Investor Presentaiton
FUNDING & LIQUIDITY
KEY MESSAGES
TERM FUNDING FACILITY
●
Funding and liquidity position remains strong with significant
surpluses above regulatory minimums
| Current TFF available 3 May 2021
$14.5bn
Additional Allowance: $4.9bn 2
•
•
.
System liquidity remains high due to continued deposit
inflows, central bank and government stimulus measures
Strong liquidity position has allowed for a reduction in the
RBA's Committed Liquidity Facility (CLF) from $55.1bn to
$31.0bn
Term Funding Facility (TFF) capacity of $14.5bn is available
to be drawn up to 30 June 2021
LIQUIDITY REMAINS ABOVE REGULATORY MINIMUMS
Supplementary
Allowance: $9.6bn
Initial Allowance
$14.3bn drawn
LIQUID ASSETS4
Actual 2H21 Term
Funding Maturities:
$13.1bn³
Actual 1H21 Term
Funding Maturities:
$11.2bn³
136
139
136
126
127
113
116
122
100%
minimum
($bn)
252
234
204
180
82
64
50
50
34
34
43
46
136
136
111
84
Sep 19
Mar 20 Sep 20
■LCR (%)¹
Mar 21
Sep 19 Mar 20 Sep 20 Mar 21
■NSFR (%)
Average LCR for the quarter
Sep 19
Mar 20
■ Bank, Corporates & Other
The Additional Allowance allocation remains static from 1 June 2021. The Additional and Supplementary Allowances are available to be drawn down until 30 June 2021
Excludes BNZ, hybrids and RMBS maturities
(1)
(2)
(3)
(4)
Spot Liquid Assets as at end of each period
29
29
Sep 20
Mar 21
■Internal RMBS (post haircuts)
■ Government, Cash & Central Bank
National
Australia
BankView entire presentation