ANZ 2023 Half Year Results
ANZ 2023 Half Year Results
ANZ GROUP CAPITAL
ANZ Group Capital Composition, $b
ANZ Bank Group Key Capital Ratios (%)
Mar 22
Sep 22
Mar 231
Level 2 CET1 capital ratio
11.5
12.3
13.2
90.6
82.8
72.8
CET1 Composition
Level 2 CET1 HoH mvmt
-81 bps
+76 bps
+89 bps
0.7
0.2
Additional Tier 1 capital ratio
1.7
1.7
1.9
58.4
55.9
50.5
Tier 1 capital ratio
13.2
14.0
15.1
Tier 2 capital ratio
3.4
4.2
5.5
57.4
Total regulatory capital ratio
16.6
18.2
20.6
ANZ Bank Group
Leverage ratio
5.2
5.4
5.3
Non-Bank Group
NOHC (surplus)
Risk weighted assets
$437.9b
$454.7b
$435.5b
Mar 22
CET1
Sep 22
AT1
Mar 23
Tier 2
Level 1 CET1 capital ratio
11.1
12.0
12.9
Level 1 CET1 HoH mvmt
-94 bps
+94 bps
+90 bps
There is no material change to capital ratios in ANZ Bank Group post NOHC restructure
as the majority of capital remained in ANZ Bank Group. The ANZ Bank Group's capital
requirements will continue to be determined by existing APRA requirements applied to
ADIS
ANZ Non-Bank Group capital is assessed by using an economic capital model (ECM).
Capital held within the Non-Bank Group is required to be equivalent to, or greater than
economic capital at all times
Level 2 vs Level 1 mvmt
13 bps
-18 bps
-1 bps
Level 1 risk weighted assets
$370.7b
$392.0b
$370.4b
Internationally comparable ratios² (%)
Leverage ratio
5.9
6.1
5.9
Level 2 CET1 capital ratio
18.0
19.2
18.9
1.
Mar 23 capital balances include APRA Capital Reform updates which impact the calculation of credit RWA and Operational RWA
2.
Mar 23 Internationally Comparable methodology aligns with The Australia Banking Association BASEL 3.1 Capital Comparison Study (Mar 2023). September 22 and March 22 Internationally Comparable methodology align with APRA's information
paper entitled 'International Capital Comparison Study' (13 July 2015).
98View entire presentation