| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 670.45 |
| Deductions from Tier 1 Capital | ($ 50.77) |
| Total Tier 1 Capital | $ 619.68 |
| Tier 2 Capital net of deductions | $ 2.20 |
| Total Capital Base | $ 621.88 |
Capital Adequacy
| Consolidated Group At 31 Dec 2012 | Consolidated Group At 30 Sept 2012 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 2,729.23 | $ 2,694.83 |
Claims against ADI’s | $ 350.40 | $ 323.98 |
Securistisation Personal Commercial | $5.57 $ 336.83 $71.44 | Nil $ 339.44 $ 75.85 |
All other claims | $ 226.57 | $ 231.07 |
Market Risk | Nil | Nil |
| Operational Risk | $ 521.18 | $ 490.41 |
Capital Ratios Tier 1 Capital Ratio for the group | 14.61 % | 14.59% |
| Total Capital Ratio for the group | 14.66 % | 14.64% |
Credit Risk Exposure
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not imparied | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 7,122.32 | $ 7,080.23 | $ 51.99 | $ 5.46 | $ 2.51 | ($0.68) |
Unsecured | $ 337.14 | $ 338.22 | $4.39 | - | $ 3.23 | $ 0.57 |
Total Loans and Advances | $ 7,459.46 | $ 7,418.45 | $ 56.38 | $ 5.46 | $ 5.74 | ($ 0.11) |
| Liquidity Investments | $ 1,120.24 | $ 1,140.81 | ||||
| General Reserve for Credit Losses | $ 9.25 | $ 9.25 |
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not imparied | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 6,992.78 | $ 6,888.49 | $ 47.93 | $ 3.30 | $ 3.18 | $1.49 |
Unsecured | $ 340.26 | $ 339.16 | $ 4.23 | - | $ 3.49 | $0.38 |
Total Loans and Advances | $ 7,333.04 | $ 7,227.65 | $ 52.16 | $ 3.30 | $ 6.67 | $1.87 |
| Liquidity Investments | $ 1,112.41 | $ 1,117.86 | ||||
| General Reserve for Credit Losses | $ 9.25 | $ 9.25 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ 95.29 | $NIL |
| Facilities Provided: | ||
Redraws | $ NIL | $ NIL |
Liquidity | $ NIL | $ NIL |
| Securitisation Paper Purchased: | ||
RMBS | $ NIL | $ NIL |
ABS | $ NIL | $ NIL |
ABCP | $ NIL | $ NIL |
| Any Other Securitisation Exposures: | $ NIL | $ NIL |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 852.66 | $898.95 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 10.77 | $11.86 |
| Other | $ 12.15 | $8.23 |
| Drawn Portions of Facilities: | ||
Redraws | $ 1.62 | $ 1.25 |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 877.20 | $ 920.29 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 970.68 | $ 926.09 |
| Swaps | $ NIL | $ NIL |
| Undrawn Portion of Facilities: | ||
Redraws | $ 2.28 | $ 2.86 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 972.96 | $ 928.95 |