Investor Presentaiton
ANZ Capital Notes 9
ANZ GROUP CAPITAL
ANZ Group Capital Composition, $b
ANZ Bank Group Key Capital Ratios (%)
Sep 22
Mar 231
Sep 231
Level 2 CET1 capital ratio
12.3
13.2
13.3
90.6
91.9
82.8
72.8
CET1 Composition
0.7
Level 2 CET1 HOH mvmt
+76 bps
+89 bps
+16 bps
0.2
Level 2 CET1 capital ratio (pro forma for Suncorp Bank)
~11.1
~12.0
~12.1
Additional Tier 1 capital ratio
1.7
1.9
1.9
58.4
58.7
55.9
50.5
Tier 1 capital ratio
14.0
15.1
15.2
57.8
Tier 2 capital ratio
4.2
5.5
5.8
Total regulatory capital ratio
18.2
20.6
21.0
ANZ Bank Group
Non-Bank Group
NOHC (surplus)
Leverage ratio
5.4
5.3
5.4
Risk weighted assets
$454.7b
$435.5b
$433.3b
Mar 22
Sep 22
Mar 23
Sep 23
CET1
AT1
Tier 2
Level 1 CET1 capital ratio
12.0
12.9
13.2
Level 1 CET1 HoH mvmt
+94 bps
+90 bps
+28 bps
There is no material impact to capital ratios in ANZ Bank Group under the NOHC
structure as the majority of ANZ Group capital remained in ANZ Bank Group. The ANZ
Bank Group's capital requirements will continue to be determined by existing APRA
requirements applied to ADIS
ANZ Non-Bank Group capital is assessed by using an economic capital model (ECM).
The Non-Bank Group is meeting APRA requirements of holding capital equivalent to or
greater than the economic requirements
Level 2 vs Level 1 mvmt
-18 bps
-1 bps
-12 bps
Level 1 risk weighted assets
Internationally comparable ratios² (%)
Leverage ratio
Level 2 CET1 capital ratio
$392.0b
$370.4b
$367.1b
6.1
5.9
6.0
19.2
19.43
19.7
1.
Mar 23 and Sep 23 capital balances include APRA Capital Reform updates which impact the calculation of credit RWA and operational RWA
2.
Mar 23 and Sep 23 Internationally Comparable methodology aligns with The Australian Banking Association BASEL 3.1 Capital Comparison Study (Mar 2023). Sep 22 Internationally Comparable methodology aligns with APRA's information paper
entitled 'International Capital Comparison Study' (13 July 2015).
3.
March 2023 International capital ratios have been restated following a revision to the March 2023 International RWA from $341.8 billion to $334.4 billion
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