Wholesale Banking Performance Analysis
Estimated impacts of Basel III: March 2012
(%)
101
8.03
Basel III
Core Tier 1
(Act)
(0.25)
(0.04)
(0.30)
0.36
(0.07)
(0.15)
Investment
in WM
NTAS
EL>EP
Credit Risk
RWAS*
Deferred
Tax
Assets
Dividend
(net of DRP
Participation)
Other#
7.58
1.04
0.66
9.28
Basel III
Core Tier 1
(APRA
proposals)
RWA
WM NTAS,
Basel III
DTA, Equity Adjustments Core Tier 1
Investments
& Other
(BIS)^
Estimated based on APRA response paper on Basel III capital reforms, released 30 March 2012.
#
Λ
Counterparty credit risk (CCR) is estimated to add an additional $13 billion of risk weighted assets. APRA intends to release its proposed approaches
to the implementation of the Basel III reforms relating to CCR once the Basel Committee has finalised these particular reforms.
Other consists of equity investments (-10bps), 1,250% securitisation risk weighting and other immaterial movements.
Assumes no change to the treatment of treasury shares.
Group capital ratios
(%)
180
102
National Australia Bank
7.12
9.19
11.33
7.58
9.70
11.26
8.03
10.17
ddd
Mar 11
Sep 11
Core Tier 1 Tier 1
■Total Capital
Mar 12
11.52
National Australia BankView entire presentation