Wholesale Banking Performance Analysis
73
74
Specialised Group Assets
Cash earnings & underlying profit
Portfolio income¹
($m)
($m)
115
(84)
(108)
18
139
28
80
87
77
69
33
8
(319) (127) (217) (135) (45) (6)
3
(3)
59
17
127
4
125
100
80
104
7
63
(30)
(67)
(4)
(84)
(80)
(162)
(14)
(1)
(101)
(65)
(6)
Sep 09
Mar 10
Sep 10
Mar 11
Sep 11
Mar 12
Sep 09
Mar 10
Sep 10
Mar 11
Sep 11
Mar 12
SCDO Risk Mitigation MTM
■Cash Earnings
Underlying Profit
Non Franchise Asset Income
(1) Sept 11 income includes recovery for equity workout
Markets Counterparty Credit Val Adj
CDS Hedging MTM volatility
B&DD charge
($m)
299
173
95
71
21
20
RWAS
($bn)
25.3
24.3
20.5
18.0
15.0
8.0
Sep 09
Mar 10
Sep 10
Mar 11 Sep 11
Mar 12
Sep 09
Mar 10
Sep 10
Mar 11
Sep 11
Mar 12
National Australia Bank
Specialised Group Assets: Asset quality
90+ DPD and GIAs as % of GLAS
Gross loans & acceptances (average)
($bn)
($m)
800
600
400
200
0
MII.
Sep 09 Mar 10 Sep 10 Mar 11 Sep 11 Mar 12
90+ DPD and GIAS (LHS)
90+ DPD and GIAS as % of GLAS (RHS)
12.0%
12
10.0%
10
8.0%
8
6.0%
6
4.0%
2.0%
4
0.0%
2
0
Sep 09
Mar 10
Sep 10
Mar 11
Sep 11
Mar 12
Specific provisions to gross impaired assets
($m)
200
150
100
50
Collective provisions¹ as a % of credit RWAs
($m)
40%
600
30%
500
400
20%
300
200
10%
100
0%
0
Sep 09
Mar 10
Sep 10
Mar 11
Sep 11
Mar 12
Specific provisions (LHS)
Specific provisions to gross impaired assets (RHS)
Sep 09 Mar 10 Sep 10 Mar 11 Sep 11 Mar 12
Collective provisions (LHS)
Collective provisions as a % of credit RWAS (RHS)
(1) Prior periods include $160m overlay. Fully utilised at March 2012.
3.0%
2.0%
1.0%
0.0%
National Australia BankView entire presentation