1H24 Financial Results
Liquidity
Disciplined approach to liquidity risk management
Liquidity Coverage Ratio (LCR)1
Dec 2023 (Qtr avg)
Liquid assets¹
Dec 2023 (Qtr avg) ($bn)
Cash
Govt, semi
& other
187
268
140%
210
91
136%
182
350
134%
133%
96
Peer 2
CBA
Peer 3
Peer 1
Peer 1
Peer 2
CBA
300
Peer 3
250
LCR is to ensure banks hold sufficient liquidity (HQLA)
to meet the projected outflows over a 30 day
period during a stress scenario.
Interest rate risk management
IRRBB RWA³ ($bn) as at Dec 2023
Liquid assets primarily consists of cash and deposits
with central banks, Australian semi-government and
Commonwealth government securities.
200
150
Net Stable Funding Ratio (NSFR)1
Dec 2023
100
121%
40.3
40.1
50
116%
116%
31.7
115%
29.5
CBA
Peer 3
Peer 1
Peer 2
CBA
APRA requires ADIs to hold capital for the risk of loss
due to adverse movements in interest rates, including
those from liquidity and capital management activities.
Retail and SME deposits
Deposits in NSFR² ($bn)
As at December 2023
Peers as at September 20231
0
Peer 1
Peer 2
Peer 3
Stable deposits
NSFR is to ensure banks maintain a sufficient
profile of stable funding to meet their assets
and off-balance sheet activities.
□ CBA
□ Peer 3
□ Peer 1
□ Peer 2
Less stable deposits
CBA has a significant share of stable household deposits
with over 42% of CBA's deposits protected under
the Financial Claims Scheme as at Dec 23.
1. Peer Source: 30 September 2023 Pillar 3 Regulatory Disclosures. 2. Stable and less stable deposits in NSFR calculation. Excludes operational deposits, other deposits and wholesale funding.
3. Based on IRRBB risk weighted assets as per publicly available disclosures. CBA data as at 31 December 2023. Peer data as at 30 September 2023.
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