Australian Housing Dynamics and Affordability
RISK MANAGEMENT
ANZ INSTITUTIONAL PORTFOLIO (COUNTRY OF INCORPORATION¹)
INSTITUTIONAL PORTFOLIO SIZE & TENOR (EAD²)
$b
400
350
49%
300
250
200
35%
ANZ INSTITUTIONAL INDUSTRY COMPOSITION
EAD (Sep-19): A$447b2
26%
30%
2%
3%
3%
Finance (Banks and Central Banks)
Government Admin.
Services to Fin. & Ins.
Property Services³
Basic Material Wholesaling
Machinery & Equip Mnfg
Electricity & Gas Supply
4%
16%
8%
Petroleum Coal Chem & Assoc Prod Mnfg
Other4
8%
ANZ INSTITUTIONAL PRODUCT COMPOSITION
EAD (Sep-19) A$447b²
150
51%
22%
100
65%
50
78%
15%
25%
85%
0
Total Institutional International
Asia
China
Tenor < 1 Yr
Tenor 1 Yr+
12%
20%
0%
25%
Loans & Advances
Traded Securities (e.g. Bonds)
2%
Contingent Liabilities & Commitments
Trade & Supply Chain
16%
Derivatives & Money Market Loans
Gold Bullion
Other
1. Country is defined by the counterparty's Country of Incorporation 2. Data provided is as at Sep-19 on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives,
netting and financial collateral. Position excludes Basel Asset Class 'Securitisation', 'Other Assets', 'Retail' and manual adjustments 3. ~90% of the ANZ Institutional "Property Services"
portfolio is to entities incorporated in either Australia or New Zealand 4. Other is comprised of 47 different industries with none comprising more than 2.1% of the Institutional portfolio.
ANZ
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