Investor Presentaiton
ANZ 2023 Half Year Results
LIQUIDITY COVERAGE RATIO (LCR) SUMMARY1
Movement in average LCR surplus², $b
2H22
Avg LCR 129%
3
28
55
-4
-9
-3
1H23
Avg LCR 128%
58
-12
2H22
CLF3
Liquid
Assets
Retail/
SME
Corp/FI/ WSF
PSE
Other4
1H23
LCR composition, Average 1H23 $b
266
Other LCR Liquids5
Offshore short-dated Financial
Institution (FI) deposits are typically
placed with Central Banks. Whilst
this has no effect on LCR $ surplus,
the LCR ratio reduces by ~10%
(i.e. dilutive to the ratio)
HQLA¹
208
Wholesale funding
Customer deposits
& other4
Offshore central bank cash
to support short-dated
Fl deposits
Liquid Assets
Offshore short-dated
Fl non-op Deposits
Net Cash Outflow
LCR surplus excludes surplus liquids considered non-transferrable across the Group. As at 31 March 2023, this included $14b of surplus liquids held in NZ
ANZ's remaining CLF was reduced by $2.7bn on 1 January 2023
- 23
1.
All figures shown on a Level 2 basis as per APRA Prudential Standard APS210
2.
3.
4.
'Other' includes off-balance sheet and cash inflows
5.
Comprised of HQLA2, Internal RMBS and other ALA. Other ALA includes assets qualifying as collateral for the Committed Liquidity Facility (CLF), excluding internal RMBS, up to approved facility limit; and any assets contained in the RBNZ's liquidity
policy - Annex: Liquidity Assets - Prudential Supervision Department Document BS13A
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