ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
REGULATORY CAPITAL
Key Capital Ratios (%)
Sep 21
Mar 22
Sep 22
Risk weighted assets - Level 2, $b
Level 2 CET1 capital ratio
12.3
11.5
12.3
Total Credit RWA increase $10.6b
10.0
Level 2 CET1 HoH mvmt
-10 bps
-81 bps
+76 bps
3.9
441.8
437.9
6.3
454.7
-2.0
-1.3
-0.1
Additional Tier 1 capital ratio
2.0
1.7
1.7
Tier 1 capital ratio
14.3
13.2
14.0
Tier 2 capital ratio
4.1
3.4
4.2
Total regulatory capital ratio
18.4
16.6
18.2
Mar 22
FX
impacts
Mar 22
FX
Divisional Risk
lending
Leverage ratio
5.5
5.2
5.4
(credit) Adjusted
Other Operational Market
CRWA Risk RWA
impacts
Sep 22
Risk &
IRRBB
RWA
Risk weighted assets
$416.1b
$437.9b
$454.7b
Risk weighted assets - IRRBB, $b
Level 1 CET1 capital ratio
12.0
11.1
12.0
Level 1 CET1 HoH mvmt
-22 bps
-94 bps
+94 bps
Level 2 vs Level 1 mvmt
12 bps
13 bps
-18 bps
Level 1 risk weighted assets
$379.4b
$370.7b
$392.0b
Internationally comparable ratios¹ (%)
38
38
33
4.05%
3.63%
18
14
2.60%
10
0.35%
0.52%
0.14%
Leverage ratio
Level 2 CET1 capital ratio
6.1
5.9
6.1
18.3
18.0
19.2
Sep 20
Mar 21
Sep 21
Mar 22
Jun 22
Sep 22
Basis & Optionality Risk
Embedded Gains/Losses
Repricing & Yield Curve Risk
3 yr AUD Swap Rate (%)
1. Internationally Comparable methodology aligns with APRA's information paper "International Capital Comparison Study (13 July 2015)". Basel III Internationally Comparable ratios do not include an estimate of the Basel I capital floor
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