Investor Presentaiton
Macquarie FY20 result announcement I macquarie.com
Introduction
Overview of Result
Result Analysis and Financial Management
Outlook
Appendices
Macquarie APRA Basel III regulatory capital
Bank Group contribution
31 Mar 20
Credit risk
On balance sheet
Off balance sheet
Credit risk total²
Market risk
Operational risk
Interest rate risk in the banking book
Risk-weighted assets
$Am
Tier 1 Deductions
$Am
Capital Requirement¹
$Am
48,331
32,019
80,350
3,971
10,655
4,108
2,722
6,830
337
906
Tier 1 deductions
2,195
2,195
Contribution to Group capital calculation²
94,976
2,195
10,268
O
MACQUARIE
1. Calculated at 8.5% RWA including capital conservation buffer (CCB), per APRA ADI Prudential Standard 110. Based on materiality, the countercyclical capital buffer (CCyB) of -3bps has not been included. The individual CCyB varies by jurisdiction and the Bank Group's CCyB is calculated as a
weighted average based on exposures in different jurisdictions. 2. In calculating the Bank Group's contribution to Macquarie's capital requirement, RWA internal to Macquarie are eliminated (31 Mar 20: $A642m).
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