ANZ 2023 Half Year Results
ANZ 2023 Half Year Results
RISK WEIGHTED ASSETS & EXPOSURE AT DEFAULT COMPOSITION¹
1.
2.
3.
EAD composition, $b
EAD & CRWA movement, HoH FX adjusted $b
1,193
1,152
16
1,103
8
38
1,075
40
47
1,045
-7-
-10
42
49
9.2
51
10
968
47
45
48
-13
44
251
3.6
56
333
43
305
324
277
272
408
289
307
263
261
205
18.3
14.7
4.4
0.3
0.9
0.7
1.1
1.0
Aus. Retail
Aus. Comm
New Zealand
Institutional
Other
CRWA Volume / Mix
EAD growth
Credit RWA / EAD by portfolio³, %
60
59
56
53
50
53
56
=55
54
=51
50
49
380
381
406
412
415
432
32
36
-36-
33
32
31
27
28
27.
27
27
28 29
11
10
Mar 19
Mar 20
Mar 21
Mar 22
Sep 22
Mar 23
Mar 19
Mar 20
Residential Mortgage
Sovereign & Financial Institution (inc. Bank)²
Corporate
Specialised Lending
Retail (ex Mortgages)
Other
Total Group
Corporate & Specialised
7
Mar 21
Retail (ex Mortgages)
Residential Mortgage
7
Mar 22
7
Sep 22
11
Mar 23
Sovereign & Financial Institution (inc. Bank)2
EAD excludes amounts for 'Securitisation', and for 'Other assets' prior to March 2023 (included from March 2023 due to the implementation of APRA's new capital framework), 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
Due to the implementation of APRA's new capital framework the exposure reported in the Sovereign and Financial Institution (incl Banks) includes non-bank Financial Institutions. Prior to March 2023, non-bank Fls were reported as Corporate
Total Group ratio from Mar 21 is inclusive of increased exposure to the RBA via higher exchange settlement account balances
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