Australian Housing Dynamics and Affordability
RISK MANAGEMENT
RISK WEIGHTED ASSETS
TOTAL RISK WEIGHTED ASSETS
$b
2H19 increase includes op. risk modelled increase
of +$3b combined with an overlay +$6.25b and
+$11.8b of CRWA methodology changes
417
409
397
388
391
396
391
396
39
47
38
38
39
18
17
16
3 L
16
37
37
38
38
358
12
16
13
17
16
352
334
342
337
343
338
346
358
CRWA MOVEMENT
$b
Increase driven by SA-CCR implementation, a
regulatory overlay for Australia Home Loans as well as
implementation of APRA Risk Weight floors for New
Zealand Home Loan and Farm Lending Portfolios
14.3
4.5
0.4
337.6
1.3
358.1
156
CRWA
(Insto)
Sep-18
FX Impact
Lending Methodology
Mvmt. Review
Risk
Sep-19
GROUP EAD & CRWA GROWTH MOVEMENT¹,2
Sep-19 v Sep-18
$b
202
CRWA
(ex. Insto)
Mar-16 Sep-16 Mar-17 Sep-17 Mar-18 Sep-18 Mar-19 Sep-19
Sep-19
CRWA
Mkt. & IRRBB RWA
Op-RWA
1.
2.
21.9
5.9
3.3
0.3
0.6
-1.8
-3.4 -2.7
-1.3
-6.5
AUS HL
EAD growth
AUS Non HL
CRWA growth
NZ
Other
Institutional
Post CRM EAD, net of credit risk mitigation such as guarantees, credit derivatives, netting and financial collateral. Excludes amounts for 'Securitisation' and 'Other Assets' Basel asset classes
Refers to FX adjusted lending movement, excluding Methodology Review and Risk
ANZ
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