Australian Housing Dynamics and Affordability
RISK MANAGEMENT
PORTFOLIO COMPOSITION
EXPOSURE AT DEFAULT (EAD) DISTRIBUTION
TOTAL GROUP EAD (Sep-19)
= = $977b¹
1.
3.0%
7.3%
3.6%
5.1%
7.0%
5.8%
20.3%
Category
Consumer Lending
% of Group EAD
Sep-18 Mar-19 Sep-19
39.7% 38.8% 37.6%
% of Portfolio in Non
Performing
Sep-18 Mar-19 Sep-19
Portfolio Balance
in Non Performing
Sep-19
0.2%
0.2%
0.1%
$549m
Finance, Investment & Insurance
Property Services
19.6% 20.2% 20.3%
0.0%
0.1%
0.0%
$73m
6.8%
7.0%
7.0%
0.3%
0.3%
0.2%
$158m
Manufacturing
4.6%
4.7%
5.1%
0.4%
0.3%
0.3%
$138m
Agriculture, Forestry, Fishing
3.7%
3.7%
3.6%
1.1%
1.1%
1.1%
$373m
Government & Official Institutions
6.9%
6.8%
7.3%
0.0%
0.0%
0.0%
$0m
37.6%
Wholesale trade
3.0%
3.0%
3.0%
0.3%
0.3%
0.3%
$78m
Retail Trade
2.2%
2.2%
2.2%
0.9%
0.7%
0.7%
$157m
Transport & Storage
2.0%
2.1%
2.2%
0.2%
0.2%
0.3%
$75m
Business Services
1.6%
1.6%
1.6%
0.9%
1.0%
1.0%
$166m
Resources (Mining)
1.6%
1.6%
1.8%
0.3%
0.3%
0.2%
$40m
Electricity, Gas & Water Supply
1.2%
1.2%
1.3%
0.1%
0.1%
0.1%
$17m
Construction
1.4%
1.3%
1.3%
1.7%
1.8%
1.7%
$218m
Other
5.7%
5.7%
5.8%
0.4%
0.4%
0.4%
$224m
Total
100% 100% 100%
$2,267m
Total Group EAD¹
$944b $968b $977b
EAD excludes amounts for 'Securitisation' and 'Other Assets' Basel classes. Data provided is on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives, netting
and financial collateral
ANZ
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