ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
LIQUIDITY COVERAGE RATIO (LCR) SUMMARY1
Movement in average LCR surplus², $b
FY21
Avg LCR 137%
61
25
-2
FY22
Avg LCR 131%
2
56
99
-18
-2
-10
FY21
CLF3
Liquid Retail/SME
Assets
Corp/FI/ Wholesale Other4
PSE Funding
FY22
LCR composition, Average FY22 $b
12345
1.
All figures shown on a Level 2 basis as per APRA Prudential Standard APS210
2.
3.
4.
LCR surplus excludes surplus liquids considered non-transferrable across the Group. As at 30 September 2022, this included $14b of surplus liquids held in NZ
RBA CLF decreased by $8.0b in FY22. Consistent with APRA's requirement, ANZ's remaining CLF of $2.7b will cease on 1 January 2023
'Other' includes off-balance sheet and cash inflows
5.
241
Other LCR Liquids5
HQLA1
185
Wholesale funding
Customer deposits
& other4
Liquid Assets
Net Cash Outflow
Comprised of HQLA2, Internal RMBS and other ALA. Other ALA includes assets qualifying as collateral for the Committed Liquidity Facility (CLF), excluding internal RMBS, up to approved facility limit; and any assets contained in the RBNZ's liquidity
policy - Annex: Liquidity Assets - Prudential Supervision Department Document BS13A
63
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