Consolidated Group At 31 December2015
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 815.98 |
| Deductions from Tier 1 Capital | ($ 107.58) |
| Total Tier 1 Capital | $ 708.40 |
| Tier 2 Capital net of deductions | $ 20.00 |
| Total Capital Base | $ 728.40 |
Capital Adequacy
| Consolidated Group At 31 December 2015 | Consolidated Group At 30 September 2015 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $ 3,474.37 | $ 3,465.09 |
Claims against ADI's | $ 504.52 | $ 461.69 |
Securitisation Personal Commercial | $ 4.34 $ 346.10 $ 13.66 | $ 4.63 $ 342.69 $ 14.27 |
All other claims | $ 19.49 | $ 18.73 |
| Market Risk | $ NIL | $ NIL |
| Operational Risk | $ 581.65 | $ 569.90 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.33 % | 14.22% |
Total Capital Ratio for the group | 14.73 % | 14.64% |
Credit Risk Exposure
Consolidated Group At 31 December2015 $ millions
| 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 | $ 8,460.95 | $ 8,422.99 | $ 41.62 | $ 7.49 | $ 3.72 | $ 0.83 |
Unsecured | $ 336.65 | $ 335.07 | $ 3.71 | $ 0.00 | $ 1.92 | $ 0.10 |
| Total Loans and Advances | $ 8,797.60 | $ 8,758.06 | $ 45.33 | $ 7.49 | $ 5.64 | $ 0.93 |
| Liquidity Investments | $ 1,383.28 | $ 1,370.37 | ||||
| General Reserve for Credit Losses | $ 20.00 | $ 20.38 |
Consolidated Group At 30 September2015 $ millions
| 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 | $ 8,359.61 | $ 8,337.72 | $ 50.25 | $ 6.87 | $ 3.25 | $ 0.75 |
Unsecured | $ 334.06 | $ 339.81 | $ 3.62 | $ 0.00 | $ 1.82 | ($ 0.13) |
| Total Loans and Advances | $ 8,693.67 | $ 8,677.53 | $ 53.87 | $ 6.87 | $ 5.07 | $ 0.62 |
| Liquidity Investments | $ 1,337.13 | $ 1,360.41 | ||||
| General Reserve for Credit Losses | $ 20.42 | $ 19.62 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $ 191.96 | $ 520.84 |
| Facilities Provided: | ||
Redraws | $ 0.00 | $ 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 | $ 519.92 | $ 559.92 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 10.34 | $ 11.40 |
| Other | $ 4.00 | $ 4.01 |
| Drawn Portions of Facilities: | ||
Redraws | $ 0.25 | $ 0.22 |
Liquidity | $ NIL | $ NIL |
| Total On-Balance Sheet Securitisation Exposures | $ 534.51 | $ 575.55 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 2,025.96 | $ 1,952.28 |
| Swaps | $ 0.00 | $ 0.00 |
| Undrawn Portion of Facilities: | ||
Redraws | $ 6.50 | $ 6.98 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 2,032.46 | $ 1,959.26 |