Wholesale Banking Performance Analysis
SGA Portfolio Composition
Commitments by Geography of Risk
UK & Europe
North America
Australia
& New Zealand
Other
Total
Commitments
($bn)
RWAS
($bn)
4.7
5.5
2.2
1.6
0.7
0.7
UK & Europe
59%
0.3
0.2
7.9
8.0
Commitments by Sector of Risk
Commitments
Other
4%
North America
28%
Australia &
New Zealand
9%
Commitments
($bn)
RWAS
($bn)
Collective Specific
Provisions Provisions1
($m)
($m)
Other
NBFI
4%
Insurance
8%
NBFI
4%
L
0.6
0.4
0.3
23.0
Insurance
0.3
0.6
Industrial
0.3
0.6
Infrastructure
0.5
0.3
Retail
0.2
0.4
6634
6.9
Industrial
4%
48.2
Infrastructure
3.3
0.7
6%
14.0
Retail
2%
Utilities
0.6
0.5
0.3
-
Resources
0.8
0.5
5.4
Utilities
Transport
8%
0.7
0.8
17.4
12.3
Property
0.4
1.0
11.9
58.5
TMT
0.2
0.4
12.5
9.6
Resources
10%
ABS & CDOs
3.0
2.0
3.0
87.5
Other
0.3
0.5
3.4
4.5
Total
7.9
8.0
126.6
196.1
TMT
2%
Transport
9%
Property
5%
81 (1) Provisions for ABS & CDOs is on Hold to Maturity assets. All other specific provisions are on loans and advances
82
BS &
CDOS
38%
National Australia Bank
Structured Asset Management
Description: CDOs, residential mortgage backed securities ('RMBS'), commercial mortgage backed securities ('CMBS')
and other asset backed securities.
No. of Transactions
27
Commitments
Drawn Balance
$3.7bn
$3.7bn
Credit RWA
$2.7bn
No. of Close Review
Clients
2
Close Review
Commitments
$514m
Avg contractual maturity
11.0 yrs
*weighted average by commitment
Sector Analysis
Commitments
($bn)
Collective
Provisioning¹
($m)
Specific
Provisioning²
($m)
SCDO
0.5
CLO
1.3
Other
0.1
CMBS
0.5
RMBS
0.4
CMBS/CRE CDO
0.1
Student Loan ABS
0.1
Utilities³
0.7
Total
3.7
3.31
(1) Collective provision is applied to the entire portfolio and is not assigned to individual sectors
(2) Provisions on this portfolio are booked against hold to maturity assets
(3) Previously disclosed separately as Credit Wrapped Bonds
CRE/CMBS
CDO
3%
RMBS
11%
Student
Loan ABS
3%
Utilities
16%
Other
4%
Utilities
16%
87.52
SCDO 14%
CLO
35%
National Australia BankView entire presentation