| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 718.32 |
| Deductions from Tier 1 Capital | ($ 82.50) |
| Total Tier 1 Capital | $ 635.82 |
| Tier 2 Capital net of deductions | $ 12.26 |
| Total Capital Base | $ 648.08 |
Capital Adequacy
| Consolidated Group At 31 December 2013 | Consolidated Group At 30 September 2013 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 2,994.14 | $ 2,919.18 |
Claims against ADI's | $ 406.80 | $ 323.17 |
Securistisation Personal Commercial | $5.99 $ 389.23 $18.61 | $6.62 $ 392.20 $ 18.53 |
All other claims | $ 27.26 | $ 61.03 |
Market Risk | $ NIL | $ NIL |
| Operational Risk | $ 548.57 | $ 533.90 |
Capital Ratios Tier 1 Capital Ratio for the group | 14.48 % | 14.77 % |
| Total Capital Ratio for the group | 14.76 % | 15.06 % |
Credit Risk Exposure
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not impaired | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 7,149.37 | $ 7,166.37 | $ 62.44 | $ 6.13 | $ 5.76 | $ 2.81 |
Unsecured | $ 381.68 | $ 374.39 | $ 5.64 | $ 0.03 | $ 4.20 | $ 1.64 |
Total Loans and Advances | $ 7,531.05 | $ 7,540.76 | $ 68.08 | $ 6.16 | $ 9.96 | $ 4.45 |
| Liquidity Investments | $ 1,303.57 | $ 1,124.11 | ||||
| General Reserve for Credit Losses | $ 12.26 | $ 12.26 |
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days - not impaired | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 7,153.40 | $ 7,080.00 | $ 55.08 | $ 3.15 | $ 2.95 | $0.17 |
Unsecured | $ 342.60 | $ 343.02 | $ 4.50 | $ 0.03 | $ 3.28 | $ 1.53 |
Total Loans and Advances | $ 7,496.00 | $ 7,423.02 | $ 59.58 | $ 3.18 | $ 6.23 | $ 1.70 |
| Liquidity Investments | $ 1,003.65 | $ 1,046.78 | ||||
| General Reserve for Credit Losses | $ 12.26 | $ 12.26 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ 276.16 | $ 0.00 |
| Facilities Provided: | ||
Redraws | $ 1.45 | $ 0.00 |
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 | $ 1,013.71 | $ 948.54 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 5.54 | $ 6.07 |
| Other | $ 11.64 | $ 15.20 |
| Drawn Portions of Facilities: | ||
Redraws | $ 1.60 | $ 1.35 |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 1,032.49 | $ 971.16 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 1,211.04 | $ 1,147.87 |
| Swaps | $ 5.86 | $ 5.24 |
| Undrawn Portion of Facilities: | ||
Redraws | $ 5.75 | $ 5.87 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 1,222.65 | $ 1,158.98 |