ANZ 2023 Half Year Results

ANZ 2023 Half Year Results LIQUIDITY COVERAGE RATIO (LCR) SUMMARY¹ Movement in average LCR surplus², $b 2H22 Avg LCR 129% 3 28 55 -4 -9 -3 1H23 Avg LCR 128% 58 -12 2H22 CLF3 Liquid Assets Retail/ Corp/FI/ WSF SME Other4 1H23 PSE LCR composition, Average 1H23 $b 266 Other LCR Liquids5 Offshore short-dated Financial Institution (FI) deposits are typically placed with Central Banks. Whilst this has no effect on LCR $ surplus, the LCR ratio reduces by ~10% (i.e. dilutive to the ratio) HQLA¹ 208 Wholesale funding Customer deposits & other4 Offshore central bank cash to support short-dated Fl deposits Liquid Assets Offshore short-dated Fl non-op Deposits Net Cash Outflow - 23 1. All figures shown on a Level 2 basis as per APRA Prudential Standard APS210 2. LCR surplus excludes surplus liquids considered non-transferrable across the Group. As at 31 March 2023, this included $14b of surplus liquids held in NZ ANZ's remaining CLF was reduced by $2.7bn on 1 January 2023 4. 'Other' includes off-balance sheet and cash inflows 5. Comprised of HQLA2, Internal RMBS and other ALA. Other ALA includes assets qualifying as collateral for the Committed Liquidity Facility (CLF), excluding internal RMBS, up to approved facility limit; and any assets contained in the RBNZ's liquidity policy - Annex: Liquidity Assets - Prudential Supervision Department Document BS13A 104

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