Investor Presentaiton
INSTITUTIONAL
CREDIT RWA: CONTINUING OPERATIONS EXCLUDING LARGE / NOTABLE ITEMS
CREDIT RWA (AVG)¹
CREDIT RWA MOVEMENT - FROM MAR 21 (EOP)
$b
$b
167
159
142
147
148
2
4
142
3
2
0
144
96
104
142
-3
89
91
95
90
19
17
18
18
15
18
33
35
41
42
35
30
1H19
2H19
1H20
2H20
1H21
2H21
Mar-21
FX
Volume
Risk Migration Derivatives
Sep-21
Markets
Trade
CF
Other
CREDIT RWA INTENSITY (EOP)
CREDIT RWA MOVEMENT - FROM SEP 19 (EOP)
$b
$b
51.5%
51.2%
51.3%
52.0%
50.8%
48.5%
1.
178
156
157
143
142
144
Mar-19
Sep-19
Credit RWA/EAD (ex Markets)
156
-3
Volumes
increased by
~$2b in 2H21
-9
9
144
-9
Mar-20
Sep-20
Mar-21
Sep-21
Sep-19
FX
Volume
Risk Migration
Derivatives
Sep-21
CRWA
Trade: Trade & Supply Chain; CF: Corporate Finance
ANZ
75View entire presentation