ANZ 2022 Full Year Results
ANZ 2022 Full Year Results
CHANGES TO CP BALANCE REFLECT THE UNCERTAIN ENVIRONMENT
Collective Provision (CP) balance and movement, $m
3,757
-332
278
2,869
-556
Predominantly
COVID-19
overlays
+34%
670
36 3,853
3,853
727
2,103 of
1,376
mgmt.
adjustments
Predominantly
economic
overlays
Expected Credit Loss (ECL) scenarios², $m
6,951
1,750
1,423
3,239
1,750
Probability
weighting
0%
45%
40%
15%
Mar 22 Portfolio Overlays Initial Scenario Overlays
mvmts.
&
balance weights¹
FX
Sep 22
Sep 22
100% upside 100% base case 100% downside
100% severe
ECL
Overlays
Scenarios & weights
100% Base Case
Aus. peak impacts of economic scenarios
Unemployment
Peak over 3 years
Resi. Property prices
Peak³ to trough drop
GDP
Lowest over 3 years
Base case
Downside
3.6%
6.4%
Severe
10.8%
-17%
-28%
-41%
1.4%
-0.5%
-2.8%
1.
Further details on the Collective Provision balance and Expected Credit Loss scenarios are contained in the Risk Management section of the Investor Discussion Pack
Includes impacts of model changes
2.
3.
The Downside Scenario is specified in terms of an index of economic stress. The economic variables shown represent a characterisation of the scenario to facilitate comparison
Peak based on June 2022 quarter
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