ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
RISK WEIGHTED ASSETS & EXPOSURE AT DEFAULT COMPOSITION¹
EAD composition, $b
EAD & CRWA movement, HoH FX adjusted $b
27.9
1,152
1,103
8
1,075
1,080
40
1,045
-7-
10
6
42
49
1,026
51
1,010
10
44
977
968
9-
47
10
45
45
48
50
47
13
44
53
46
56
46
43
43
6.7
5.7
1.7
2.2
0.9
0.0
1.1
333
305
295
324
277
306
286
272
290
Aus. Retail
Aus. Commercial
CRWA Volume / Mix
EAD growth
-0.1
-3.8
NZ
Institutional
Other
307
280
289
263
261
231
229
205
208
Credit RWA / EAD by portfolio², %
61
60
57
53
50
56
56'
56
50
56
36
37
53
36
380
374
381
383
393
406
411
412
415
31
32
28
28
26
27
27
12
11
Mar 19
Sep 19
Mar 20
Jun 20
Sep 20
Mar 21
Sep 21
Mar 22
Sep 22
9
7
7
Sep 18
Sep 19
Residential Mortgage
Sovereign & Bank
Corporate
Specialised Lending
Retail (ex Mortgages)
Other
Total Group
Corporate & Specialised
EAD excludes Securitisation and Other assets, whereas CRWA is inclusive of these asset classes, as per APS 330. EAD data provided is on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives, netting and financial
collateral
1.
2.
Total Group ratio from Mar 21 is inclusive of increased exposure to the RBA via higher exchange settlement account balances
Sep 20
Retail (ex Mortgages)
Residential Mortgage
Sep 21
Sep 22
Sovereigns & Banks
81
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