Investor Presentaiton
ANZ 2023 Half Year Results
INSTITUTIONAL - MARKETS INCOME COMPOSITION
Markets Income composition, $m
1,490
131
Markets avg. Value at Risk (99% VaR), $m
Both Traded and Non-Traded VaR
increased reflecting periods of higher
market volatility driven by market
shocks and revised rate hike
expectations
40
40
100
1,164
1,149
24
468
36
1,040
947
238
-21-
80
931
-7-
356
67
830
103
812
257
402
755
49
72
248
60
445
223
112
189
206
88
52
80
41
290
32
89
139
53
53
30
35
158
40
40
244
43
60
111
338
32
181
186
128
124
88
88
82
75
21
19
36
18
31
17
30
50
20
20
437
381
407
20
20
10
11
8
327
282
307
324
8
253
263
-10
-26
1H20
2H20
1H21
2H21
1H22
2H22
1H23
1H19
2H19
1H20
2H20
1H21
2H21
1H22
2H22
1H23
Foreign Exchange
Commodities
Balance Sheet
Non-traded (LHS)
Traded (RHS)
Rates
Credit and Capital Markets
Derivative val/n adj.
Basis: Continuing Operations including Large / Notable items
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