,113	3,768	381
16	Securitisation exposures in banking book	2,335	2,351	2,491	187
17	of which: securitisation IRB approach (SEC-IRBA)	-	-	-	-
18	of which: securitisation external ratings-based approach (SEC-ERBA), including internal assessment approach (IAA)	688	771	776	55
19	of which: securitisation standardised approach (SEC-SA)	1,647	1,580	1,715	132
20	Market risk	6,954	7,222	6,895	557
21	of which: standardised approach (SA)	1,558	1,433	1,518	125
22	of which: internal model approach (IMA)	5,396	5,789	5,377	432
24	Operational risk^{3,4}	54,687	54,537	53,773	4,375
25a	IRRBB regulatory RWA	33,378	26,937	24,797	2,670
26	Output floor applied (%)	72.5%	72.5%	72.5%
28	Floor adjustment	2,650	7,821	3,499	212
29	Total	464,026	465,618	458,547	37,122

1 RWA includes a $3.2 billion overlay relating to the Australian Residential Mortgages PD model. (December 2025: $3.1 billion, September 2025: $3.1 billion)
2 RWA includes a $4.0 billion overlay relating to an Income Producing Real Estate (IPRE) risk weight floor. (December 2025: $3.8 billion, September 2025: $4.2 billion)
3 Includes $12.5 billion ($1 billion capital) operational risk RWA overlay, applied to both Level 1 and Level 2.
4 Operational Risk RWA increased by $150 million over the March 2026 quarter following a revision to the business indicator calculation.

The minimum capital requirement is based on an 8% capitalisation rate, however ANZ's current CET1 ratio is 12.4% as at 31 March 2026.

Credit risk weighted assets

March 2026 v December 2025

Credit RWA (CRWA) for 31 March 2026 totalled $366.4 billion (which includes Credit Risk, Counterparty Credit Risk, CVA and Securitisation), a $2.7 billion decrease over the March 2026 quarter. Key drivers of this movement include:

Volume increase (+$1.8 billion) driven by Australia Retail predominately within the mortgage portfolio.
Portfolio risk was lower (-$0.6 billion) mainly in the Institutional division.
Foreign exchange impact reduction (-$3.9 billion).
Data, models and methodology (-$0.6 billion) due to ongoing enhancements across processes and data quality primarily in the Institutional division.
Other movements (+$0.6 billion) mainly a rise in CVA RWA.

March 2026 v September 2025

Credit RWA (CRWA) for 31 March 2026 totalled $366.4 billion (which includes Credit Risk, Counterparty Credit Risk, CVA and Securitisation), a $3.2 billion decrease over the March 2026 half. Key drivers of this movement include:

Volume increase (+$9.3 billion) driven by the Institutional business (+$5.6 billion) with growth mainly in Financial Institution and Corporate asset classes combined with growth in Australia Retail (+$1.8 billion) predominately within the mortgage portfolio. Additionally, there was growth in the New Zealand division (+$1.0 billion) mostly in the mortgage portfolio and in Business & Private Bank (+$0.8 billion), within the Corporate asset class.
Portfolio risk was lower (-$3.6 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 (-$6.1 billion).

OV1: Overview of RWA (continued)

Data, models and methodology (-$3.8 billion) due to ongoing enhancements across processes, data quality and methodological treatments primarily in the Australia Retail Home Loans portfolio.
Other movements (+$1.0 billion) mainly a rise in CVA RWA.

Market risk, Operational risk and IRRBB RWA

March 2026 v December 2025

Traded Market Risk RWA decreased by $0.3 billion over the March 2026 quarter, primarily driven by lower Stressed VaR.

The main driver of the increase in IRRBB RWA over the March 2026 quarter was the lower level of embedded gains due to significant increases in market interest rates combined with additional hedging of the core replicating portfolios.

Operational Risk RWA increased by $150 million over the March 2026 quarter following a revision to the business indicator calculation.

Traded Market Risk RWA remained broadly stable over the March half-year period.

The main driver of the increase in IRRBB RWA over the half was the lower level of embedded gains due to significant increases in market interest rates combined with additional hedging of the core replicating portfolios.

Operational Risk RWA increased by $0.9 billion (from $53.8 billion to $54.7 billion) over the half year, reflecting the annual refresh under APS 115 prudential requirements

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 March 2026, the RWA floor adjustment was $2.7 billion, a decrease of $5.2 billion over the quarter. The decrease in the RWA floor adjustment was driven by:

A floor adjustment reduction of $6.4 billion arising from an increase in IRRBB RWA (IRRBB RWA is not included in the Output Floor).
A net increase of $1.2 billion from credit and counterparty risks mainly due to portfolio growth which increased the Output Floor by more than actual RWA.

For 31 March 2026, the RWA floor adjustment was $2.7 billion, a decrease of $0.8 billion over the half. The decrease in the RWA floor adjustment was the result of two offsetting movements:

A floor adjustment reduction of $8.6 billion arising from an increase in IRRBB RWA (IRRBB RWA is not included in the Output Floor).
A net increase of $8.0 billion from credit and counterparty risks, primarily driven by:
Growth attribution increased the floor adjustment ($4.8 billion), predominately in the Institutional business from high quality exposures that increased the Output Floor by more than actual RWA.
Risk attribution increased the floor adjustment ($2.9 billion), due to larger reductions in actual RWA compared to the Output floor, mainly from improved delinquency in the Australia Retail Home Loans portfolio and from the Australian Government's limited Guarantee over Pacific exposures.
Data and methodology changes which reduced actual RWA by more than the Output Floor increasing the floor adjustment ($1.6 billion).
Foreign exchange impacts and an increase in CVA RWA reduced the floor adjustment (-$1.3 billion).

Overview of EAD and RWA

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

	Mar 26
		EAD Post-CCF and Post-CRM			RWA
		Credit risk	Counterparty credit risk	Total	Credit risk	Counterparty credit risk	Total
		$m	$m	$m	$m	$m	$m
1	Subject to AIRB approach	701,611	3,119	704,730	226,080	1,208	227,288
2	of which Corporate (including SME)1	142,131	1,123	143,254	65,669	500	66,169
3	of which Retail SME	16,287	-	16,287	9,081	-	9,081
4	of which Residential mortgage2	379,194	-	379,194	92,513	-	92,513
5	of which Qualifying revolving retail	12,357	-	12,357	2,954	-	2,954
6	of which Other retail	1,453	-	1,453	1,642	-	1,642
7	of which RBNZ regulated banking subsidiary	150,189	1,996	152,185	54,221	708	54,929
8	Subject to FIRB approach	397,735	42,735	440,470	65,033	11,454	76,487
9	of which Corporate	89,916	6,851	96,767	33,454	2,746	36,200
10	of which Sovereign	221,420	2,969	224,389	8,455	227	8,682
11	of which Financial institution	86,399	32,915	119,314	23,124	8,481	31,605
12	Subject to supervisory slotting (including RBNZ)	15,785	231	16,016	13,202	183	13,385
13	Subject to standardised approach	131,161	11,355	142,516	40,576	1,523	42,099
14	of which Corporate (including SME)	15,388	613	16,001	12,070	537	12,607
15	of which Residential mortgage	66,276	-	66,276	22,922	-	22,922
16	of which Sovereign	11,080	259	11,339	10	259	269
17	of which Other exposures	13,274	7,739	21,013	3,817	246	4,063
18	of which RBNZ regulated banking subsidiary	25,143	2,744	27,887	1,757	481	2,238
19	Total credit and counterparty credit risk	1,246,292	57,440	1,303,732	344,891	14,368	359,259
20	Credit valuation adjustment						4,763
21	Securitisation exposures in banking book			14,829			2,335
22	Total subject to calculation of RWA for credit risk			1,318,561			366,357
23	Market risk						6,954
24	Operational risk						54,687
25	Interest rate risk in the banking book						33,378
26	Floor adjustment						2,650
27	Total RWA						464,026

1 RWA includes a $4.0 billion overlay relating to an IPRE risk weight floor.
2 RWA includes a $3.2 billion overlay relating to the Australian Residential Mortgages PD model.

Overview of EAD and RWA (Continued)

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

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.

Overview of EAD and RWA (Continued)

Sep 25

	EAD Post-CCF and Post-CRM			RWA
		Credit risk $m	Counterparty credit risk $m	Total $m	Credit risk $m	Counterparty credit risk $m	Total $m
1	Subject to AIRB approach	697,803	3,123	700,926	228,208	1,282	229,490
2	of which Corporate (including SME)1	138,656	1,476	140,132	63,726	651	64,377
3	of which Retail SME	16,515	-	16,515	9,419	-	9,419
4	of which Residential mortgage2	373,535	-	373,535	94,135	-	94,135
5	of which Qualifying revolving retail	12,465	-	12,465	3,032	-	3,032
6	of which Other retail	1,450	-	1,450	1,642	-	1,642
7	of which RBNZ regulated banking subsidiary	155,182	1,647	156,829	56,254	631	56,885
8	Subject to FIRB approach	403,354	38,337	441,691	67,702	10,561	78,263
9	of which Corporate	84,651	6,226	90,877	34,388	2,477	36,865
10	of which Sovereign	230,008	3,335	233,343	10,107	175	10,282
11	of which Financial institution	88,695	28,776	117,471	23,207	7,909	31,116
12	Subject to supervisory slotting (including RBNZ)	16,427	370	16,797	13,787	285	14,072
13	Subject to standardised approach	131,242	12,766	144,008	40,401	1,098	41,499
14	of which Corporate (including SME)	15,984	80	16,064	12,456	84	12,540
15	of which Residential mortgage	64,727	-	64,727	22,407	-	22,407
16	of which Sovereign	10,949	175	11,124	10	175	185
17	of which Other exposures	13,711	9,550	23,261	3,698	420	4,118
18	of which RBNZ regulated banking subsidiary	25,871	2,961	28,832	1,830	419	2,249
19	Total credit and counterparty credit risk3	1,248,826	54,596	1,303,422	350,098	13,226	363,324
20	Credit valuation adjustment						3,768
21	Securitisation exposures in banking book			15,678			2,491
22	Total subject to calculation of RWA for credit risk			1,319,100			369,583
23	Market risk						6,895
24	Operational risk						53,773
25	Interest rate risk in the banking book						24,797
26	Floor adjustment						3,499
27	Total RWA						458,547

1 Includes a $4.2 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 introduced from 30 June 2024 reporting period.
3 The percentage of credit risk EAD (excluding CCR) covered by the AIRB, FIRB, supervisory slotting and standardised approaches was 56%, 32%, 1%, 11%, respectively.

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.

	Mar 26
		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)	304,315	40,576	344,891	543,113
2	Counterparty credit risk	12,845	1,523	14,368	28,184
3	Credit valuation adjustment		4,763	4,763	4,763
4	Securitisation exposures in the banking book	-	2,335	2,335	2,335
5	Market risk	5,396	1,558	6,954	6,954
6	Operational risk		54,687	54,687	54,687
7a	IRRBB	33,378		33,378
7	Residual RWA¹	-	2,650	2,650	-
8	Total	355,934	108,092	464,026	640,036

¹ Reflects the standardised floor adjustment.

	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)	308,191	40,775	348,966	547,346
2	Counterparty credit risk	12,438	1,233	13,671	26,663
3	Credit valuation adjustment		4,113	4,113	4,113
4	Securitisation exposures in the banking book	-	2,351	2,351	2,351
5	Market risk	5,789	1,433	7,222	7,222
6	Operational risk		54,537	54,537	54,537
7a	IRRBB	26,937		26,937
7	Residual RWA¹	-	7,821	7,821	-
8	Total	353,355	112,263	465,618	642,232

¹ Reflects the standardised floor adjustment.

CMS1: Comparison of modelled and standardised RWA at risk level (continued)

	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)	309,697	40,401	350,098	539,346
2	Counterparty credit risk	12,128	1,098	13,226	26,205
3	Credit valuation adjustment		3,768	3,768	3,768
4	Securitisation exposures in the banking book	-	2,491	2,491	2,491
5	Market risk	5,377	1,518	6,895	6,895
6	Operational risk		53,773	53,773	53,773
7a	IRRBB	24,797		24,797
7	Residual RWA¹	-	3,499	3,499	-
8	Total	351,999	106,548	458,547	632,478

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. APRA has announced that it will consult on possible changes to the Standardised treatment of high-quality unrated corporate exposures in 2026.

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 (CCFs) 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).

CMS2: Comparison of modelled and standardised RWA for credit risk at asset class level

The table below outlines the comparison of modelled and standardised RWA at asset class level. This table has minor modifications from the original BCBS standard.

	Mar 26
		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	Sovereign	8,455	10	8,465	10,798
2	Financial Institutions	23,124	190	23,314	51,695
5	Corporates	99,123	11,884	111,007	198,760
	of which: FIRB is applied	33,454		33,454	70,040
	of which: AIRB is applied¹	65,669		65,669	116,836
6	Retail	106,190	23,018	129,208	183,331
	of which: qualifying revolving retail	2,954	-	2,954	6,328
	of which: other retail	1,642	97	1,739	1,415
	of which: retail residential mortgages²	92,513	22,921	115,434	165,302
	of which: retail SME	9,081	-	9,081	10,286
7	Specialised lending³	5,995	186	6,181	8,523
8	Others	-	3,531	3,531	3,531
9	RBNZ regulated entities	61,428	1,757	63,185	86,475
10	Total	304,315	40,576	344,891	543,113

¹ Modelled RWA includes a $4.0 billion overlay relating to an IPRE risk weight floor.
² Modelled RWA includes a $3.2 billion overlay relating to the Australian Residential Mortgages PD model.
³ Specialised Lending exposures subject to supervisory slotting approach are those where the main servicing and repayment is from the asset being financed and includes project finance.

	Sep 25
		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	Sovereign	10,107	10	10,117	11,532
2	Financial Institutions	23,207	170	23,377	54,635
5	Corporates	98,114	12,237	110,351	192,132
	of which: FIRB is applied	34,388		34,388	66,678
	of which: AIRB is applied¹	63,726		63,726	113,154
6	Retail	108,228	22,495	130,723	180,192
	of which: qualifying revolving retail	3,032	-	3,032	6,335
	of which: other retail	1,642	88	1,730	1,403
	of which: retail residential mortgages²	94,135	22,407	116,542	162,051
	of which: retail SME	9,419	-	9,419	10,403
7	Specialised lending³	5,901	219	6,120	8,423
8	Others	-	3,440	3,440	3,440
9	RBNZ regulated entities	64,140	1,830	65,970	88,992
10	Total	309,697	40,401	350,098	539,346

¹ Includes a $4.2 billion RWA overlay relating to an IPRE risk weight floor.
² Retail Residential Mortgages include a $3.1 billion RWA overlay for the PD model introduced from 30 June 2024 reporting period.
³ Specialised Lending exposures subject to supervisory slotting approach are those where the main servicing and repayment is from the asset being financed and includes project finance.

CMS2: Comparison of modelled and standardised RWA for credit risk at asset class level (continued)

	Mar 25
		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	Sovereign	10,983	-	10,983	12,634
2	Financial Institutions	23,781	170	23,951	58,042
5	Corporates	101,166	13,828	114,994	202,614
	of which: FIRB is applied	34,587		34,587	70,824
	of which: AIRB is applied	66,579		66,579	117,962
6	Retail	109,096	22,137	131,233	177,453
	of which: qualifying revolving retail	3,155	-	3,155	6,434
	of which: other retail	1,636	167	1,803	1,479
	of which: retail residential mortgages^{1}	94,747	21,970	116,717	159,147
	of which: retail SME	9,558	-	9,558	10,393
7	Specialised lending^{2}	6,929	143	7,072	10,006
8	Others	-	4,329	4,329	4,329
9	RBNZ regulated entities	62,573	2,005	64,578	89,896
10	Total	314,528	42,612	357,140	554,974

1 Retail Residential Mortgages include a $3.1 billion RWA overlay for the PD model introduced from 30 June 2024 reporting period.
2 Specialised Lending exposures subject to supervisory slotting approach are those where the main servicing and repayment is from the asset being financed and includes project finance.

Suncorp Bank is a standardised ADI with Credit RWA calculated based on APS 112 and as such is reflected in the above table under RWA for portfolios where standardised approaches are used, predominantly in the Corporates and Residential Mortgages Asset Classes.

DIS25: Composition of capital

The head of the Level 2 Group to which this prudential standard applies is ANZ BH Pty Ltd (ANZ Bank HoldCo).

Table CC1 of this chapter consists of a common disclosure template that assists users in understanding the differences between the application of the Basel III reforms in Australia and those rules as detailed in the document Finalised Basel III post-crisis reforms issued by the Bank for International Settlements. The capital disclosure template in this chapter is the post January 2018 version as ANZ is fully applying the Basel III regulatory adjustments, as implemented by APRA.

The information in the lines of the template has been mapped to ANZ's Level 2 balance sheet, which adjusts for non-consolidated subsidiaries as required under APS 001 Definitions.

Restrictions on transfers of capital within ANZ

ANZ operates branches and locally incorporated subsidiaries in many countries. These operations are capitalised at an appropriate level to cover the risks in the business and to meet local prudential requirements. This level of capitalisation may be enhanced to meet local taxation and operational requirements. Any repatriation of capital from subsidiaries or branches is subject to meeting the requirements of the local prudential regulator and/or the local central bank. Apart from ANZ's operations in New Zealand, local country capital requirements do not impose any material call on ANZ's capital base.

ANZ undertakes banking activities in New Zealand principally through its wholly owned subsidiary, ANZ Bank New Zealand Limited (ANZ New Zealand), which is subject to minimum capital requirements as set by the Reserve Bank of New Zealand (RBNZ). ANZ New Zealand maintains a buffer above the minimum capital base required by the RBNZ. This capital buffer has been calculated via the ICAAP undertaken for ANZ New Zealand, to ensure ANZ New Zealand is appropriately capitalised under stressed economic scenarios.

CCA: Main features of regulatory capital instruments

Details of the main features of the ANZ Group's regulatory capital instruments, together with the terms and conditions of those capital instruments, are available at https://www.anz.com/shareholder/centre/reporting/regulatory-disclosure/regulatory-capital-instruments/.

CC1: Composition of regulatory capital

The table below shows the components of regulatory capital. This table has minor modifications from the original BCBS standard.

	Amounts	Amounts	Source based on reference of the balance sheet under the regulatory scope of consolidation
		Mar 26 $M		Sep 25 $M
Common Equity Tier 1 capital: instruments and reserves
1	Directly issued qualifying common share (and equivalent for non-joint stock companies) capital plus related stock surplus	28,722	26,750
2	Retained earnings	45,072	43,884	a
3	Accumulated other comprehensive income (and other reserves)	(3,408)	(1,173)
4	Directly issued capital subject to phase-out from CET1 capital (only applicable to non-joint stock companies)	-	-
5	Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1 capital)	2	2
6	Common Equity Tier 1 capital before regulatory adjustments	70,388	69,463
Common Equity Tier 1 capital: regulatory adjustments
7	Prudent valuation adjustments	-	-
8	Goodwill (net of related tax liability)	4,029	4,165	b
9	Other intangibles other than mortgage servicing rights (MSR) (net of related tax liability)	1,410	1,434
10	Deferred tax assets (DTA) that rely on future profitability, excluding those arising from temporary differences (net of related tax liability)	-	-
11	Cash flow hedge reserve	(974)	170	c
12	Shortfall of provisions to expected losses	25	25
13	Securitisation gain on sale (as set out in [CAP30.14])	-	-
14	Gains and losses due to changes in own credit risk on fair valued liabilities	233	231
15	Defined benefit pension fund net assets	124	134
16	Investments in own shares (if not already subtracted from paid-in capital on reported balance sheet)	-	-
17	Reciprocal cross-holdings in common equity	-	-
18	Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold)	-	-
19	Significant investments in the common stock of banking, financial and insurance entities that are outside the scope of regulatory consolidation (amount above 10% threshold)	-	-
20	MSR (amount above 10% threshold)	-	-
21	DTA arising from temporary differences (amount above 10% threshold, net of related tax liability)	-	-
22	Amount exceeding the 15% threshold	-	-
23	of which: significant investments in the common stock of financials	-	-
24	of which: MSR	-	-
25	of which: DTA arising from temporary differences	-	-
26	National specific regulatory adjustments	8,069	8,120
26a	of which: treasury shares	-	-
26b	of which: Offset to dividends declared under a dividend reinvestment plan (DRP), to the extent to that the dividends are used to purchase new ordinary shares issued by the ADI	-	-
26c	of which: deferred fee income	(504)	(546)	d
26d	of which: equity investment in financial institutions not reported in rows 18, 19 and 23	2,367	2,333
26e	of which: deferred tax assets not reported in rows 10, 21 and 25	3,511	3,720
26f	of which: capitalised expenses	2,611	2,550
26g	of which: investments in commercial (non-financial) entities that are deducted under APRA rules	4	5
26h	of which: covered bonds in excess of asset cover in pools	-	-
26i	of which: undercapitalisation of a non-consolidated subsidiary	-	-
26j	of which: other national specific regulatory adjustments not reported in rows 26a to 26i	80	58
27	Regulatory adjustments applied to Common Equity Tier 1 capital due to insufficient Additional Tier 1 and Tier 2 capital to cover deductions	-	-
28	Total regulatory adjustments to Common Equity Tier 1 capital	12,916	14,279
29	Common Equity Tier 1 capital (CET1)	57,472	55,184

CC1: Composition of regulatory capital (continued)

| | | Amounts
Mar 26
$M | Amounts
Sep 25
$M | Source based on reference of the balance sheet under the regulatory scope of consolidation |
| --- | --- | --- | --- | --- |
| Additional Tier 1 capital: instruments | | | | |
| 30 | Directly issued qualifying additional Tier 1 instruments plus related stock surplus | 7,470 | 7,526 | |
| 31 | of which: classified as equity under applicable accounting standards | - | - | |
| 32 | of which: classified as liabilities under applicable accounting standards | 7,470 | 7,526 | |
| 33 | Directly issued capital instruments subject to phase out from Additional Tier 1 Capital | - | - | |
| 34 | Additional Tier 1 instruments (and CET1 instruments not included in row 5) issued by subsidiaries and held by third parties (amount allowed in group additional Tier 1 capital) | - | - | |
| 35 | of which: instruments issued by subsidiaries subject to phase out | - | - | |
| 36 | Additional Tier 1 capital before regulatory adjustments | 7,470 | 7,526 | |
| Additional Tier 1 capital: regulatory adjustments | | | | |
| 37 | Investments in own additional Tier 1 instruments | - | - | |
| 38 | Reciprocal cross-holdings in additional Tier 1 instruments | - | - | |
| 39 | Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) | - | - | |
| 40 | Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation | 155 | 155 | e |
| 41 | National specific regulatory adjustments | 40 | 14 | |
| 41a | of which: holdings of capital instruments in group members by other group members on behalf of third parties | - | - | |
| 41b | of which: investments in the capital of financial institutions that are outside the scope of regulatory consolidations not reported in rows 39 and 40 | 40 | 14 | |
| 41c | of which: other national specific regulatory adjustments not reported in rows 41a and 41b | - | - | |
| 42 | Regulatory adjustments applied to additional Tier 1 capital due to insufficient Tier 2 capital to cover deductions | - | - | |
| 43 | Total regulatory adjustments to additional Tier 1 capital | 195 | 169 | |
| 44 | Additional Tier 1 capital (AT1) | 7,275 | 7,357 | |
| 45 | Tier 1 capital (T1 = CET1 + AT1) | 64,747 | 62,541 | |
| Tier 2 capital: instruments and provisions | | | | |
| 46 | Directly issued qualifying Tier 2 instruments plus related stock surplus | 32,246 | 32,397 | |
| 47 | Directly issued capital instruments subject to phase out from Tier 2 Capital | - | - | |
| 48 | Tier 2 instruments (and CET1 and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties (amount allowed in group Tier 2) | - | - | |
| 49 | of which: instruments issued by subsidiaries subject to phase out | - | - | |
| 50 | Provisions | 1,887 | 1,710 | |
| 51 | Tier 2 capital before regulatory adjustments | 34,133 | 34,107 | |
| Tier 2 capital: regulatory adjustments | | | | |
| 52 | Investments in own Tier 2 instruments | 100 | 100 | |
| 53 | Reciprocal cross-holdings in Tier 2 instruments and other TLAC liabilities | - | - | |
| 54 | Investments in the capital and other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation, where the bank does not own more than 10% of the issued common share capital of the entity (amount above 10% threshold) | - | - | |
| 55 | Significant investments in the capital and other TLAC liabilities of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) | - | - | |
| 56 | National specific regulatory adjustments | 286 | 197 | |
| 56a | of which: holdings of capital instruments in group members by other group members on behalf of third parties | - | - | |
| 56b | of which: investments in the capital of financial institutions that are outside the scope of regulatory consolidation not reported in rows 54 and 55 | 175 | 174 | |
| 56c | of which: other national specific regulatory adjustments not reported in rows 56a and 56b | 111 | 23 | |
| 57 | Total regulatory adjustments to Tier 2 capital | 386 | 297 | |
| 58 | Tier 2 capital | 33,747 | 33,810 | |
| 59 | Total regulatory capital (= Tier 1 + Tier2) | 98,494 | 96,351 | |
| 60 | Total risk-weighted assets | 464,026 | 458,547 | |

CC1: Composition of regulatory capital (continued)

| | | Amounts
Mar 26
$M | Amounts
Sep 25
$M | Source based on reference of the balance sheet under the regulatory scope of consolidation |
| --- | --- | --- | --- | --- |
| | Capital adequacy ratios and buffers | | | |
| 61 | Common Equity Tier 1 capital (as a percentage of risk-weighted assets) | 12.4% | 12.0% | |
| 62 | Tier 1 capital (as a percentage of risk-weighted assets) | 14.0% | 13.6% | |
| 63 | Total capital (as a percentage of risk-weighted assets) | 21.2% | 21.0% | |
| 64 | Institution-specific buffer requirement (capital conservation buffer plus countercyclical buffer requirements plus higher loss absorbency requirement, expressed as a percentage of risk-weighted assets) | 9.973% | 9.970% | |
| 65 | of which: capital conservation buffer requirement^{1} | 4.75% | 4.75% | |
| 66 | of which: bank-specific countercyclical buffer requirement | 0.7231% | 0.7199% | |
| 67 | of which: higher loss absorbency requirement | - | - | |
| 68 | Common Equity Tier 1 capital (as a percentage of risk-weighted assets) available after meeting the bank's minimum capital requirements | 7.9% | 7.5% | |
| | National minima (if different from Basel III) | | | |
| 69 | National minimum Common Equity Tier 1 capital adequacy ratio (if different from Basel III minimum) | - | - | |
| 70 | National minimum Tier 1 capital adequacy ratio (if different from Basel III minimum) | - | - | |
| 71 | National minimum Total capital adequacy ratio (if different from Basel III minimum) | - | - | |
| | Amounts below the thresholds for deduction (before risk-weighting) | | | |
| 72 | Non-significant investments in the capital and other TLAC liabilities of other financial entities | 289 | 263 | |
| 73 | Significant investments in the common stock of financial entities | 2,292 | 2,258 | |
| 74 | MSR (net of related tax liability) | - | - | |
| 75 | DTA arising from temporary differences (net of related tax liability) | 3,511 | 3,720 | |
| | Applicable caps on the inclusion of provisions in Tier 2 capital | | | |
| 76 | Provisions eligible for inclusion in Tier 2 capital in respect of exposures subject to standardised approach (prior to application of cap) | 360 | 351 | |
| 77 | Cap on inclusion of provisions in Tier 2 capital under standardised approach | 551 | 531 | |
| 78 | Provisions eligible for inclusion in Tier 2 capital in respect of exposures subject to internal ratings-based approach (prior to application of cap) | 1,526 | 1,359 | |
| 79 | Cap for inclusion of provisions in Tier 2 capital under internal ratings-based approach | 1,920 | 1,948 | |

1 Includes 1.0% buffer applied by APRA to ADIs deemed as domestic systemically important.
See commentary on drivers of changes in Capital over the reporting period in table KM1: Key Metrics.

CC2: Reconciliation of regulatory capital to balance sheet

The table below shows the bank's regulatory balance sheet and shows the link between a bank's balance sheet in its published financial statements and the numbers that are used in the composition of capital disclosure template set out in CC1. This table has minor modifications from the original BCBS standard.

	Balance sheet as in published financial statements	Under regulatory scope of consolidation	Reference
		As at Mar 26		As at Mar 26
Assets		$M	$M
1	Cash and Cash Equivalents	165,533	165,533
2	Settlement Balances owed to ANZ	16,393	16,393
3	Collateral Paid	8,173	8,173
4	Trading securities	51,225	51,225
4a	of which: Financial Institutions capital instruments		-
5	Derivative financial instruments	67,911	67,911
6	Investment Securities	164,438	164,273
6a	of which: significant investment in financial institutions equity instruments		874
6b	of which: non-significant investment in financial institutions equity instruments		74
6c	of which: Other entities equity investments		4
6d	of which: collectively assessed provision		(34)
8	Net loans and advances	822,252	817,581
8a	of which: deferred fee income		(504)	d
8b	of which: collectively assessed provision		(3,539)
8c	of which: individual provisions		(358)
8d	of which: capitalised brokerage & Loan/Lease origination fees		4,503
8f	of which: CET1 margin lending adjustment		-
8g	of which: AT1 margin lending adjustment		-
9	Regulatory deposits	570	570
11	Due from controlled entities	-	49
11a	of which: Significant investments in the Tier 2 capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation		-
12	Shares in controlled entities	-	485
12a	of which: Investment in deconsolidated financial subsidiaries		330
12b	of which: AT1 significant investment in banking, financial and insurance entities that are outside the scope of regulatory consolidation		155	e
13	Investment in associates	1,144	1,144
13a	of which: Financial Institutions		1,144
14	Current tax assets	28	28
15	Deferred tax assets	3,641	3,636
16	Goodwill and other intangible assets	5,583	5,527
16a	of which: Goodwill		4,029	b
16b	of which: Software		1,017
16c	of which: other intangible assets (WDv)		481
18	Premises and equipment	2,114	2,114
19	Other assets	5,323	5,189
19a	of which: Defined benefit superannuation fund net assets		169
19b	of which: Capitalised Costs of Disposal		59
Total assets		1,314,328	1,309,831

Balances under "of which" are disclosed in column: Under regulatory scope of consolidation.

CC2: Reconciliation of regulatory capital to balance sheet (continued)

		Balance sheet as in published financial statements	Under regulatory scope of consolidation	Reference
		As at Mar 26	As at Mar 26
Liabilities		$M	$M
20	Settlement Balances owed by ANZ	32,370	32,370
21	Collateral Received	11,284	11,284
22	Deposits and other borrowings	960,754	960,786
23	Derivative financial instruments	59,466	59,466
24	Due to controlled entities	-	785
25	Current tax liabilities	323	255
26	Deferred tax liabilities	250	250
26a	of which: related to intangible assets		144
26b	of which: related to capitalised expenses		10
26c	of which: related to defined benefit superannuation fund		45
30	Payables and other liabilities	15,407	15,101
31	Employee Entitlements	697	697
32	Provisions	1,947	1,948
32a	of which: collectively assessed provision		880
32b	of which: individually assessed provision		37
33	Debt Issuances	160,480	155,811
33a	of which: Directly issued qualifying Additional Tier 1 instruments		7,419
33b	of which: Additional Tier 1 Instruments		-
33d	of which: Directly issued qualifying Tier 2 instruments		32,951
Total liabilities		1,242,978	1,238,753

Net Assets		71,350	71,078
Shareholders' equity		$M	$M
34	Ordinary Share Capital	29,025	28,948
34a	of which: Share reserve		226
35	Reserves	(3,644)	(3,645)
35a	of which: Cash flow hedging reserves		(974)	c
36	Retained earnings	45,266	45,072	a
37	Share capital and reserves attributable to shareholders of the company	70,647	70,375
38	Non-controlling interests	703	703
39	Total shareholders' equity	71,350	71,078

Balances under "of which" are disclosed in column: Under regulatory scope of consolidation.

DIS31: Asset encumbrance

ENC: Asset encumbrance

The table below differentiates assets which are used to support funding or collateral needs (“encumbered assets”) as at 31 March 2026 from those assets which are “unencumbered”. Each of the reported values in the table is based on the carrying amount on the balance sheet using period-end values.

The Group mainly has the following sources of encumbrance:

Assets pledged under repurchase agreements: Collateralised financing transactions through repurchase agreements are a form of short-term funding. The asset used as collateral is debt securities.
Covered bonds: The Group operates various global covered bond programs to raise funding in primary markets. Residential mortgages are used as collateral.
External Securitisation: Residential mortgages securitised under the Group’s securitisation program.
Collateral is used to mitigate risks arising from derivative and hedging arrangements.

As at 31 March 2026, ANZ Group has $93.6 billion of encumbered assets, which is predominantly Debt securities $49.6 billion and Net loans and advances of $29.5 billion.

	Mar 26
		Encumbered assets	Unencumbered assets	Total³
		$M	$M	$M
1	Assets of the reporting institution	93,614	1,220,714	1,314,328
2	Debt securities¹	49,622	252,475	302,097
3	Net Loans and advances	29,471	781,493	810,964
4	of which: Covered Bonds	24,837	-	24,837
5	of which: Securitisations	4,634	-	4,634
6	Collateral posted in connection with derivatives contracts²	13,058	-	13,058
7	Other assets	1,463	186,746	188,209

¹ Including securities held by reverse repurchase agreements.
² Initial margins required to open the position and any collateral placed for the market value of derivatives transactions (cash and non-cash collateral).
³ Total Assets from the consolidated balance sheet as reported in the ANZBGL Group’s financial statements.

	Sep 25
		Encumbered assets	Unencumbered assets	Total³
		$M	$M	$M
1	Assets of the reporting institution	110,958	1,186,713	1,297,671
2	Debt securities¹	57,574	238,033	295,607
3	Net Loans and advances	37,882	766,714	804,596
4	of which: Covered Bonds	32,510	-	32,510
5	of which: Securitisations	5,372	-	5,372
6	Collateral posted in connection with derivatives contracts²	13,912	-	13,912
7	Other assets	1,590	181,966	183,556

ENC: Asset encumbrance (continued)

	Mar 25
		Encumbered assets⁴	Unencumbered assets⁴	Total³,⁴
		$M	$M	$M
1	Assets of the reporting institution	111,959	1,191,012	1,302,971
2	Debt securities¹	59,658	222,380	282,038
3	Net Loans and advances	37,059	767,352	804,411
4	of which: Covered Bonds	32,403	-	32,403
5	of which: Securitisations	4,656	-	4,656
6	Collateral posted in connection with derivatives contracts²	13,663	-	13,663
7	Other assets	1,579	201,280	202,859

DIS40: Credit risk

CR1: Credit quality of assets

The table below presents a view of the credit quality of on- and off-balance sheet assets.

	Mar 26
		Gross carrying values of¹	Allowances/impairments²	Of which ECL accounting provisions for credit losses on SA exposures		Of which ECL accounting provisions for credit losses on IRB exposures	Net values
		Non-performing exposures		Performing exposures	Allocated in regulatory category of Specific			Allocated in regulatory category of General
		$M		$M	$M			$M
1	Loans	8,022	809,560	(3,897)	(83)	(301)	(3,513)	813,685
2	Debt Securities	-	163,317	(34)	-	(1)	(33)	163,283
2a	of which: measured at amortising cost	-	6,758	(34)	-	(1)	(33)	6,724
2b	of which: measured at fair value	-	156,559	-	-	-	-	156,559
3	Off-balance sheet exposures	230	242,968	(917)	(4)	(58)	(855)	242,281
3a	Other financial assets	-	287,200	-	-	-	-	287,200
4	Total	8,252	1,503,045	(4,848)	(87)	(360)	(4,401)	1,506,449

¹ Gross carrying values exclude capitalised brokerage & loan/lease origination fees and unearned income.
² Allowances/impairments of $4,848 million include Collectively Assessed Provision for Credit Impairment of $4,453 million, and Individually Assessed Provisions for Credit Impairment of $395 million.

Definition of default

ANZ uses the following definition of default, which is aligned with the definition in APS 220 Credit Risk Management:

the customer is considered unlikely to pay its credit obligations in full, without recourse to actions such as realising security; or
the customer is 90 days or more past due on a credit obligation; or
the customer's overdraft or other revolving facilities have been continuously outside approved limits for 90 or more consecutive days.

	Sep 25
		Gross carrying values of¹	Allowances/impairments²	Of which ECL accounting provisions for credit losses on SA exposures		Of which ECL accounting provisions for credit losses on IRB exposures	Net values
		Non-performing exposures		Performing exposures	Allocated in regulatory category of Specific			Allocated in regulatory category of General
		$M		$M	$M			$M
1	Loans	8,181	816,422	(3,874)	(89)	(286)	(3,499)	820,729
2	Debt Securities	-	164,470	(34)	-	(1)	(33)	164,436
2a	of which: measured at amortising cost	-	7,404	(34)	-	(1)	(33)	7,370
2b	of which: measured at fair value	-	157,066	-	-	-	-	157,066
3	Off-balance sheet exposures	229	241,865	(870)	(5)	(64)	(801)	241,224
3a	Other financial assets	-	254,953	-	-	-	-	254,953
4	Total	8,410	1,477,710	(4,778)	(94)	(351)	(4,333)	1,481,342

¹ Gross carrying values exclude capitalised brokerage & loan/lease origination fees and unearned income.
² Allowances/impairments of $4,778 million include Collectively Assessed Provision for Credit Impairment of $4,379 million, and Individually Assessed Provisions for Credit Impairment of $399 million.

CR1: Credit quality of assets (continued)

	Mar 25
		Gross carrying values of1		Allowances/impairments2	Of which ECL accounting provisions for credit losses on SA exposures		Of which ECL accounting provisions for credit losses on IRB exposures	Net values
		Non-performing exposures	Performing exposures		Allocated in regulatory category of Specific	Allocated in regulatory category of General
		$M	$M	$M	$M	$M	$M	$M
1	Loans	8,077	808,198	(3,761)	(53)	(292)	(3,416)	812,514
2	Debt Securities	-	153,730	(31)	-	-	(31)	153,699
2a	of which: measured at amortising cost	-	6,783	(31)	-	-	(31)	6,752
2b	of which: measured at fair value	-	146,947	-	-	-	-	146,947
3	Off-balance sheet exposures	229	251,825	(852)	(4)	(60)	(788)	251,202
3a	Other financial assets	-	298,501	-	-	-	-	298,501
4	Total	8,306	1,512,254	(4,644)	(57)	(352)	(4,235)	1,515,916

1 Gross carrying values exclude capitalised brokerage & loan/lease origination fees and unearned income.
2 Allowances/impairments of $4,644 million include Collectively Assessed Provision for Credit Impairment of $4,280 million, and Individually Assessed Provisions for Credit Impairment of $364 million.

CR2: Changes in stock of non-performing loans and debt securities

The table below presents the non-performing exposure balances, the flows between performing and non-performing exposure categories and reductions in the non-performing exposure balances due to write-offs.¹

| | | Mar 26
$M | Sep 25
$M | Mar 25
$M |
| --- | --- | --- | --- | --- |
| 1 | Non-performing loans and debt securities at end of the previous reporting period | 8,410 | 8,306 | 7,451 |
| 2 | Loans and debt securities that have defaulted since the last reporting period | 3,215 | 3,963 | 4,179 |
| 3 | Returned to performing status | (1,530) | (1,816) | (1,499) |
| 4 | Amounts written off | (180) | (174) | (172) |
| 5 | Other changes² | (1,663) | (1,869) | (1,653) |
| 6 | Non-performing loans and debt securities at end of the reporting period | 8,252 | 8,410 | 8,306 |

¹ Includes off-balance sheet exposures.

² Other changes include repayments and foreign exchange impacts.

CR3: Credit risk mitigation techniques – overview

The following table presents a detailed breakdown of ANZ's unsecured and secured loan and debt securities exposures.

	Mar 26
		Exposures unsecured: carrying amount	Exposures to be secured¹	Exposures secured by collateral²	Exposures secured by financial guarantees	Exposures secured by credit derivatives
		$M	$M	$M	$M	$M
1	Loans	136,416	677,269	669,476	7,793	-
2	Debt securities	157,625	5,658	5,033	625	-
3	Total	294,041	682,927	674,509	8,418	-
4	of which: non-performing	74	6,965	6,965	-	-

¹ Includes exposures partly or totally secured by collateral, financial guarantees, or credit derivatives.
² Eligible Collateral could include physical collateral, cash collateral (cash, certificates deposits and bank bills issued by the lending ADI), gold bullion and highly rated debt securities.

	Sep 25
		Exposures unsecured: carrying amount	Exposures to be secured¹	Exposures secured by collateral²	Exposures secured by financial guarantees	Exposures secured by credit derivatives
		$M	$M	$M	$M	$M
1	Loans	148,445	672,284	665,977	6,307	-
2	Debt securities	159,040	5,396	5,396	-	-
3	Total	307,485	677,680	671,373	6,307	-
4	of which: non-performing	103	7,095	7,095	-	-

	Mar 25
		Exposures unsecured: carrying amount	Exposures to be secured¹	Exposures secured by collateral²	Exposures secured by financial guarantees	Exposures secured by credit derivatives
		$M	$M	$M	$M	$M
1	Loans	139,021	673,493	664,074	9,419	-
2	Debt securities	148,538	5,161	5,161	-	-
3	Total	287,559	678,654	669,235	9,419	-
4	of which: non-performing	133	7,100	7,100	-	-

CR4: Standardised approach – credit risk exposure and credit risk mitigation (CRM) effects

The table below presents on-balance sheet and off-balance sheet exposures before and after credit conversion factors (CCF) and CRM as well as associated RWA and RWA density by asset classes. Suncorp Bank is a standardised ADI with Credit RWA calculated based on APS 112 and as such is reflected predominantly in the Sovereign, Residential and Commercial Property Asset Classes. This table has minor modifications from the original BCBS standard.

	Mar 26
		Exposures before CCF and before CRM		Exposures post-CCF and post-CRM		RWA and RWA density
		On-balance sheet amount	Off-balance sheet amount	On-balance sheet amount	Off-balance sheet amount	RWA	RWA density
		$M	$M	$M	$M	$M	%
1	Sovereigns	11,070	10	11,070	10	10	0%
4	Banks	951	-	951	-	190	20%
6	Corporate Exposures	1,304	1,318	1,298	888	2,066	95%
6a	Specialised lending	128	53	128	42	186	109%
6b	Commercial Property	11,577	1,395	11,575	708	8,715	71%
6c	ADC	424	332	423	326	1,103	147%
8	Other Retail	87	21	83	11	96	102%
9	Residential Property	61,703	10,061	61,703	4,573	22,922	35%
11	Other Exposures	9,038	1	9,038	1	341	4%
11a	Fixed Assets	3,190	-	3,190	-	3,190	100%
12	RBNZ regulated entities	24,309	1,504	24,304	839	1,757	7%
14	Total	123,781	14,695	123,763	7,398	40,576	31%
	Sep 25
---	---	---	---	---	---	---	---
		Exposures before CCF and before CRM		Exposures post-CCF and post-CRM		RWA and RWA density
		On-balance sheet amount	Off-balance sheet amount	On-balance sheet amount	Off-balance sheet amount	RWA	RWA density
		$M	$M	$M	$M	$M	%
1	Sovereigns	10,939	10	10,939	10	10	0%
4	Banks	808	-	808	-	170	21%
6	Corporate Exposures	1,328	1,776	1,320	899	1,950	88%
6a	Specialised lending	144	106	144	55	219	110%
6b	Commercial Property	12,016	1,390	12,005	724	9,039	71%
6c	ADC	495	349	495	342	1,248	149%
8	Other Retail	77	18	75	11	88	102%
9	Residential Property	59,908	10,210	59,906	4,821	22,407	35%
11	Other Exposures	9,709	26	9,708	26	357	4%
11a	Fixed Assets	3,083	-	3,083	-	3,083	100%
12	RBNZ regulated entities	24,987	1,588	24,985	886	1,830	7%
14	Total	123,494	15,473	123,468	7,774	40,401	31%

CR4: Standardised approach – credit risk exposure and CRM effects (continued)¹

	Mar 25
		Exposures before CCF and before CRM		Exposures post-CCF and post-CRM		RWA and RWA density
		On-balance sheet amount	Off-balance sheet amount	On-balance sheet amount	Off-balance sheet amount	RWA	RWA density
		$M	$M	$M	$M	$M	%
1	Sovereigns	11,854	-	11,834	-	-	0%
4	Banks	850	-	850	-	170	20%
6	Corporate Exposures	1,626	2,455	1,620	1,838	3,194	92%
6a	Specialised lending	78	71	78	52	143	110%
6b	Commercial Property	12,327	1,465	12,315	786	9,398	72%
6c	ADC	510	340	508	333	1,239	147%
8	Other Retail	102	94	99	42	166	118%
9	Residential Property	57,917	10,238	57,909	4,995	21,968	35%
11	Other Exposures	7,452	1	7,452	1	912	12%
11a	Fixed Assets	3,417	-	3,417	-	3,417	100%
12	RBNZ regulated entities	26,050	1,795	26,080	1,003	2,005	7%
14	Total	122,183	16,459	122,162	9,050	42,612	32%

¹ March comparative numbers have been restated to align with a change in methodology.

CR5: Standardised approach – exposures by asset classes and risk weights

The table below shows exposure at default post-CCF and CRM, broken down by credit exposure class and risk weight. This table has minor modifications from the original BCBS standard.

Mar 26

	Risk Weight %	0	20	25	30	35	40	45	50	60	65	70	75	80	85	90	100	105	110	130	150	250	400	1,250	Other	Total
Credit exposure amount (post-CCF and post-CRM) $M
1	Sovereigns	11,070	-	-	-	-	-	-	-	-	-	-	-	-	-	-	10	-	-	-	-	-	-	-	-	11,080
4	Banks	-	951	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	951
6	Corporate Exposures	-	-	-	-	-	-	-	79	-	-	-	94	-	1,091	-	85	-	781	-	56	-	-	-	-	2,186
6a	Specialised lending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	170	-	-	-	-	-	-	170
6b	Commercial Property	-	-	-	-	-	-	-	-	5,504	-	3,463	510	-	1,554	781	132	-	147	-	192	-	-	-	-	12,283
6c	ADC	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	41	-	-	-	708	-	-	-	-	749
8	Other Retail	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	92	-	-	-	2	-	-	-	-	94
9	Residential Property	-	12,040	12,423	11,616	12,306	5,577	6,857	979	148	1,702	111	-	123	161	-	1,751	282	-	118	82	-	-	-	-	66,276
11	Other Exposures	8,743	30	-	-	-	-	-	-	-	-	-	-	-	-	-	222	-	-	-	-	44	-	-	-	9,039
11a	Fixed Assets	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	3,190	-	-	-	-	-	-	-	-	3,190
12	RBNZ regulated entities	21,239	2,150	-	-	-	-	-	857	-	-	-	-	-	-	-	897	-	-	-	-	-	-	-	-	25,143
14	Total	41,052	15,171	12,423	11,616	12,306	5,577	6,857	1,915	5,652	1,702	3,574	604	123	2,806	781	6,420	282	1,098	118	1,040	44	-	-	-	131,161

CR5: Standardised approach – exposures by asset classes and risk weights (continued)

Sep 25

	Risk Weight %	0	20	25	30	35	40	45	50	60	65	70	75	80	85	90	100	105	110	130	150	250	400	1,250	Other	Total
Credit exposure amount (post-CCF and post-CRM) $M
1	Sovereigns	10,938	-	-	-	-	-	-	-	-	-	-	-	-	-	-	11	-	-	-	-	-	-	-	-	10,949
4	Banks	-	723	-	85	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	808
6	Corporate Exposures	-	152	-	-	-	-	-	112	-	-	-	101	-	1,057	-	113	-	627	-	57	-	-	-	-	2,219
6a	Specialised lending	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	199	-	-	-	-	-	-	199
6b	Commercial Property	-	-	-	-	-	-	-	-	5,844	-	3,506	528	-	1,420	806	194	-	222	-	209	-	-	-	-	12,729
6c	ADC	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	14	-	-	-	823	-	-	-	-	837
8	Other Retail	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	82	-	-	-	4	-	-	-	-	86
9	Residential Property	-	11,470	12,031	11,386	12,382	5,668	6,425	1,065	209	1,483	130	-	151	189	-	1,659	273	-	139	67	-	-	-	-	64,727
11	Other Exposures	9,423	22	-	-	-	-	-	-	-	-	-	-	-	-	-	223	-	25	-	-	41	-	-	-	9,734
11a	Fixed Assets	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	3,083	-	-	-	-	-	-	-	-	3,083
12	RBNZ regulated entities	21,666	2,452	-	-	-	-	-	829	-	-	-	-	-	-	-	924	-	-	-	-	-	-	-	-	25,871
14	Total	42,027	14,819	12,031	11,471	12,382	5,668	6,425	2,006	6,053	1,483	3,636	629	151	2,666	806	6,303	273	1,073	139	1,160	41	-	-	-	131,242

CR5: Standardised approach – exposures by asset classes and risk weights (continued)¹

¹ March comparative numbers have been restated to align with a change in methodology.

CR5: Standardised approach – exposures by asset classes and risk weights (continued)

	Mar 26
		On-balance sheet exposure	Off-balance sheet exposure	Weighted average CCF¹	Exposure
Risk weight		(pre-CCF)		(post-CCF and post-CRM)
1	Less than 40%	88,121	10,006	44%	92,565
2	40–70%	24,061	1,982	61%	25,277
3	75%	586	125	14%	604
4	85%	2,465	596	78%	2,930
5	90–100%	6,739	938	49%	7,202
6	105–130%	963	654	82%	1,498
7	150%	802	394	61%	1,041
8	250%	44	-	-	44
9	400%	-	-	-	-
10	1250%	-	-	-	-
11	Total exposures	123,781	14,695	50%	131,161

¹ Weighting is based on off-balance sheet exposure (pre-CCF).

Sep 25

Risk weight	On-balance sheet exposure	Off-balance sheet exposure	Weighted average CCF¹	Exposure
		(pre-CCF)		(post-CCF and post-CRM)
1	Less than 40%	88,120	10,101	46%	92,730
2	40–70%	23,994	2,141	60%	25,270
3	75%	536	137	68%	629
4	85%	2,365	914	49%	2,817
5	90–100%	6,575	1,015	53%	7,110
6	105–130%	1,070	743	56%	1,485
7	150%	788	422	88%	1,160
8	250%	41	-	-	41
9	400%	5	-	-	-
10	1250%	-	-	-	-
11	Total exposures	123,494	15,473	50%	131,242

¹ Weighting is based on off-balance sheet exposure (pre-CCF).

Mar 25

Risk weight	On-balance sheet exposure	Off-balance sheet exposure	Weighted average CCF¹	Exposure
		(pre-CCF)		(post-CCF and post-CRM)
1	Less than 40%	85,205	10,186	47%	90,023
2	40–70%	23,593	2,247	59%	24,924
3	75%	577	148	68%	678
4	85%	3,014	1,442	81%	4,186
5	90–100%	7,712	1,101	54%	8,309
6	105–130%	1,213	938	71%	1,876
7	150%	828	397	87%	1,175
8	250%	41	-	-	41
9	400%	-	-	-	-
10	1250%	-	-	-	-
11	Total exposures	122,183	16,459	55%	131,212

CR6: IRB – Credit risk exposures by portfolio and PD range

The table below provides the key parameters used for the calculation of capital requirements for credit risk exposures under the IRB approach.¹²³ This table has minor modifications from the original BCBS standard.

Portfolio/PD scale	Mar 26
Original on-balance sheet gross exposure	Off-balance sheet exposures
AIRB	$M
Corporates
1	0.00 to <0.15
2	0.15 to <0.25
3	0.25 to <0.50
4	0.50 to <0.75
5	0.75 to <2.50
6	2.50 to <10.00
7	10.00 to <100.00
8	100.00 (Default)
9	Sub-Total AIRB Corporates
Residential Mortgages
10	0.00 to <0.15
11	0.15 to <0.25
12	0.25 to <0.50
13	0.50 to <0.75
14	0.75 to <2.50
15	2.50 to <10.00
16	10.00 to <100.00
17	100.00 (Default)
18	Sub-Total AIRB Residential Mortgages

1 Excludes Specialised Lending subject to supervisory slotting.
2 Average maturity has been excluded for retail as it is not used in the RWA calculation.
3 The definition of a "borrower" differs across portfolios. In some instances, a wholesale borrower can be reported across more than one PD band.

CR6: IRB – Credit risk exposures by portfolio and PD range (continued)

Portfolio/PD scale	Mar 26
		Original on-balance sheet gross exposure	Off-balance sheet exposures	Average CCF	EAD post CRM and post-CCF	Average PD	Number of Borrowers	Average LGD	Average maturity	RWA	RWA density	EL	Provisions
AIRB	$M	$M	%	$M	%			%	Yr	$M	%	$M	$M
Retail SME
19	0.00 to <0.15	18	111	83%	109	0.12%	1,183	15%	-	5	5%	-
20	0.15 to <0.25	19	46	82%	57	0.19%	534	17%	-	4	8%	-
21	0.25 to <0.50	358	484	78%	736	0.39%	8,922	26%	-	138	19%	1
22	0.50 to <0.75	218	288	62%	395	0.65%	10,900	40%	-	147	37%	1
23	0.75 to <2.50	4,002	1,161	79%	4,921	1.60%	38,900	26%	-	1,840	37%	18
24	2.50 to <10.00	7,297	1,419	93%	8,622	4.42%	54,080	28%	-	4,774	54%	105
25	10.00 to <100.00	867	84	92%	944	16.49%	26,810	51%	-	1,179	125%	72
26	100.00 (Default)	469	34	98%	503	100.00%	5,747	39%	-	994	198%	157
27	Sub-Total AIRB Retail SME	13,248	3,627	84%	16,287	6.91%	147,076	29%	-	9,081	56%	354	523
Qualifying Revolving Retail (QRR)
28	0.00 to <0.15	1,545	6,137	73%	6,017	0.11%	652,862	74%	-	313	5%	5
29	0.15 to <0.25	161	834	72%	764	0.19%	107,436	74%	-	63	8%	1
30	0.25 to <0.50	610	1,925	76%	2,075	0.36%	252,629	75%	-	291	14%	6
31	0.50 to <0.75	159	254	95%	401	0.65%	37,633	74%	-	90	22%	2
32	0.75 to <2.50	1,049	835	97%	1,858	1.35%	182,609	79%	-	766	41%	20
33	2.50 to <10.00	752	202	124%	1,002	4.08%	103,496	82%	-	948	95%	33
34	10.00 to <100.00	166	26	128%	199	19.65%	28,255	81%	-	417	210%	31
35	100.00 (Default)	38	3	100%	41	100.00%	5,146	76%	-	66	162%	27
36	Sub-Total AIRB QRR	4,480	10,216	77%	12,357	1.33%	1,370,066	75%	-	2,954	24%	125	180
Other Retail
37	0.00 to <0.15	5	33	95%	35	0.09%	17,112	78%	-	7	20%	-
38	0.15 to <0.25	-	1	71%	1	0.19%	6	77%	-	-	33%	-
39	0.25 to <0.50	5	15	119%	22	0.36%	37,320	76%	-	11	50%	-
40	0.50 to <0.75	2	2	115%	5	0.65%	13,107	76%	-	3	70%	-
41	0.75 to <2.50	619	56	109%	681	1.23%	184,042	77%	-	638	94%	6
42	2.50 to <10.00	533	24	104%	558	3.86%	98,541	78%	-	681	122%	17
43	10.00 to <100.00	91	3	104%	93	29.93%	22,277	78%	-	191	204%	22
44	100.00 (Default)	57	-	100%	58	100.00%	33,493	82%	-	111	193%	44
45	Sub-Total AIRB Other Retail	1,312	134	105%	1,453	7.99%	405,898	78%	-	1,642	113%	89	127
46	Total AIRB	482,350	90,300	76%	551,422	1.97%	2,864,329	19%	2.18	171,859	31%	1,904	3,004

CR6: IRB – Credit risk exposures by portfolio and PD range (continued)

Portfolio/PD scale	Mar 26
		Original on-balance sheet gross exposure	Off-balance sheet exposures	Average CCF	EAD post CRM and post-CCF	Average PD	Number of Borrowers	Average LGD	Average maturity	RWA	RWA density	EL	Provisions
FIRB		$M	$M	%	$M	%		%	Yr	$M	%	$M	$M
Corporates
47	0.00 to <0.15	31,132	52,367	40%	52,242	0.08%	788	46%	1.80	12,612	24%	20
48	0.15 to <0.25	10,200	15,018	40%	16,157	0.20%	390	48%	2.06	7,502	46%	16
49	0.25 to <0.50	11,144	15,239	40%	17,265	0.34%	508	47%	1.91	10,319	60%	27
50	0.50 to <0.75	1,913	2,691	27%	2,643	0.63%	127	38%	2.04	1,792	68%	6
51	0.75 to <2.50	699	843	45%	1,082	1.37%	111	31%	1.47	793	73%	4
52	2.50 to <10.00	104	219	47%	206	3.78%	10	45%	2.18	299	145%	3
53	10.00 to <100.00	57	147	77%	170	17.94%	13	17%	0.84	137	80%	3
54	100.00 (Default)	109	95	45%	151	100.00%	28	45%	0.82	-	0%	68
55	Sub-Total FIRB Corporates	55,358	86,619	40%	89,916	0.40%	1,975	46%	1.87	33,454	37%	147	511
Sovereign
56	0.00 to <0.15	216,117	5,686	22%	217,341	0.02%	185	9%	2.67	4,739	2%	5
57	0.15 to <0.25	872	73	40%	901	0.20%	5	50%	1.30	398	44%	1
58	0.25 to <0.50	1,360	2	62%	1,361	0.26%	4	50%	0.76	630	46%	2
59	0.50 to <0.75	71	29	40%	83	0.59%	4	50%	2.35	74	89%	-
60	0.75 to <2.50	306	15	40%	312	1.23%	14	50%	0.27	300	96%	2
61	2.50 to <10.00	1,403	-	0%	1,403	5.00%	5	50%	0.43	2,263	161%	35
62	10.00 to <100.00	17	304	0%	19	22.36%	8	50%	0.15	51	277%	2
63	100.00 (Default)	-	-	0%	-	0.00%	-	0%	-	-	0%	-
64	Sub-Total FIRB Sovereign	220,146	6,109	21%	221,420	0.06%	225	10%	2.63	8,455	4%	47	35
Financial Institutions
65	0.00 to <0.15	55,415	48,839	48%	78,939	0.06%	751	48%	1.35	18,326	23%	22
66	0.15 to <0.25	1,913	1,832	20%	2,287	0.20%	75	45%	1.48	1,115	49%	2
67	0.25 to <0.50	2,904	1,778	49%	3,771	0.35%	144	48%	1.29	2,512	67%	6
68	0.50 to <0.75	683	477	18%	766	0.60%	121	46%	1.06	587	77%	2
69	0.75 to <2.50	462	933	15%	604	1.41%	232	36%	2.08	537	89%	3
70	2.50 to <10.00	21	7	73%	26	5.78%	18	39%	2.75	40	152%	1
71	10.00 to <100.00	2	497	0%	3	35.00%	86	39%	7.43	7	255%	-
72	100.00 (Default)	2	1	95%	3	100.00%	7	42%	1.76	-	0%	1
73	Sub-Total FIRB Financial Institutions	61,402	54,364	46%	86,399	0.10%	1,434	48%	1.36	23,124	27%	37	197
74	Total FIRB	336,906	147,092	41%	397,735	0.14%	3,634	26%	2.18	65,033	16%	231	743

CR6: IRB – Credit risk exposures by portfolio and PD range (continued)¹²³

Portfolio/PD scale	Sep 25
		Original on-balance sheet gross exposure	Off-balance sheet exposures	Average CCF	EAD post CRM and post-CCF	Average PD	Number of Borrowers	Average LGD	Average maturity	RWA	RWA density	EL	Provisions
AIRB	$M	$M	%	$M	%			%	Yr	$M	%	$M	$M
Corporates
1	0.00 to <0.15	13,062	7,391	42%	16,145	0.10%	561	37%	2.55	4,571	28%	6
2	0.15 to <0.25	7,290	5,478	42%	9,570	0.20%	1,157	34%	2.50	3,876	41%	9
3	0.25 to <0.50	32,865	12,683	54%	39,710	0.36%	5,944	25%	2.19	15,355	39%	35
4	0.50 to <0.75	24,865	6,025	58%	28,352	0.65%	7,619	21%	2.10	12,516	44%	40
5	0.75 to <2.50	33,930	8,303	64%	39,205	1.36%	16,492	21%	2.31	21,838	56%	111
6	2.50 to <10.00	3,373	600	61%	3,737	4.34%	2,296	22%	2.32	2,870	77%	37
7	10.00 to <100.00	752	275	43%	870	24.81%	3,174	30%	2.10	1,644	189%	70
8	100.00 (Default)	1,010	103	55%	1,067	100.00%	784	28%	2.57	1,056	99%	277
9	Sub-Total AIRB Corporates	117,147	40,858	53%	138,656	1.69%	38,027	25%	2.28	63,726	46%	585	1,271
Residential Mortgages
10	0.00 to <0.15	133,419	21,576	100%	155,041	0.07%	412,929	13%	-	10,594	7%	16
11	0.15 to <0.25	22,691	1,374	100%	24,067	0.18%	43,664	14%	-	2,369	10%	6
12	0.25 to <0.50	71,521	2,728	100%	74,251	0.36%	176,571	14%	-	11,728	16%	39
13	0.50 to <0.75	14,299	1,234	100%	15,536	0.64%	40,739	16%	-	4,031	26%	16
14	0.75 to <2.50	67,079	7,306	100%	74,385	1.26%	173,808	17%	-	31,632	43%	155
15	2.50 to <10.00	23,235	115	100%	23,350	4.15%	56,808	15%	-	17,476	75%	148
16	10.00 to <100.00	2,564	25	100%	2,589	18.90%	6,472	18%	-	4,121	159%	90
17	100.00 (Default)	4,300	15	100%	4,316	100.00%	10,064	28%	-	12,184	282%	331
18	Sub-Total AIRB Residential Mortgages	339,108	34,373	100%	373,535	1.94%	921,055	15%	-	94,135	25%	801	841

Portfolio/PD scale	Sep 25
		Original on-balance sheet gross exposure	Off-balance sheet exposures	Average CCF	EAD post CRM and post-CCF	Average PD	Number of Borrowers	Average LGD	Average maturity	RWA	RWA density	EL	Provisions
AIRB	$M	$M	%	$M	%			%	Yr	$M	%	$M	$M
Retail SME
19	0.00 to <0.15	20	104	83%	105	0.12%	1,176	15%	-	5	5%	-
20	0.15 to <0.25	22	47	81%	60	0.19%	549	18%	-	5	8%	-
21	0.25 to <0.50	345	469	78%	711	0.39%	9,087	27%	-	136	19%	1
22	0.50 to <0.75	226	287	63%	406	0.65%	10,575	38%	-	146	36%	1
23	0.75 to <2.50	4,037	1,184	79%	4,977	1.60%	39,978	26%	-	1,873	38%	18
24	2.50 to <10.00	7,420	1,461	93%	8,784	4.43%	55,765	29%	-	4,923	55%	109
25	10.00 to <100.00	883	91	92%	966	17.19%	28,717	51%	-	1,213	126%	75
26	100.00 (Default)	475	31	98%	506	100.00%	5,375	39%	-	1,118	221%	163
27	Sub-Total AIRB Retail SME	13,428	3,674	84%	16,515	6.95%	151,222	29%	-	9,419	57%	367	511
Qualifying Revolving Retail (QRR)
28	0.00 to <0.15	1,507	6,164	73%	6,018	0.11%	653,111	74%	-	313	5%	5
29	0.15 to <0.25	162	843	73%	774	0.19%	108,566	74%	-	64	8%	1
30	0.25 to <0.50	593	1,937	77%	2,075	0.36%	253,401	75%	-	292	14%	6
31	0.50 to <0.75	152	256	95%	396	0.65%	37,024	74%	-	88	22%	2
32	0.75 to <2.50	1,045	880	98%	1,905	1.36%	186,468	79%	-	787	41%	20
33	2.50 to <10.00	778	223	125%	1,057	4.07%	107,310	82%	-	997	94%	35
34	10.00 to <100.00	168	28	129%	204	19.92%	28,790	81%	-	430	211%	33
35	100.00 (Default)	34	2	100%	36	100.00%	4,490	76%	-	61	166%	25
36	Sub-Total AIRB QRR	4,439	10,333	78%	12,465	1.32%	1,379,160	75%	-	3,032	24%	127	192
Other Retail
37	0.00 to <0.15	5	34	97%	38	0.09%	18,169	78%	-	7	19%	-
38	0.15 to <0.25	-	1	75%	1	0.19%	8	81%	-	-	35%	-
39	0.25 to <0.50	5	17	117%	25	0.36%	38,825	77%	-	12	49%	-
40	0.50 to <0.75	2	3	114%	6	0.65%	13,284	76%	-	4	69%	-
41	0.75 to <2.50	637	60	109%	704	1.28%	189,954	77%	-	670	95%	7
42	2.50 to <10.00	521	24	105%	546	3.95%	102,891	78%	-	669	122%	17
43	10.00 to <100.00	79	3	106%	81	30.33%	22,146	79%	-	166	204%	19
44	100.00 (Default)	49	-	100%	49	100.00%	25,437	81%	-	114	231%	37
45	Sub-Total AIRB Other Retail	1,298	142	106%	1,450	7.25%	410,714	78%	-	1,642	113%	80	124
46	Total AIRB	475,420	89,380	75%	542,621	2.03%	2,900,178	19%	2.28	171,954	32%	1,960	2,939

Portfolio/PD scaleFIRB	Sep 25
		Original on-balance sheet gross exposure	Off-balance sheet exposures	Average CCF	EAD post CRM and post-CCF	Average PD	Number of Borrowers	Average LGD	Average maturity	RWA	RWA density	EL
Corporates
47	0.00 to <0.15	23,609	53,848	41%	45,537	0.08%	769	46%	2.03	11,890	26%	18
48	0.15 to <0.25	11,159	17,236	37%	17,544	0.20%	433	49%	2.16	8,428	48%	17
49	0.25 to <0.50	10,326	15,601	40%	16,620	0.33%	555	47%	2.00	10,019	60%	26
50	0.50 to <0.75	1,643	2,646	32%	2,498	0.61%	110	40%	2.39	1,833	73%	6
51	0.75 to <2.50	1,205	1,409	42%	1,799	1.31%	114	35%	1.52	1,419	79%	8
52	2.50 to <10.00	124	188	46%	210	3.37%	6	60%	0.96	359	171%	4
53	10.00 to <100.00	173	191	71%	307	20.17%	14	29%	0.69	440	143%	16
54	100.00 (Default)	115	44	49%	136	100.00%	32	45%	0.38	-	0%	61
55	Sub-Total FIRB Corporates	48,354	91,163	40%	84,651	0.44%	2,033	47%	2.04	34,388	41%	156
Sovereign
56	0.00 to <0.15	223,259	5,478	21%	224,405	0.02%	173	9%	2.71	4,544	2%	5
57	0.15 to <0.25	875	49	40%	895	0.20%	5	50%	1.11	377	42%	1
58	0.25 to <0.50	1,314	2	62%	1,315	0.26%	4	50%	0.82	607	46%	2
59	0.50 to <0.75	130	40	40%	146	0.58%	5	50%	1.28	114	79%	-
60	0.75 to <2.50	1,281	22	40%	1,289	1.32%	16	50%	0.09	1,275	99%	9
61	2.50 to <10.00	1,929	-	0%	1,929	5.00%	6	50%	0.31	3,109	161%	48
62	10.00 to <100.00	27	306	1%	29	22.26%	8	50%	0.13	81	276%	3
63	100.00 (Default)	-	-	0%	-	0.00%	-	0%	-	-	0%	-
64	Sub-Total FIRB Sovereign	228,815	5,897	20%	230,008	0.07%	217	10%	2.65	10,107	4%	68
Financial Institutions
65	0.00 to <0.15	56,334	51,814	49%	81,652	0.06%	763	48%	1.34	18,661	23%	22
66	0.15 to <0.25	1,200	1,916	25%	1,687	0.20%	72	46%	1.43	820	49%	2
67	0.25 to <0.50	3,253	2,342	29%	3,932	0.36%	144	47%	1.08	2,570	65%	6
68	0.50 to <0.75	672	380	40%	826	0.58%	109	43%	1.51	624	76%	2
69	0.75 to <2.50	433	767	19%	576	1.27%	226	37%	1.81	500	87%	3
70	2.50 to <10.00	9	7	78%	14	5.24%	20	38%	2.22	22	154%	-
71	10.00 to <100.00	4	612	0%	4	35.00%	146	45%	2.55	10	286%	1
72	100.00 (Default)	4	-	73%	4	100.00%	9	50%	2.84	-	0%	2
73	Sub-Total FIRB Financial Institutions	61,909	57,838	46%	88,695	0.09%	1,489	47%	1.34	23,207	26%	38
74	Total FIRB	339,078	154,898	41%	403,354	0.15%	3,739	26%	2.24	67,702	17%	262

CR7: IRB – Effect on RWA of credit derivatives used as CRM techniques

The table below shows the effect of credit derivatives on the IRB credit risk approach.¹

	Mar 26		Sep 25		Mar 25
		Pre-credit derivatives RWA	Actual RWA	Pre-credit derivatives RWA	Actual RWA	Pre-credit derivatives RWA	Actual RWA
		$M	$M	$M	$M	$M	$M
1	Sovereign – FIRB	8,455	8,455	10,107	10,107	10,983	10,983
3	Financial Institutions – FIRB	23,124	23,124	23,207	23,207	23,781	23,781
5	Corporate – FIRB	33,454	33,454	34,388	34,388	34,587	34,587
6	Corporate – AIRB	65,669	65,669	63,726	63,726	66,579	66,579
8	Specialised lending	5,995	5,995	5,901	5,901	6,929	6,929
9	Retail – qualifying revolving (QRRE)	2,954	2,954	3,032	3,032	3,155	3,155
10	Retail – residential mortgage exposures	92,513	92,513	94,135	94,135	94,747	94,747
11	Retail – SME	9,081	9,081	9,419	9,419	9,558	9,558
12	Other retail exposures	1,642	1,642	1,642	1,642	1,636	1,636
17	RBNZ regulated entities	61,428	61,428	64,140	64,140	62,573	62,573
18	Total	304,315	304,315	309,697	309,697	314,528	314,528

¹ ANZ does not have any credit derivatives with CRM impact in the banking book. Hence both columns are identical.

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 risk¹.

	Mar 26
		RWA Amount	RWA Amount
		$M	$M
1	RWA as at end of previous reporting period	308,191	309,697
2	Asset size	1,058	6,508
3	Asset quality	(692)	(2,875)
4	Model updates	-	(436)
5	Methodology and policy	(626)	(2,709)
6	Acquisitions and disposals	-	-
7	Foreign exchange movements	(3,616)	(1,994)
8	Other²	-	-
9	RWA as at end of reporting period	304,315	308,191

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 under the IRB approach reduced over the March 2026 quarter with an increase due to growth offset by decreases attributable to foreign exchange movements, asset quality and methodology.

Asset size increase (+$1.0 billion) predominantly occurred within the Australia Retail division with growth in the mortgage portfolio.

Asset quality related movements (-$0.7 billion) were stable with an overall reduction mainly in the Institutional division.

Methodology and policy (-$0.6 billion) due to ongoing enhancements across processes, data quality and methodological treatments.

Foreign exchange movements (-$3.6 billion) impacting translation of foreign denominated exposures, particularly New Zealand and US, to Australian dollars.

CR10: IRB (specialised lending under the slotting approach, other than HVCRE)

The table below shows quantitative disclosures of banks' specialised lending exposures using the supervisory slotting approach.

Regulatory categories1	Residual maturity	Mar 26
		On-balance sheet amount	Off-balance sheet amount	RW	Exposure amount					RWA	Expected losses
					PF2	OF2	CF2	IPRE2	Total
					$M	$M	$M	$M	$M	$M	$M
1	Strong	Less than 2.5 years	4,566	1,401	70%	913	-	-	4,476	5,389	4,109
2	Strong	Equal to or more than 2.5 years	3,451	1,822	70%	4,279	-	-	742	5,021	3,577
3	Good	Less than 2.5 years	2,122	422	90%	931	-	-	1,501	2,432	2,332
4	Good	Equal to or more than 2.5 years	1,159	844	90%	1,700	-	-	158	1,858	1,686
5	Satisfactory		346	39	115%	92	-	-	292	384	475
6	Weak		353	54	250%	118	-	-	265	383	1,023
7	Non Performing		305	13	-	79	-	-	239	318	-
8	Total		12,302	4,595	-	8,112	-	-	7,673	15,785	13,202

1 NZ exposures are mapped to the RW categories before application of the scalar of 1.1.
2 PF: Project finance, OF: Object finance, CF: Commodities finance, and IPRE: Income producing real estate.

Regulatory categories1	Residual maturity	On-balance sheet amount	Off-balance sheet amount	RW	Sep 25
					Exposure amount					RWA	Expected losses
					PF2	OF2	CF2	IPRE2	Total
					$M	$M	$M	$M	$M	$M	$M
1	Strong	Less than 2.5 years	5,421	751	70%	1,194	-	-	4,867	6,062	4,591
2	Strong	Equal to or more than 2.5 years	3,302	1,750	70%	3,908	-	-	760	4,668	3,340
3	Good	Less than 2.5 years	2,131	441	90%	687	-	-	1,774	2,461	2,374
4	Good	Equal to or more than 2.5 years	1,056	1,007	90%	1,826	-	-	143	1,969	1,794
5	Satisfactory		615	131	115%	309	-	-	409	717	872
6	Weak		295	4	250%	23	-	-	276	299	816
7	Non Performing		246	4	-	-	-	-	251	251	-
8	Total		13,066	4,088	-	7,947	-	-	8,480	16,427	13,787

1 NZ exposures are mapped to the RW categories before application of the scalar of 1.1.
2 PF: Project finance, OF: Object finance, CF: Commodities finance, and IPRE: Income producing real estate.

CR10: IRB (specialised lending under the slotting approach, other than HVCRE) (continued)

	Mar 25
		On-balance sheet amount	Off-balance sheet amount	RW				Exposure amount		RWA	Expected losses
					PF²	OF²	CF²	IPRE²	Total
Regulatory categories¹	Residual maturity	$M	$M		$M	$M	$M	$M	$M	$M	$M
1 Strong	Less than 2.5 years	5,679	1,038	70%	1,754	-	-	4,870	6,624	4,984	26
2 Strong	Equal to or more than 2.5 years	3,114	2,758	70%	4,745	-	-	846	5,591	3,979	22
3 Good	Less than 2.5 years	2,415	674	90%	960	-	-	1,966	2,926	2,829	23
4 Good	Equal to or more than 2.5 years	903	1,040	90%	1,686	-	-	192	1,878	1,714	15
5 Satisfactory		682	75	115%	322	-	-	419	741	901	21
6 Weak		338	10	250%	-	-	-	347	347	953	28
7 Non Performing		293	4	-	-	-	-	297	297	-	149
8 Total		13,424	5,599	-	9,467	-	-	8,937	18,404	15,360	284

¹ NZ exposures are mapped to the RW categories before application of the scalar of 1.1.
² PF: Project finance, OF: Object finance, CF: Commodities finance, and IPRE: Income producing real estate.

DIS42: Counterparty credit risk

CCR1: Analysis of CCR exposures by approach

The table below provides a comprehensive view of the methods used to calculate counterparty credit risk exposures and the main parameters used within each method.

	Mar 26
		Replacement cost	Potential future exposure	Effective EPE	Alpha used for computing regulatory EAD	EAD post-CRM	RWA
		$M	$M	$M		$M	$M
1	SA-CCR (for derivatives)	9,246	20,784		1.4	41,937	11,861
2	Internal Model Method (for derivatives and SFTs)			-	-	-	-
3	Simple Approach for credit risk mitigation (for SFTs)					-	-
4	Comprehensive Approach for credit risk mitigation (for SFTs)					2,940	678
5	Value-at-risk (VaR) for SFTs					-	-
6	RBNZ regulated entities					3,463	1,010
7	Total						13,549
	Sep 25
---	---	---	---	---	---	---	---
		Replacement cost	Potential future exposure	Effective EPE	Alpha used for computing regulatory EAD	EAD post-CRM	RWA
		$M	$M	$M	$M	$M	$M
1	SA-CCR (for derivatives)	6,175	20,991		1.4	37,936	11,140
2	Internal Model Method (for derivatives and SFTs)			-	-	-	-
3	Simple Approach for credit risk mitigation (for SFTs)					-	-
4	Comprehensive Approach for credit risk mitigation (for SFTs)					2,783	610
5	Value-at-risk (VaR) for SFTs					-	-
6	RBNZ regulated entities					3,458	908
7	Total						12,658
	Mar 25
---	---	---	---	---	---	---	---
		Replacement cost	Potential future exposure	Effective EPE	Alpha used for computing regulatory EAD	EAD post-CRM	RWA
		$M	$M	$M	$M	$M	$M
1	SA-CCR (for derivatives)	7,754	21,555		1.4	40,847	11,826
2	Internal Model Method (for derivatives and SFTs)			-	-	-	-
3	Simple Approach for credit risk mitigation (for SFTs)					-	-
4	Comprehensive Approach for credit risk mitigation (for SFTs)					2,928	712
5	Value-at-risk (VaR) for SFTs					-	-
6	RBNZ regulated entities					3,622	793
7	Total						13,331

CCR3: Standardised approach – CCR exposures by regulatory portfolio and risk weights

The table below presents a breakdown of counterparty credit risk exposures calculated according to the standardised approach by portfolio and risk weight. This table has minor modifications from the original BCBS standard.

	Risk Weight %	Mar 26
		0%	0-10%	10-20%	20-50%	50-75%	75-100%	100-150%	Greater than 150%	Others	Total credit exposure
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Sovereigns	-	-	-	-	-	259	-	-	-	259
4	Banks	-	-	50	-	370	-	-	-	-	420
6	Corporates	-	-	-	-	2	51	74	-	-	127
8	Other assets	-	-	-	-	-	-	-	-	-	-
10	RBNZ regulated entities	499	-	632	315	3	-	-	-	-	1,449
11	Total	499	-	682	315	375	310	74	-	-	2,255
	Risk Weight %	Sep 25
		0%	0-10%	10-20%	20-50%	50-75%	75-100%	100-150%	Greater than 150%	Others	Total credit exposure
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Sovereigns	-	-	-	-	-	175	-	-	-	175
4	Banks	-	-	42	-	280	-	-	-	-	322
6	Corporates	-	-	-	-	1	23	57	-	-	81
8	Other assets	-	-	-	-	-	-	-	-	-	-
10	RBNZ regulated entities	969	-	529	268	3	-	-	-	-	1,769
11	Total	969	-	571	268	284	198	57	-	-	2,347

CCR3: Standardised approach – CCR exposures by regulatory portfolio and risk weights (continued)

	Risk Weight %	Mar 25
		0%	0-10%	10-20%	20-50%	50-75%	75-100%	100-150%	Greater than 150%	Others	Total credit exposure
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Sovereigns	-	-	-	-	-	213	-	-	-	213
4	Banks	-	-	194	-	276	-	-	-	-	470
6	Corporates	-	-	-	-	1	110	62	-	-	173
8	Other assets	-	-	-	-	-	-	-	-	-	-
10	RBNZ regulated entities	1,352	-	427	296	3	-	-	-	-	2,078
11	Total	1,352	-	621	296	280	323	62	-	-	2,934

CCR4: IRB – CCR exposures by portfolio and PD scale

The table below presents a detailed view of CCR exposures subject to IRB approach by asset classes and PD scale.¹

ANZ applies the Standardised Approach for Counterparty Credit Risk (SACCR) for calculating Exposure at Default (EAD) across all IRB exposures as per APRA requirements. The exception is for exposures under its RBNZ regulated entities, which follow the Current Exposure Method (CEM) in line with Reserve Bank of New Zealand (RBNZ) requirements.

Portfolio/PD scaleFIRB	Mar 26
		EADpost CRM andpost-CCF	AveragePD	Number ofCounterparties¹	AverageLGD	Averagematurity	RWA	RWA density
	$M	%	#	%	Yr	$M	%
Sovereign
1	0.00 to <0.15	2,491	0.02%	50	13%	1.32	66	3%
2	0.15 to <0.25	71	0.20%	3	50%	0.49	26	37%
3	0.25 to <0.50	406	0.26%	2	50%	0.09	134	33%
4	0.50 to <0.75	1	0.57%	1	50%	0.48	1	68%
5	0.75 to <2.50	-	1.23%	3	41%	0.05	-	74%
6	2.50 to <10.00	-	5.00%	1	50%	0.01	-	161%
7	10.00 to <100.00	-	21.00%	1	50%	0.02	-	276%
8	100.00 (Default)	-	-	-	-	-	-	-
12	Total FIRB Sovereign	2,969	0.06%	61	19%	1.13	227	8%
Corporates
13	0.00 to <0.15	4,227	0.09%	255	46%	4.24	1,501	36%
14	0.15 to <0.25	1,328	0.20%	129	49%	1.78	578	44%
15	0.25 to <0.50	1,225	0.30%	112	50%	0.56	584	48%
16	0.50 to <0.75	48	0.71%	17	50%	1.67	57	118%
17	0.75 to <2.50	23	1.24%	13	50%	1.96	26	115%
18	2.50 to <10.00	-	-	-	-	-	-	-
19	10.00 to <100.00	-	-	-	-	-	-	-
20	100.00 (Default)	-	-	-	-	-	-	-
24	Total FIRB Corporates	6,851	0.15%	526	47%	3.08	2,746	40%
Financial Institutions
25	0.00 to <0.15	28,633	0.06%	1,839	50%	1.01	5,611	20%
26	0.15 to <0.25	1,042	0.20%	116	50%	0.42	418	40%
27	0.25 to <0.50	2,371	0.36%	346	50%	1.13	1,604	68%
28	0.50 to <0.75	654	0.64%	125	51%	0.74	604	92%
29	0.75 to <2.50	213	1.76%	62	50%	0.35	239	112%
30	2.50 to <10.00	-	-	-	-	-	-	-
31	10.00 to <100.00	2	35.00%	1	50%	0.41	5	309%
32	100.00 (Default)	-	-	-	-	-	-	-
36	Total FIRB FinancialInstitutions	32,915	0.11%	2,489	50%	0.99	8,481	26%
37	Total FIRB	42,735	0.11%	3,076	47%	1.33	11,454	27%

CCR4: IRB – CCR exposures by portfolio and PD scale (continued)

	Mar 26
		EAD post CRM and post-CCF	Average PD	Number of Counterparties¹	Average LGD	Average maturity	RWA	RWA density
Portfolio/ PD scale AIRB		$M	%	#	%	Yr	$M	%
Corporates
38	0.00 to <0.15	464	0.09%	129	43%	3.44	125	27%
39	0.15 to <0.25	250	0.20%	221	46%	4.53	139	56%
40	0.25 to <0.50	245	0.34%	327	44%	1.76	124	51%
41	0.50 to <0.75	74	0.63%	229	37%	1.29	43	58%
42	0.75 to <2.50	87	1.18%	243	34%	1.24	65	75%
43	2.50 to <10.00	2	4.46%	30	45%	0.43	2	121%
44	10.00 to <100.00	1	23.22%	9	36%	0.41	2	174%
45	100.00 (Default)	-	100.00%	1	31%	1.75	-	142%
47	Sub-total	1,123	0.32%	1,189	43%	3.00	500	45%
48	RBNZ regulated entities	1,996	0.25%	776	62%	1.48	708	35%
49	Total AIRB Corporates	3,119	0.28%	1,965	55%	2.03	1,208	39%
51	Total AIRB	3,119	0.28%	1,965	55%	2.03	1,208	39%

¹ The definition of a 'counterparty' differs across portfolios. In some instances, a wholesale borrower can be reported across more than one PD band.

CCR4: IRB – CCR exposures by portfolio and PD scale (continued)

Portfolio/PD scale	Sep 25
		EAD post CRM and post-CCF	Average PD	Number of Counterparties1	Average LGD	Average maturity	RWA	RWA density
FIRB	$M	%	#	%	Yr	$M	%
Sovereign
1	0.00 to <0.15	3,023	0.02%	53	13%	1.20	67	2%
2	0.15 to <0.25	37	0.20%	2	50%	0.27	14	37%
3	0.25 to <0.50	273	0.26%	4	50%	0.13	93	34%
4	0.50 to <0.75	2	0.57%	1	50%	1.91	1	82%
5	0.75 to <2.50	-	-	-	-	-	-	-
6	2.50 to <10.00	-	5.00%	1	50%	0.01	-	161%
7	10.00 to <100.00	-	-	-	-	-	-	-
8	100.00 (Default)	-	-	-	-	-	-	-
12	Total FIRB Sovereign	3,335	0.04%	61	17%	1.10	175	5%
Corporates
13	0.00 to <0.15	3,543	0.09%	254	46%	3.72	1,229	35%
14	0.15 to <0.25	1,977	0.20%	134	49%	1.34	836	42%
15	0.25 to <0.50	627	0.33%	111	47%	1.51	329	52%
16	0.50 to <0.75	59	0.60%	17	50%	1.75	64	108%
17	0.75 to <2.50	20	1.14%	19	49%	0.39	19	92%
18	2.50 to <10.00	-	-	-	-	-	-	-
19	10.00 to <100.00	-	21.00%	1	50%	0.23	-	413%
20	100.00 (Default)	-	100.00%	1	50%	0.21	-	-
24	Total FIRB Corporates	6,226	0.16%	537	48%	2.71	2,477	40%
Financial Institutions
25	0.00 to <0.15	24,330	0.06%	1,855	50%	1.02	4,778	20%
26	0.15 to <0.25	953	0.20%	115	51%	0.62	407	43%
27	0.25 to <0.50	2,404	0.36%	341	50%	1.26	1,659	69%
28	0.50 to <0.75	697	0.63%	137	50%	0.71	627	90%
29	0.75 to <2.50	392	1.75%	62	50%	0.46	438	112%
30	2.50 to <10.00	-	-	-	-	-	-	-
31	10.00 to <100.00	-	-	-	-	-	-	-
32	100.00 (Default)	-	-	-	-	-	-	-
36	Total FIRB Financial Institutions	28,776	0.13%	2,510	50%	1.01	7,909	27%
37	Total FIRB	38,337	0.13%	3,108	47%	1.30	10,561	28%

Portfolio/PD scale	Sep 25
		EAD post CRM and post-CCF	Average PD	Number of Counterparties¹	Average LGD	Average maturity	RWA	RWA density
AIRB		$M	%	#	%	Yr	$M	%
Corporates
38	0.00 to <0.15	595	0.09%	137	47%	2.85	176	30%
39	0.15 to <0.25	321	0.20%	205	43%	4.10	170	53%
40	0.25 to <0.50	334	0.35%	332	36%	2.68	159	48%
41	0.50 to <0.75	105	0.65%	207	30%	1.60	55	52%
42	0.75 to <2.50	118	1.15%	248	29%	2.01	85	72%
43	2.50 to <10.00	1	5.09%	28	31%	1.27	1	99%
44	10.00 to <100.00	2	26.54%	13	37%	0.44	5	197%
45	100.00 (Default)	-	100.00%	2	31%	2.25	-	142%
47	Sub-total	1,476	0.36%	1,172	41%	2.92	651	44%
48	RBNZ regulated entities	1,647	0.24%	756	61%	1.55	631	38%
49	Total AIRB Corporates	3,123	0.30%	1,928	52%	2.20	1,282	41%
51	Total AIRB	3,123	0.30%	1,928	52%	2.20	1,282	41%

¹ The definition of a “counterparty” differs across portfolios. In some instances, a wholesale borrower can be reported across more than one PD band.

CCR5: Composition of collateral for CCR exposure

The table shows a breakdown of collateral posted or received to support or reduce the CCR exposures related to derivative transactions or securities financing transactions (SFTs), including the value of settlements posted or received under the Settled-to-Market (STM) model with central counterparties (CCPs).

Collateral used in derivative transactions:

Increase in collateral received was primarily driven by depreciation of the Japanese Yen (-8.03%), which increased the mark-to-market (MIM) values of FX and cross-currency positions with financial counterparties subject to collateral agreements.

Collateral used in SFTs:

Slight reduction of the collateral received / posted due to reduced customer trading flows, partially offset by the increased cash margin from the collateral agreements.

	Mar 26
		Collateral used in derivative transactions			Collateral used in SFTs
		Fair value of collateral received		Fair value of posted collateral		Fair value of collateral received	Fair value of posted collateral
		Segregated	Unsegregated	Segregated	Unsegregated
		$M	$M		$M	$M	$M
1	Cash – domestic currency	3	7,166	-	1,317	6,623	30,116
2	Cash – other currencies	7	11,221	-	16,391	44,109	57,753
3	Domestic sovereign debt	-	18	-	-	25,401	4,139
4	Other sovereign debt	2,001	9,094	2,653	2,232	54,709	44,482
5	Government agency debt	-	-	-	-	-	-
6	Corporate bonds	431	339	-	-	8,951	2,535
7	Equity securities	-	-	-	-	-	-
8	Other collateral	-	-	-	776	-	-
9	Total	2,442	27,838	2,653	20,716	139,793	139,025

CCR5: Composition of collateral for CCR exposure (continued)

	Sep 25
		Collateral used in derivative transactions			Collateral used in SFTs
		Fair value of collateral received		Fair value of posted collateral	Fair value of collateral received		Fair value of postal collateral
		Segregated $M	Unsegregated $M	Segregated $M	Unsegregated $M	$M	$M
1	Cash – domestic currency	3	4,573	-	765	9,677	33,120
2	Cash – other currencies	7	8,024	-	18,316	49,991	49,882
3	Domestic sovereign debt	-	-	-	-	30,183	6,059
4	Other sovereign debt	2,021	6,267	3,236	845	47,527	50,274
5	Government agency debt	-	-	-	-	-	-
6	Corporate bonds	363	251	-	-	7,258	4,554
7	Equity securities	-	-	-	-	-	-
8	Other collateral	-	-	-	120	-	-
9	Total	2,394	19,115	3,236	20,046	144,636	143,889
	Mar 25
---	---	---	---	---	---	---	---
		Collateral used in derivative transactions¹			Collateral used in SFTs¹
		Fair value of collateral received		Fair value of posted collateral		Fair value of collateral received
		Segregated $M	Unsegregated $M	Segregated $M	Unsegregated $M	$M	$M
1	Cash – domestic currency	2	5,142	-	760	12,177	30,753
2	Cash – other currencies	7	9,547	-	17,049	45,865	49,628
3	Domestic sovereign debt	-	63	-	-	27,252	11,779
4	Other sovereign debt	1,648	3,685	2,330	869	49,004	46,068
5	Government agency debt	-	-	-	-	-	-
6	Corporate bonds	336	155	-	-	8,172	1,995
7	Equity securities	-	-	-	-	-	-
8	Other collateral	-	-	-	-	-	2,686
9	Total	1,993	18,592	2,330	18,678	142,470	142,909

CCR6: Credit derivatives exposures

The table below presents credit derivatives bought or sold by notional and fair values.

	Mar 26		Sep 25		Mar 25
		Protection bought	Protection sold	Protection bought	Protection sold	Protection bought	Protection sold
		$M	$M	$M	$M	$M	$M
1	Notionals
2	Single-name credit default swaps	16	40	864	885	923	937
3	Index credit default swaps	23,860	22,047	17,282	15,851	9,855	8,249
4	Total return swaps	-	-	-	-	-	-
5	Credit options	-	-	-	-	-	-
6	Other credit derivatives	-	-	-	-	-	-
7	Total notionals	23,876	22,087	18,146	16,736	10,778	9,186
8	Fair values	-	-	-	-	-	-
9	Positive fair value (asset)	-	4	1	17	8	-
10	Negative fair value (liability)	4	-	12	-	3	7

Credit derivatives are transacted by the Markets business within the Institutional division (with offsetting bought and sold protection). Index credit default swaps are used primarily to hedge credit and funding exposures on derivative trades with customers, and single-name credit default swaps are used primarily to hedge exposures on bond trading inventories.

Credit derivative notionals increased over the last 6 months, mainly driven by new index credit default swaps entered to hedge risks on derivative trades with customers, which more than offset expiries of index credit default swaps during the period. The movement in fair value over the same period was minimal as these credit derivatives are recognised on a settled-to-market basis.

CCR8: Exposures to central counterparties

The table below presents a comprehensive view of exposures and RWAs to CCPs.

	Mar 26		Sep 25		Mar 25
		EAD(post-CRM)	RWA	EAD(post-CRM)	RWA	EAD(post-CRM)	RWA
		$M	$M	$M	$M	$M	$M
1	Exposures to QCCPs (total)		406		451		478
2	Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which	4,649	93	5,574	111	7,326	147
3	(i) OTC derivatives	4,419	88	5,193	103	7,113	143
4	(ii) Exchange-traded derivatives	-	-	-	-	-	-
5	(iii) Securities financing transactions	230	5	381	8	213	4
6	(iv) Netting sets where cross-product netting has been approved	-	-	-	-	-	-
7	Segregated initial margin	-	-	-	-	-	-
8	Non-segregated initial margin	3,096	62	3,385	68	3,187	64
9	Pre-funded default fund contributions	869	251	1,322	272	1,197	267
10	Unfunded default fund contributions	-	-	-	-	-	-
11	Exposures to non-QCCPs (total)		413		117		-
12	Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which	-	-	-	-	-	-
13	(i) OTC derivatives	-	-	-	-	-	-
14	(ii) Exchange-traded derivatives	-	-	-	-	-	-
15	(iii) Securities financing transactions	-	-	-	-	-	-
16	(iv) Netting sets where cross-product netting has been approved	-	-	-	-	-	-
17	Segregated initial margin	-	-	-	-	-	-
18	Non-segregated initial margin	486	413	138	117	-	-
19	Pre-funded default fund contributions	-	-	-	-	-	-
20	Unfunded default fund contributions	-	-	-	-	-	-

DIS43: Securitisation

SEC1: Securitisation exposures in the banking book

The table below presents the bank's securitisation exposures in the banking book.¹

	Mar 26
		Bank acts as originator/sponsor¹²			Bank acts as investor¹³
		Traditional	Synthetic	Sub-total	Traditional	Synthetic	Sub-total
		$M	$M	$M	$M	$M	$M
1	Retail (total)	81,451	-	81,451	9,827	-	9,827
2	of which: Residential mortgages	81,451	-	81,451	8,977	-	8,977
3	of which: Credit cards	-	-	-	-	-	-
4	of which: Other retail exposures	-	-	-	850	-	850
5	of which: Re-securitisation	-	-	-	-	-	-
6	Wholesale (total)	-	-	-	4,875	-	4,875
7	of which: Loans to corporates	-	-	-	-	-	-
8	of which: Commercial mortgage	-	-	-	-	-	-
9	of which: Lease and receivables	-	-	-	3,347	-	3,347
10	of which: Other wholesale	-	-	-	1,528	-	1,528
11	of which: Re-securitisation	-	-	-	-	-	-

¹ Securitisation exposures that are prudentially regulated by a prescribed New Zealand authority are disclosed as part of the New Zealand credit RWA, per APS 330, Att. A, para. 31.
² This includes self-securitisation assets of $76,816m as at this reporting date.
³ Securitisation exposures relating to third party securitisation transactions.

	Sep 25
		Bank acts as originator/sponsor¹²			Bank acts as investor¹³
		Traditional $M	Synthetic $M	Sub-total $M	Traditional $M	Synthetic $M	Sub-total $M
1	Retail (total)	87,265	-	87,265	10,317	-	10,317
2	of which: Residential mortgages	87,265	-	87,265	9,547	-	9,547
3	of which: Credit cards	-	-	-	-	-	-
4	of which: Other retail exposures	-	-	-	770	-	770
5	of which: Re-securitisation	-	-	-	-	-	-
6	Wholesale (total)	-	-	-	5,144	-	5,144
7	of which: Loans to corporates	-	-	-	-	-	-
8	of which: Commercial mortgage	-	-	-	-	-	-
9	of which: Lease and receivables	-	-	-	3,321	-	3,321
10	of which: Other wholesale	-	-	-	1,823	-	1,823
11	of which: Re-securitisation	-	-	-	-	-	-

¹ Securitisation exposures that are prudentially regulated by a prescribed New Zealand authority are disclosed as part of the New Zealand credit RWA, per APS 330, Att. A, para. 31.
² This includes self-securitisation assets of $81,894m as at 30 September 2025.
³ Securitisation exposures relating to third party securitisation transactions.

SEC1: Securitisation exposures in the banking book (continued)

		Mar 25
		Bank acts as originator/sponsor^{1 2}			Bank acts as investor^{1 3}
		Traditional $M	Synthetic $M	Sub-total $M	Traditional $M	Synthetic $M	Sub-total $M
1	Retail (total)	86,515	-	86,515	9,679	-	9,679
2	of which: Residential mortgages	86,515	-	86,515	8,899	-	8,899
3	of which: Credit cards	-	-	-	-	-	-
4	of which: Other retail exposures	-	-	-	780	-	780
5	of which: Re-securitisation	-	-	-	-	-	-
6	Wholesale (total)	-	-	-	5,128	-	5,128
7	of which: Loans to corporates	-	-	-	-	-	-
8	of which: Commercial mortgage	-	-	-	-	-	-
9	of which: Lease and receivables	-	-	-	3,618	-	3,618
10	of which: Other wholesale	-	-	-	1,510	-	1,510
11	of which: Re-securitisation	-	-	-	-	-	-

Securitisation exposures that are prudentially regulated by a prescribed New Zealand authority are disclosed as part of the New Zealand credit RWA, per APS 330, Att. A, para. 31.
This includes self-securitisation assets of $81,971m as at 31 March 2025
Securitisation exposures relating to third party securitisation transactions.

SEC2: Securitisation exposures in the trading book

The Group has no traditional or synthetic securitisation exposures in the trading book.

SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor

The table below present securitisation exposures in the banking book when the bank acts as originator or sponsor and the associated capital requirements.¹ Securitisation exposure decreased by $90 million (41.4%) since the last reporting date reflecting changes to exposures relating to interest rate movements and amortisation of ANZ Group-originated securitisation programs.

	Mar 26
		Exposure values (by risk weight bands)					Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap³
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250% RW	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	127	-	-	-	-	127	-	-	25	-	-	2	-	-
2	Traditional Securitisation	127	-	-	-	-	127	-	-	25	-	-	2	-	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	127	-	-	-	-	127	-	-	25	-	-	2	-	-
6	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor (continued)

	Sep 25
		Exposure values (by risk weight bands)					Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap³
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250%	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	217	-	-	-	-	217	-	-	43	-	-	4	-	-
2	Traditional Securitisation	217	-	-	-	-	217	-	-	43	-	-	4	-	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	217	-	-	-	-	217	-	-	43	-	-	4	-	-
6	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor (continued)

	Mar 25
		Exposure values (by risk weight bands)					Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap³
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250% RW	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	206	-	-	-	-	206	-	-	41	-	-	3	-	-
2	Traditional Securitisation	206	-	-	-	-	206	-	-	41	-	-	3	-	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	206	-	-	-	-	206	-	-	41	-	-	3	-	-
6	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

SEC4: Securitisation exposures in the banking book and associated capital requirements – bank acting as investor

The table below presents securitisation exposures in the banking book where the bank acts as investor and the associated capital requirements.¹ Securitisation exposures in the banking book decreased by $758 million or 4.9% since the last reporting date, changes to warehouse funding arrangements and bond investments. Changes to risk weights reflect movements in asset composition, as governed by APRA's prudential standard for securitisation APS120.

	Mar 26
		Exposure values (by risk weight bands)				Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250% RW	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	14,700	2	-	-	-	3,817	10,885	-	663	1,647	-	53	132	-
2	Traditional Securitisation	14,700	2	-	-	-	3,817	10,885	-	663	1,647	-	53	132	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	9,827	-	-	-	-	1,383	8,444	-	267	1,281	-	21	103	-
6	of which: Wholesale	4,873	2	-	-	-	2,434	2,441	-	396	366	-	32	29	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

SEC4: Securitisation exposures in the banking book and associated capital requirements – bank acting as investor (continued)

	Sep 25
		Exposure values (by risk weight bands)					Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250% RW	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	15,344	117	-	-	-	4,239	11,222	-	733	1,715	-	58	137	-
2	Traditional Securitisation	15,344	117	-	-	-	4,239	11,222	-	733	1,715	-	58	137	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	10,317	-	-	-	-	1,431	8,886	-	279	1,353	-	22	108	-
6	of which: Wholesale	5,027	117	-	-	-	2,808	2,336	-	454	362	-	36	29	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

SEC4: Securitisation exposures in the banking book and associated capital requirements – bank acting as investor (continued)

	Mar 25
		Exposure values (by risk weight bands)				Exposure values (by regulatory approach)			RWA² (by regulatory approach)			Capital charge after cap
		≤20%	>20% to 50%	>50% to 100%	>100% to <1250% RW	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%	SEC-ERBA	SEC-SA	1250%
		$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M	$M
1	Total exposures¹	14,798	9	-	-	-	4,255	10,551	-	739	1,616	-	59	129	-
2	Traditional Securitisation	14,798	9	-	-	-	4,255	10,551	-	739	1,616	-	59	129	-
3	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
4	of which: Retail underlying	9,679	-	-	-	-	1,265	8,413	-	246	1,289	-	20	103	-
6	of which: Wholesale	5,119	9	-	-	-	2,990	2,138	-	493	327	-	39	26	-
8	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Synthetic Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
10	of which: Securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-
11	of which: Retail underlying	-	-	-	-	-	-	-	-	-	-	-	-	-	-
12	of which: Wholesale	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	of which: Re-securitisation	-	-	-	-	-	-	-	-	-	-	-	-	-	-

DIS50: Market risk

Definition and scope of market risk

Market risk stems from ANZ's trading and balance sheet activities and is the risk to ANZ's earnings or economic value arising from changes in interest rates, foreign exchange rates, credit spreads, volatility, correlations or from fluctuations in bond, commodity, or equity prices.

Market risk management of interest rate risk in the banking book (IRRBB) is described in DIS70 of September 2025 Pillar 3 Disclosure.

Regulatory capital approach

ANZ has been approved by APRA to use the internal model approach (IMA) under APS 116 Capital Adequacy: Market Risk for general market risk (APS 116) and under APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book (Advanced ADIs) (APS 117) for interest rate risk in the banking book (IRRBB).

ANZ uses the standard method to measure market risk capital for specific risk¹ (APRA does not currently permit Australian banks to use an internal model approach for this).

¹ Specific risk is the risk that the value of a security will change due to issuer-specific factors. It applies to interest rate and equity positions related to a specific issuer.

Table 1: Market risk – disclosures for ADIs using the standard method

| | | Mar 26
$M | Sep 25
$M | Mar 25
$M |
| --- | --- | --- | --- | --- |
| 1 | Interest rate risk | 125 | 121 | 103 |
| 2 | Equity position risk | - | - | - |
| 3 | Foreign exchange risk | - | - | - |
| 4 | Commodity risk | - | - | - |
| | Total | 125 | 121 | 103 |
| | | | | |
| | Risk Weighted Assets equivalent¹ | 1,558 | 1,518 | 1,288 |

¹ RWA equivalent is the capital requirement multiplied by 12.5 in accordance with APS 110.

Table 2: Market risk – disclosures for ADIs using the internal models approach (IMA) for trading portfolios

99% 1 Day Value at Risk (VaR)	Six months ended Mar 26
		Mean
$M	Maximum
$M	Minimum
$M	Period end
$M
1	Foreign Exchange¹	3.7	5.6	1.9	3.6
2	Interest Rate	5.2	7.6	3.9	6.1
3	Credit	3.2	4.6	2.1	3.5
4	Commodity	8.7	13.3	6.2	6.8
5	Equity	-	-	-	-
99% 10 Day Stressed VaR	Six months ended Mar 26
---	---	---	---	---	---
		Mean
$M	Maximum
$M	Minimum
$M	Period end
$M
1	Foreign Exchange¹	81.5	120.4	24.5	96.8
2	Interest Rate	73.8	110.9	42.4	93.8
3	Credit	30.1	46.1	18.9	38.0
4	Commodity	28.0	73.7	12.4	49.5
5	Equity	-	-	-	-

¹ The Foreign exchange VaR excludes foreign exchange translation exposures outside of the trading book.

99% 1 Day Value at Risk (VaR)	Six months ended Sep 25
		Mean
$M	Maximum
$M	Minimum
$M	Period end
$M
1	Foreign Exchange¹	3.2	6.5	1.9	2.0
2	Interest Rate	5.9	8.7	3.8	4.1
3	Credit	2.8	4.2	1.8	2.9
4	Commodity	7.7	11.3	4.9	8.9
5	Equity	-	-	-	-
99% 10 Day Stressed VaR	Six months ended Sep 25
---	---	---	---	---	---
		Mean
$M	Maximum
$M	Minimum
$M	Period end
$M
1	Foreign Exchange¹	64.4	129.3	17.5	48.3
2	Interest Rate	77.0	125.1	47.3	66.8
3	Credit	22.8	32.6	14.2	31.9
4	Commodity	25.6	53.4	16.2	18.8
5	Equity	-	-	-	-

¹ The Foreign exchange VaR excludes foreign exchange translation exposures outside of the trading book.

Table 2: Market risk – disclosures for ADIs using the internal models approach (IMA) for trading portfolios (continued)

99% 1 Day Value at Risk (VaR)	Six months ended Mar 25
		Mean $M	Maximum $M	Minimum $M	Period end $M
1	Foreign Exchange¹	3.6	8.9	2.4	2.9
2	Interest Rate	5.6	7.4	4.1	5.1
3	Credit	5.5	8.2	3.4	3.4
4	Commodity	4.9	10.9	2.3	8.7
5	Equity	-	-	-	-
99% 10 Day Stressed VaR	Six months ended Mar 25
---	---	---	---	---	---
		Mean $M	Maximum $M	Minimum $M	Period end $M
1	Foreign Exchange¹	40.6	77.3	15.9	43.7
2	Interest Rate	77.7	123.6	50.4	60.2
3	Credit	33.1	49.6	19.8	23.7
4	Commodity	32.6	41.2	23.7	24.0
5	Equity	-	-	-	-

Comparison of VaR estimates with actual gains/losses experienced

DIS75: Macroprudential supervisory measures

CCyB1: Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement

The below table shows the geographical distribution of risk weighted credit exposures relevant to the calculation of the countercyclical capital buffer in line with APS 110. The exposures are prepared on an ultimate risk basis for private sector credit exposures which excludes exposures to ADIs and overseas equivalents, central governments and banks, regional governments, local authorities and multilateral development banks. In determining the geographical allocation of exposures, ultimate risk considers the incorporation country of the guarantor (or other risk transfer mechanism). This table has minor modifications from the original BCBS standard.

	Mar 26
	Countercyclical capital buffer rate	Risk-weighted assets (RWA) used in the computation of the countercyclical capital buffer	Bank-specific countercyclical capital buffer rate	Countercyclical capital buffer amount
Geographical breakdown	%	$M	%	$M
Australia	1.00%	223,978
France	1.00%	1,912
Germany	0.75%	1,832
Hong Kong	0.50%	3,738
Luxembourg	0.50%	1,122
Netherlands	2.00%	624
Norway	2.50%	488
Sweden	2.00%	388
United Kingdom	2.00%	5,190
Belgium	1.00%	53
Denmark	2.50%	300
Ireland	1.50%	45
South Korea	1.00%	1,897
South Africa	1.00%	49
Spain	0.50%	238
Sum		241,854
Total		340,552	0.7231%	3,355
	Sep 25
---	---	---	---	---
	Countercyclical capital buffer rate	Risk-weighted assets (RWA) used in the computation of the countercyclical capital buffer	Bank-specific countercyclical capital buffer rate	Countercyclical capital buffer amount
Geographical breakdown	%	$M	%	$M
Australia	1.00%	223,412
France	1.00%	2,359
Germany	0.75%	2,182
Hong Kong	0.50%	3,709
Luxembourg	0.50%	1,223
Netherlands	2.00%	960
Norway	2.50%	513
Sweden	2.00%	251
United Kingdom	2.00%	5,176
Belgium	1.00%	54
Denmark	2.50%	355
Ireland	1.50%	52
South Korea	1.00%	1,817
Sum		242,063
Total		342,799	0.7199%	3,301

CCyB1: Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement (continued)

	Mar 25
	Countercyclical capital buffer rate	Risk-weighted assets (RWA) used in the computation of the countercyclical capital buffer	Bank-specific countercyclical capital buffer rate	Countercyclical capital buffer amount
Geographical breakdown	%	$M	%	$M
Australia	1.00%	225,969
France	1.00%	2,671
Germany	0.75%	2,324
Hong Kong	0.50%	4,095
Luxembourg	0.50%	1,090
Netherlands	2.00%	1,144
Norway	2.50%	499
Sweden	2.00%	215
United Kingdom	2.00%	5,726
Belgium	1.00%	65
Denmark	2.50%	410
Ireland	1.50%	266
South Korea	1.00%	1,685
Sum		246,159
Total		348,477	0.7219%	3,386

DIS80: Leverage ratio

LR1: Summary comparison of accounting assets vs leverage ratio exposure measure

The below table is a summary comparison of total consolidated assets as per the financial statements and leverage ratio exposure measure calculated in accordance with APS110.

The leverage ratio exposure measure materially differs from total consolidated sheet assets due to i) the inclusion of off-balance sheet items such as commitments and contingents ii) adjustments for derivative exposures including counterparty netting and potential future exposure iii) inclusion of securities financing transactions on daily average basis and iv) regulatory deductions which are also deducted from Tier 1 capital.

	Mar 26	Sep 25	Mar 25
		$M	$M	$M
1	Total consolidated assets as per published financial statements	1,314,328	1,297,671	1,302,971
2	Adjustment for investments in banking, financial, insurance or commercial entities that are consolidated for accounting purposes but outside the scope of regulatory consolidation	(311)	(308)	(304)
3	Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference	(4,671)	(5,398)	(4,587)
4	Adjustments for temporary exemption of central bank reserves (if applicable)	-	-	-
5	Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting framework but excluded from the leverage ratio exposure measure	-	-	-
6	Adjustments for regular-way purchases and sales of financial assets subject to trade date accounting	-	-	-
7	Adjustments for eligible cash pooling transactions	-	-	-
8	Adjustments for derivative financial instruments	1,055	14,223	11,977
9	Adjustment for securities financing transactions (i.e. repurchase agreements and similar secured lending)	(1,715)	1,078	(6,609)
10	Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balance sheet exposures)	129,837	131,430	138,394
11	Adjustments for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital	-	-	-
12	Other adjustments	(13,571)	(13,854)	(14,008)
13	Leverage ratio exposure measure	1,424,952	1,424,842	1,427,834

The Leverage Ratio requirements are part of the Basel Committee on Banking Supervision (BCBS) Basel III capital framework. It is a simple, non-risk-based supplement or backstop to the current risk-based capital requirements and is intended to restrict the build-up of excessive leverage in the banking system.

Consistent with the BCBS definition, APRA's Leverage Ratio compares Tier 1 Capital to the Exposure Measure (expressed as a percentage) as defined by APS 110. APRA requires ADIs authorised to use the internal ratings-based approach to credit risk to maintain a minimum leverage ratio of 3.5% from January 2023.

At 31 March 2026, the Group's Leverage Ratio of 4.5% was above the 3.5% minimum requirement. Table LR1 summarises the reconciliation of accounting assets and leverage ratio exposure measure at 31 March 2026 and Table LR2 below shows the Group's Leverage Ratio calculation as at 31 March 2026.

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.

	Mar 26	Dec 25	Sep 25
		$M	$M	$M
On-balance sheet exposures
1	On-balance sheet exposures (excl. derivatives and securities financing transactions (SFTs), but incl. collateral)	1,155,484	1,183,817	1,163,156
2	Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the operative accounting framework	8,106	9,332	8,425
3	(Deductions of receivable assets for cash variation margin provided in derivatives transactions)	(6,196)	(8,011)	(5,925)
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)	(14,055)	(14,113)	(14,344)
7	Total on-balance sheet exposures (excluding derivatives and SFTs)	1,143,339	1,171,025	1,151,312
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)	27,060	23,780	18,814
9	Add-on amounts for potential future exposure associated with all derivatives transactions	39,856	40,722	39,972
10	(Exempted central counterparty (CCP) leg of client-cleared trade exposures)	-	-	-
11	Adjusted effective notional amount of written credit derivatives	24,089	16,380	17,139
12	(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	(23,949)	(15,988)	(16,722)
13	Total derivative exposures (sum of rows 8 to 12)	67,056	64,894	59,203
Securities financing transaction exposures
14	Gross SFT assets (with no recognition of netting), after adjustment for sale accounting transactions	86,602	91,335	83,733
15	(Netted amounts of cash payables and cash receivables of gross SFT assets)	(2,942)	(2,556)	(2,364)
16	Counterparty credit risk exposure for SFT assets	1,060	1,086	1,528
17	Agent transaction exposures	-	-	-
18	Total securities financing transaction exposures (sum of rows 14 to 17)	84,720	89,865	82,897
Other off-balance sheet exposures
19	Off-balance sheet exposure at gross notional amount	283,866	288,452	291,027
20	(Adjustments for conversion to credit equivalent amounts)	(153,149)	(155,092)	(158,764)
21	(Specific and general provisions associated with off-balance sheet exposures deducted in determining Tier 1 capital)	(880)	(840)	(833)
22	Off-balance sheet items (sum of rows 19 to 21)	129,837	132,520	131,430
Capital and total exposures
23	Tier 1 capital	64,747	63,881	62,541
24	Total exposures (sum of rows 7, 13, 18 and 22)	1,424,952	1,458,304	1,424,842
Leverage ratio
25	Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves)	4.5%	4.4%	4.4%
25a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)	4.5%	4.4%	4.4%
26	National minimum leverage ratio requirement	3.5%	3.5%	3.5%
27	Applicable leverage buffers	1.0%	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	83,660	88,779	81,369
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	85,985	95,607	81,104
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)	1,424,952	1,458,304	1,424,842
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)	1,424,952	1,458,304	1,424,842
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)	4.5%	4.4%	4.4%
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)	4.5%	4.4%	4.4%

DIS85: Liquidity

Liquidity risk overview, management and control responsibilities

Liquidity risk is the risk that the Group is unable to meet its payment obligations as they fall due, including repaying depositors or maturing wholesale debt, or that the Group has insufficient capacity to fund increases in assets. The timing mismatch of cash flows and the related liquidity risk is inherent in all banking operations and is closely monitored by the Group and managed in accordance with the risk appetite set by the relevant Boards and include:

maintaining the ability to meet all payment obligations in the immediate term;
ensuring the Group has adequate liquidity to meet short to medium term cash flow requirements under ANZ-specific and market-wide liquidity stress scenarios at both country and Group levels;
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 aligns with local regulatory requirements;
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 and credible contingency plans to manage a variety of liquidity crisis events.

The Group operates under a non-operating holding company (NOHC) 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.

ANZBGL Group's approach to liquidity risk management incorporates two key components:

Scenario modelling of funding sources

The Group's liquidity risk appetite is defined by the ability to meet a range of regulatory requirements 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, the Net Stable Funding Ratio (NSFR), a longer-term structural liquidity measure (both of which are mandated by banking regulators including APRA) and internally developed liquidity scenarios for stress testing purposes.

Liquid assets

The Group holds a portfolio of high quality unencumbered liquid assets in order to protect Group's liquidity position in a severely stressed environment, as well as to meet regulatory requirements. High Quality Liquid Assets comprise three categories, with the definitions consistent with Basel III LCR requirements:

Highest-quality liquid assets (HQLA1): Cash, 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 listed by the RBNZ.

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.

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 rationalisation	management actions for altering asset and liability behaviour
early warning indicators
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	Considerations in preparing funding plans
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	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

LIQ1: Liquidity coverage ratio (LCR)

The Group's average⁴ LCR for the 3 months to 31 March 2026 has decreased 0.9% from 132.7% as at 31 December 2025 to 131.8% with total liquid assets exceeding net cash outflows by an average of $75.0 billion.

As per APRA requirements, liquid assets beyond the regulatory minimum are not included in the consolidated 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.

⁴ There were 64 daily LCR data points used in calculating the average for the current quarter and 66 in the previous quarter.

LIQ1: Liquidity coverage ratio (LCR) (Continued)

	Mar 26		Dec 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)		307,179		300,973
1b	Alternative liquid assets (ALA)		-		-
1c	Reserve Bank of New Zealand (RBNZ) securities		3,802		5,499
Cash outflows
2	Retail deposits and deposits from small business customers	330,541	31,052	329,803	31,267
3	of which: Stable deposits	178,553	8,928	155,622	7,781
4	of which: Less stable deposits	151,988	22,124	174,181	23,486
5	Unsecured wholesale funding	335,582	184,300	320,593	172,906
6	of which: Operational deposits (all counterparties) and deposits in networks of cooperative banks	108,005	26,183	109,076	26,447
7	of which: Non-operational deposits (all counterparties)	215,091	145,631	197,645	132,586
8	of which: Unsecured debt	12,486	12,486	13,872	13,873
9	Secured wholesale funding		415		892
10	Additional requirements	219,255	71,867	222,039	69,289
11	of which: Outflows related to derivative exposures and other collateral requirements	50,547	47,342	44,455	42,516
12	of which: Outflows related to loss of funding on debt products	-	-	-	-
13	of which: Credit and liquidity facilities	168,708	24,525	177,584	26,773
14	Other contractual funding obligations	10,370	799	9,135	1,027
15	Other contingent funding obligations	135,301	8,884	138,234	9,042
16	Total Cash Outflows		297,317		284,423
Cash inflows		-	-	-	-
17	Secured lending (e.g. reverse repos)	53,090	1,135	53,770	990
18	Inflows from fully performing exposures	33,046	23,474	28,881	20,777
19	Other cash inflows	36,713	36,713	31,703	31,703
20	Total Cash Inflows	122,849	61,322	114,354	53,470
			Total adjusted value		Total adjusted value
21	Total HQLA		310,981		306,472
22	Total net cash outflows		235,995		230,953
23	Liquidity Coverage Ratio (%)		131.79%		132.74%

LIQ2: Net stable funding ratio (NSFR)

The Group's NSFR has decreased 0.8% over the quarter from 115.7% as at 31 December 2025 to 114.9% as at 31 March 2026.

The main sources of Available Stable Funding (ASF) at 31 March 2026 were deposits from Retail and SME customers, at 51%, with other wholesale funding at 27% and capital at 15% of the total ASF.

The majority of ANZ's Required Stable Funding (RSF) at 31 March 2026 was driven by mortgages at 50% and other lending to non-FI customers at 28% of the total RSF.

	Mar 26
		Unweighted value by residual maturity				Weighted value
		No maturity	< 6 months	6 months to < 1 year	≥ 1 year
(In currency amount)		$M	$M	$M	$M	$M
Available stable funding (ASF) item
1	Capital:	70,889	-	-	37,058	107,947
2	Regulatory capital	70,889	-	-	37,058	107,947
3	Other capital instruments	-	-	-	-	-
4	Retail deposits and deposits from small business customers:	271,600	133,101	45	-	374,782
5	Stable deposits	153,204	56,998	-	-	199,692
6	Less stable deposits	118,396	76,103	45	-	175,090
7	Wholesale funding:	191,620	361,195	47,904	88,557	254,350
8	Operational deposits	108,538	-	-	-	54,269
9	Other wholesale funding	83,082	361,195	47,904	88,557	200,081
10	Liabilities with matching interdependent assets	-	-	-	-	-
11	Other liabilities:	33,246	12,526	368	3,243	3,427
12	NSFR derivative liabilities		12,526	-	-
13	All other liabilities and equity not included in the above categories	33,246	-	368	3,243	3,427
14	Total ASF					740,506
Required stable funding (RSF) item
15a	Total NSFR high-quality liquid assets (HQLA)					13,692
15b	Alternative liquid assets (ALA)					-
15c	Reserve Bank of New Zealand (RBNZ) securities					758
16	Deposits held at other financial institutions for operational purposes	-	-	-	-	-
17	Performing loans and securities:	11,463	174,478	41,896	678,367	574,861
18	Performing loans to financial institutions secured by Level 1 HQLA	-	76,372	-	-	7,637
19	Performing loans to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions	1,038	36,599	7,956	46,514	57,019
20	Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and PSEs, of which:	10,100	55,189	28,162	157,718	180,417
21	With a risk weight of less than or equal to 35% under the Basel II standardised approach for credit risk	-	727	423	19,577	13,300
22	Performing residential mortgages, of which:	-	5,041	4,648	463,610	324,575
23	Standard loans to individuals with a LVR of 80% or below	-	4,126	3,791	390,091	261,198
24	Securities that are not in default and do not qualify as HQLA, including exchange-traded equities	325	1,277	1,130	10,525	5,213
25	Assets with matching interdependent liabilities	-	-	-	-	-
26	Other assets:	40,026	45,159	374	6,836	45,713
27	Physical traded commodities, including gold	4,419				3,756
28	Assets posted as initial margin for derivative contracts and contributions to default funds of central counterparties		6,672	-	-	5,671
29	NSFR derivative assets		17,703	-	-	5,177
30	NSFR derivative liabilities before deduction of variation margin posted		20,123	-	-	4,025
31	All other assets not included in the above categories	35,607	661	374	6,836	27,084
32	Off-balance sheet items		-	-	228,991	9,549
33	Total RSF					644,573
34	Net Stable Funding Ratio (%)					114.88%

LIQ2: Net stable funding ratio (NSFR) (continued)

(In currency amount)	Dec 25
		Unweighted value by residual maturity				Weighted value
		No maturity $M	< 6 months $M	6 months to < 1 year $M	≥ 1 year $M	$M
Available stable funding (ASF) item
1	Capital:	70,574	-	-	36,577	107,151
2	Regulatory capital	70,574	-	-	36,577	107,151
3	Other capital instruments	-	-	-	-	-
4	Retail deposits and deposits from small business customers:	272,425	133,262	42	1	373,896
5	Stable deposits	129,209	45,571	-	-	166,040
6	Less stable deposits	143,216	87,691	42	1	207,856
7	Wholesale funding:	187,811	398,579	52,652	90,704	260,385
8	Operational deposits	108,039	-	-	-	54,020
9	Other wholesale funding	79,772	398,579	52,652	90,704	206,365
10	Liabilities with matching interdependent assets	-	-	-	-	-
11	Other liabilities:	28,428	11,319	366	3,023	3,206
12	NSFR derivative liabilities		11,319	-	-
13	All other liabilities and equity not included in the above categories	28,428	-	366	3,023	3,206
14	Total ASF					744,638
Required stable funding (RSF) item
15a	Total NSFR high-quality liquid assets (HQLA)					14,080
15b	Alternative liquid assets (ALA)					-
15c	Reserve Bank of New Zealand (RBNZ) securities					828
16	Deposits held at other financial institutions for operational purposes	-	-	-	-	-
17	Performing loans and securities:	11,359	182,051	44,419	673,990	572,198
18	Performing loans to financial institutions secured by Level 1 HQLA	-	85,608	-	-	8,561
19	Performing loans to financial institutions secured by non-Level 1 HQLA and unsecured performing loans to financial institutions	881	35,504	9,169	45,348	56,139
20	Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and PSEs, of which:	9,979	55,111	28,991	157,192	180,135
21	With a risk weight of less than or equal to 35% under the Basel II standardised approach for credit risk	-	1,070	475	20,118	13,849
22	Performing residential mortgages, of which:	-	5,081	4,832	461,138	322,225
23	Standard loans to individuals with a LVR of 80% or below	-	4,137	3,947	387,757	258,936
24	Securities that are not in default and do not qualify as HQLA, including exchange-traded equities	499	747	1,427	10,312	5,138
25	Assets with matching interdependent liabilities	-	-	-	-	-
26	Other assets:	43,984	45,290	433	6,997	46,980
27	Physical traded commodities, including gold	6,053				5,145
28	Assets posted as initial margin for derivative contracts and contributions to default funds of central counterparties		7,131	-	-	6,061
29	NSFR derivative assets		15,354	-	-	4,034
30	NSFR derivative liabilities before deduction of variation margin posted		22,251	-	-	4,450
31	All other assets not included in the above categories	37,931	554	433	6,997	27,290
32	Off-balance sheet items		-	-	231,834	9,682
33	Total RSF					643,768
34	Net Stable Funding Ratio (%)					115.67%

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 March 2026, have been prepared in accordance with ANZ’s Public Disclosure of Prudential Information Policy in all material respects.

Christine Palmer
Group Chief Risk Officer
01 May 2026

Glossary

ADI
Authorised Deposit-taking Institution.

Collectively Assessed Provision for Credit Impairment
Collectively assessed provisions for credit impairment represent the Expected Credit Loss (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 off-balance 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) capital charge
A capital charge to reflect potential mark-to-market losses due to counterparty migration risk 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 assets
Encumbered assets are assets that the bank is restricted or prevented from liquidating, selling, 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 Credit Impairment
Individually assessed provisions for credit impairment are calculated in accordance with AASB 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.

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)
QCCP is a central counterparty which is an entity that interposes itself between counterparties 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.

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.

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

10425_rns_2026-05-01_ff7f5ab1-0bea-477d-a3a9-ceff207c6d50.pdf

APS 330 Pillar 3 Disclosure at 31 March 2026

Important notice

Table of Contents¹

Introduction

Purpose of this document

Suncorp Bank Acquisition

Verification of disclosures

Comparison to ANZBGL's Financial Reporting

Pillar 3 disclosure requirements

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

KM1: Key metrics (at consolidated group level)

Common Equity Tier 1

March 2026 v December 2025

KM1: Key metrics (continued)

March 2026 v September 2025

Leverage ratio

March 2026 v December 2025

March 2026 v September 2025

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

Liquidity

Key metrics - Suncorp Bank

OV1: Overview of RWA

Credit risk weighted assets

March 2026 v December 2025

March 2026 v September 2025

OV1: Overview of RWA (continued)

Market risk, Operational risk and IRRBB RWA

March 2026 v December 2025

Floor adjustment RWA

Overview of EAD and RWA

Overview of EAD and RWA (Continued)

Overview of EAD and RWA (Continued)

DIS21: Comparison of modelled and standardised RWA

CMS1: Comparison of modelled and standardised RWA at risk level

Risk weights

EAD measurement

CMS2: Comparison of modelled and standardised RWA for credit risk at asset class level

DIS25: Composition of capital

Restrictions on transfers of capital within ANZ

CCA: Main features of regulatory capital instruments

CC1: Composition of regulatory capital

CC2: Reconciliation of regulatory capital to balance sheet

DIS31: Asset encumbrance

ENC: Asset encumbrance

DIS40: Credit risk

CR1: Credit quality of assets

Definition of default

CR1: Credit quality of assets (continued)

CR2: Changes in stock of non-performing loans and debt securities

CR3: Credit risk mitigation techniques – overview

CR4: Standardised approach – credit risk exposure and credit risk mitigation (CRM) effects

CR4: Standardised approach – credit risk exposure and CRM effects (continued)¹

CR5: Standardised approach – exposures by asset classes and risk weights

CR6: IRB – Credit risk exposures by portfolio and PD range

CR7: IRB – Effect on RWA of credit derivatives used as CRM techniques

CR8: RWA flow statements of credit risk exposures under IRB

CR10: IRB (specialised lending under the slotting approach, other than HVCRE)

DIS42: Counterparty credit risk

CCR1: Analysis of CCR exposures by approach

CCR3: Standardised approach – CCR exposures by regulatory portfolio and risk weights

CCR4: IRB – CCR exposures by portfolio and PD scale

CCR5: Composition of collateral for CCR exposure

CCR6: Credit derivatives exposures

CCR8: Exposures to central counterparties

DIS43: Securitisation

SEC1: Securitisation exposures in the banking book

SEC1: Securitisation exposures in the banking book (continued)

SEC2: Securitisation exposures in the trading book

SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor

SEC4: Securitisation exposures in the banking book and associated capital requirements – bank acting as investor

DIS50: Market risk

Definition and scope of market risk

Regulatory capital approach

DIS75: Macroprudential supervisory measures

CCyB1: Geographical distribution of credit exposures used in the calculation of the bank-specific countercyclical capital buffer requirement

DIS80: Leverage ratio

LR1: Summary comparison of accounting assets vs leverage ratio exposure measure

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