Investor Presentaiton
Overview of Macquarie
Operating Groups
1Q23 Update
Outlook
Appendix
Underlying client activity driving regulatory
capital and trading revenues
Regulatory capital (normalised)1
Group Daily trading profit and loss² FY18 - FY22 ($Am)
Mar 18
Mar 19
Mar 20
Mar 21
Mar 22
Credit
Market
Operational
Equity & Other
Majority of capital relates to credit risk reflecting client focused business
Risk management is core: built on 50+ years of accumulated experience
in managing risk for our clients and our business
•
•
90
80
70
60
50
40
10
22223220
<-65
09->
Days
<-55
<-50
<-45
<-40
<-35
<-30
<-25
<-20
<-15
<-10
FY18
FY19
0<
0>
FY20
>10
>15
>20
>25
>30
>35
>40
>45
FY21
FY22
Consistency of shape of the curves over the years
Consistent framework and approach to risk management
Mean clusters between $A0-10m
•
Trading income largely derived from client franchise activities
1. Normalised for FX (31 Mar 22) and SA-CCR impacts. Numbers will not reconcile to previously disclosed regulatory capital numbers. 2. The daily profit and loss refers to results that are directly attributable to market-based activity from Macquarie's desk.
O Macquarie Group Limited
09<
>55
09<
>65
$Am
32
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