ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
PORTFOLIO COMPOSITION AND COVERAGE RATIOS
Portfolio composition
Gross Loans and Advances
Credit RWA
Exposure at Default¹
Exposure at Default¹
(ex Sovereign & Bank)
1.
2.
3%
$676b
3%
34%
55%
$1,152b
23%
$845b
Expected Credit Loss
(Collective Provision balance)
$3.85b
1%
2%
4%
51%
45%
33%
$359b
3%
3%
53%
19%
49%
36%
21%
32%
2%
3%
3%
6%
3%
1%
5%
1%
6%
Sep 22
Sep 22
Sep 22
Sep 22
Sep 22
Coverage ratios
%
%
CP coverage
Total coverage²
0.57
0.65
1.07
1.22
Sovereign
Bank
Corporate
Resi. Mortgage
Retail (ex Mortgages)
Other
%
%
0.33
0.46
0.38
0.52
EAD excludes amounts for 'Securitisation' and 'Other Assets' Basel classes, as per APS330. Data provided is on a Post CRM basis, net of credit risk mitigation such as guarantees, credit derivatives, netting and financial collateral
Individual Provision balance and Collective Provision balance
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