Investor Presentaiton
Macquarie FY20 result announcement I macquarie.com
Introduction
Overview of Result
Result Analysis and Financial Management
Outlook
Appendices
Macquarie Basel III regulatory capital
31 Mar 20
Macquarie eligible capital
Bank Group Gross Tier 1 capital
Non-Bank Group eligible capital
Eligible capital
Macquarie capital requirement
Bank Group capital requirement
Risk-Weighted Assets (RWA)1
Capital required to cover RWA²
Tier 1 deductions
Total Bank Group capital requirement
Total Non-Bank Group capital requirement
Total Macquarie capital requirement (at 8.5%² of the Bank Group RWA)
Macquarie regulatory capital surplus (at 8.5%² of the Bank Group RWA)
Harmonised
Basel III
APRA
Basel III
$Am
$Am
15,163
15,163
9,589
9,589
24,752
24,752
(a)
87,996
94,976
7,480
8,073
659
2,195
8,139
10,268
7,431
7,431
15,570
17,699
(b)
9,182
7,053
(a)-(b)
O
MACQUARIE
1. In calculating the Bank Group's contribution to Macquarie's capital requirement, RWA internal to Macquarie are eliminated (31 Mar 20: $A642m). 2. Calculated at 8.5% RWA including capital conservation buffer (CCB), per APRA ADI Prudential Standard 110. Based on materiality, the
countercyclical capital buffer (CCyB) of -3bps has not been included. The individual CCyB varies by jurisdiction and the Bank Group's CCyB is calculated as a weighted average based on exposures in different jurisdictions.
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