ANZ 2022 Full Year Debt Investor Presentation
ANZ 2022 Full Year Debt Investor Presentation
EXPECTED CREDIT LOSS - ECONOMIC SCENARIOS: MODELLED OUTCOMES
(COLLECTIVE PROVISION BALANCE SCENARIOS)¹
Sep 22, $m
Additional overlays
Scenario & weights
100% Base case
3,853
727
Weightings to scenarios to determine CP balance
Economic scenarios
Actual
Base case
2
0%
45%
40%
15%
30 September 2022
CY2019A
CY2020A CY2021A CY2022F
CY2023F
CY2024F
Australia
6,951
GDP change³
1.8%
-2.4%
4.5%
4.0%
2.4%
1.4%
Unemployment rate4
5.2%
6.5%
5.1%
3.5%
3.1%
3.6%
Resi. property price change³
3.0%
1.9%
21.0%
-2.6%
-8.9%
5.2%
New Zealand
GDP change³
2.2%
-3.0%
5.5%
1.9%
1.8%
1.7%
Unemployment rate4
4.1%
4.6%
3.8%
3.3%
3.9%
4.9%
Resi. property price change³
5.3%
15.6%
26.5%
-11.3%
-3.1%
2.6%
3,239
1,376
1,750
1,423
1,750
Australia peak impacts of economic scenarios
Unemployment
Base case
Downside
Severe
Peak over 3 years
3.6%
6.4%
10.8%
Resi. Property prices
Peak to trough drop
-17%
-28%
-41%
GDP
Lowest over 3 years
1.4%
-0.5%
-2.8%
CP balance (ECL)
100% upside
100%
base case
100%
downside
100% severe
The Downside Scenario is specified in terms of an index of economic stress. The economic variables shown represent a characterisation of the scenario to facilitate comparison
Subset of a range of economic indicators shown. Economic forecasts also undertaken for international markets
12 months to December Year on Year change
1.
2.
3.
4.
Annual average: 12 months to December
5.
Peak based on June 2022 quarter
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