ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
BALANCE SHEET STRUCTURE1
NSFR movement, %
123.8
2.4
Pro forma NSFR is ~116% once
RSF benefit associated with
TFF and CLF2 is removed
0.4
0.5
119.1
1.0
-6.7
-1.1
-1.2
Sep 21
Retail/
Corp/
Loans
CLF2
Capital & LT Debt
Hybrids
FI/Bank
& Repo
Other³
Sep 224
Operational
FI Deposits
NSFR Composition, Sep 22 $b
584
Wholesale Funding & Other5
Non-Financial Corporates
Retail/SME
Capital
491
Liquids
and Other Assets
Other
Loans7
Residential
Mortgages8,9
<35%
Available
Stable Funding
Required
Stable Funding
Balance sheet composition, Sep 22
Liquid and Other Assets
35%
Short Term Wholesale Debt &
Other Funding 10
25%
FI Lending
5%
Non-FI Lending
22%
Corporate, PSE & Operational
Deposits
27%
Retail & SME Deposits
31%
Mortgages
38%
Long Term Wholesale Debt
8%
Capital Incl. Hybrids & Tier 2
Assets
9%
Funding
2. RBA CLF decreased by $8.0b in FY22. Consistent with APRA's requirement,
1. NSFR Required Stable Funding (RSF) and Available Stable Funding (ASF) categories and all figures shown are on a Level 2 basis per APRA prudential standard APS210
ANZ's remaining CLF of $2.7b will cease on 1 January 2023 3. Net of other ASF and other RSF, net FX impacts and Liquids 4. During FY22 ANZ's NSFR reduced by ~2.5% due to the application of revised APRA APS210 FAQs which impacted NSFR
attribution across Retail, Corporate and Fl classifications 5. 'Other' includes Sovereign, and non-operational FI Deposits 6. 'Other Assets' include Off Balance Sheet, Derivatives, Fixed Assets and Other Assets 7. All lending >35% Risk weight
8. Includes NSFR impact of self-securitised assets backing the Committed Liquidity Facility (CLF) 9. <35% Risk weighting as per APRA Prudential Standard 112 Capital Adequacy: Standardised Approach to Credit Risk 10. Includes FI/Bank deposits,
Repo funding and other short dated liabilities
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