Investor Presentaiton slide image

Investor Presentaiton

ANZ 2023 Half Year Results INTERNATIONALLY COMPARABLE¹ REGULATORY CAPITAL POSITION Level 2 capital ratio (APRA vs internationally comparable)², % 24.9 4.6 16.6 2.5 3.4 1.7 18.0 11.5 APRA Int. Comparable Mar 22 29.0 27.3 7.4 5.8 20.6 18.2 2.3 2.6 5.5 4.2 1.9 1.7 19.2 18.9 12.3 13.2 APRA Sep 22 Common Equity Tier 1 Int. Comparable Additional Tier 1 Tier 2 APRA Int. Comparable Mar 23 APRA Level 2 CET1 Ratio - 31 March 2023 Residential Mortgages APRA requires 100% deduction from CET1, unlike Basel IRB Scaling Factor New Zealand Exposures Equity Investments & DTA APRA requires cohort specific multipliers (i.e. 1.4x for Owner Occupier Principal and Interest & 1.7x for all Other mortgage types) and other adjustments that are not imposed by Basel APRA requires a scaling factor of 1.1 times for all Risk Weighted Assets, unlike Basel APRA requires the use of Reserve Bank of New Zealand (RBNZ) capital rules to calculate the Credit Risk Weighted Assets for all New Zealand subsidiary credit exposures, which are generally more conservative than the Basel rules 13.2% +1.1% +1.0% + 0.9% + 0.9% IRRBB RWA APRA includes IRRBB in Pillar 1 RWA, which is not a requirement under Basel + 0.8% Non-Retail Loss Given Default APRA specifies non-retail LGDs that are lower than Basel for sovereigns (5% or 25%) and critical infrastructure operators (25%), but higher for other general corporate exposures (50%) + 0.6% Other Risk Weighted Assets Other Capital Includes impact of reversing APRA required 1.5x scalar for IPRE exposures and conservative supervisory slotting risk weights for project, object and commodity finance Includes impact of reversing APRA required deductions from CET1 for capitalised expenses & deferred fee income + 0.2% + 0.2% 18.9% Basel III Internationally Comparable CET1 Ratio - 31 March 2023 Mar 23 Internationally Comparable methodology aligns with The Australia Banking Association BASEL 3.1 Capital Comparison Study (Mar 2023). September 22 and March 22 Internationally Comparable methodology align with APRA's information paper entitled 'International Capital Comparison Study' (13 July 2015) 1. 2. Sum of individual capital ratios may not be equal to Total Capital ratio due to rounding 102
View entire presentation