Australian Housing Dynamics and Affordability

BALANCE SHEET STRUCTURE1 BALANCE SHEET COMPOSITION Liquid and Other Assets 29% Short Term Wholesale Debt & Other Funding² 25% FI Lending 6% Non-FI Lending 25% Corporate, PSE & Operational Deposits 21% NSFR COMPOSITION Sep 2019 $515b Wholesale Funding & Other³ Non Financial Corporates $443b Liquids and Other Assets4 Other Loans 5 Retail/SME Capital Available Stable Funding NSFR MOVEMENT Sep 2018 v Sep 2019 Retail & SME Deposits 31% Residential Mortgages 6,7 <35% Required Stable Funding ~115% adjusted for CLF reduction from 1 Jan 2020 0.8% 2.6% 0.2% 116.4% -0.2% -0.6% 114.6% -1.0% Mortgages 40% Long Term Wholesale Debt 14% Capital Incl. Hybrids & T2 Assets 9% Funding Sep-18 Retail/Corp/ Loans Operational Deposits Wholesale Debt, SHE & Hybrids Liquid Assets Bank Deposits Other8 Sep-19 & Repo Funding 1. NSFR Required Stable Funding (RSF) and Available Stable Funding (ASF) categories and all figures shown are on a Level 2 basis per APRA prudential standard APS210 2. Includes FI/Bank deposits, Repo funding and other short dated liabilities 3. 'Other' includes Sovereign, and non-operational FI Deposits 4. 'Other Assets' include Off Balance Sheet, Derivatives, Fixed Assets and Other Assets 5. All lending >35% Risk weight 6. Includes NSFR impact of self-securitised assets backing the Committed Liquidity Facility (CLF) 7. <35% Risk weighting as per APS 112 Capital Adequacy: Standardised Approach to Credit Risk 8. Net of other ASF and other RSF ANZ 66

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