Investor Presentaiton
MARKETS AND TREASURY INCOME
GROUP MARKETS & TREASURY INCOME
($m)
940
838
$160m mark-to-market losses on the high quality liquids portfolio from 1H20
I have fully reversed in 2H20
1,250
578
888
572
453
277
372
(4)
Mar 19
402
387
362
(17)
(86)
0
Sep 19
Mar 20
Sep 20
■Derivative Valuation Adjustment¹
■Customer Risk Management 2
■NAB Risk Management³
GROUP MARKETS & TREASURY INCOME OVER TIME
($m)
1,933
1,817
1,738
1,778
1,828
FY16
FY17
FY18
FY19
FY20
(1) Derivative valuation adjustments include credit valuation adjustments and funding valuation adjustments. In 2H20 the impact of a change in methodology to the credit valuation adjustment reduced
income by $65m
(2)
Customer risk management comprises NII and OOI
(3)
NAB risk management comprises NII and OOI and is defined as management of interest rate risk in the banking book, wholesale funding and liquidity requirements and trading market risk to support the
Group's franchises
National
Australia
19
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