ANZ 2022 Full Year Results
ANZ 2022 Full Year Results
INSTITUTIONAL - RISK MANAGEMENT
CRWA intensity, %
61.8%
50.8%
39.7%
2H16
30.7%
1H21
CRWA/EAD (ex Markets)
48.5%
CRWA/EAD
30.7%
49.1%
31.5%
46.6%
30.4%
Long run loss rate (internal expected loss)', %
0.36%
0.25%
0.25%
0.21%
0.21%
HI
2H21
1H22
2H22
2H16
1H21
2H21
1H22
2H22
Control list², Index Sep 16 = 100
120
100
80
60
40
20
20
Investment grade % of EAD (ex Markets)
81%
75%
78%
79%
66%
34%
25%
22%
21%
19%
0
2H16 1H17 2H17 1H18 2H18 1H19 2H19 1H20
Control list by no. of groups Control list by limits
2H20
1H21 2H21 1H22 2H22
2H16
1H21
2H21
1H22
2H22
Investment Grade
Non-investment Grade
Basis: Continuing Operations
1. IEL as a % of Gross Lending Assets
2. Customers with exposures AUD$5m or greater managed by Lending Services. The list is to focus management attention on the monitoring and applicable strategy for customers that represent a heightened risk to the bank
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