Consolidated Group At 31 December 2016
| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $869.27 |
| Deductions from Tier 1 Capital | ($117.44) |
| Total Tier 1 Capital | $751.83 |
| Tier 2 Capital net of deductions | $19.10 |
| Total Capital Base | $770.93 |
Capital Adequacy
| Consolidated Group At 31 December 2016 | Consolidated Group At 30 September 2016 | |
|---|---|---|
| $millions | $millions | |
|
Risk weighted asset value for : Credit Risk | ||
| Claims against residential mortgages | $3,698.66 | $3,688.35 |
Claims against ADI's | $512.64 | $495.21 |
Securitisation Personal Commercial | $4.74 $383.69 $11.79 | $6.76 $368.81 $11.96 |
All other claims | $43.77 | $47.39 |
| Market Risk | $0 | $0 |
| Operational Risk | $615.86 | $599.28 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.26% | 14.10% |
Total Capital Ratio for the group | 14.63% | 14.48% |
Credit Risk Exposure
Consolidated Group At 31 December 2016 $ 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 | $9,135.86 | $9,115.59 | $9.69 | $6.86 | $5.56 | $0.91 |
Unsecured | $386.98 | $374.89 | $4,84 | $0.00 | $1.74 | $0.44 |
| Total Loans and Advances | $9,522.84 | $9,490.48 | $14.53 | $6.86 | $7.30 | $1.35 |
| Liquidity Investments | $1,491.72 | $1,462.10 | ||||
| General Reserve for Credit Losses | $19.10 | $19.39 |
Consolidated Group At 30 September 2016 $ 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 | $9,098.14 | $9,060.71 | $11.16 | $6.43 | $5.44 | $1.09 |
Unsecured | $364.97 | $358.06 | $3.35 | $0.00 | $1.29 | $0.03 |
| Total Loans and Advances | $9,463.11 | $9,418.77 | $14.51 | $6.43 | $6.73 | $1.12 |
| Liquidity Investments | $1,446.47 | $1,436.75 | ||||
| General Reserve for Credit Losses | $19.61 | $19.80 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
| Current Period Securitisation Activities: | ||
| Loans Sold | $247.49 | $0.00 |
| Facilities Provided: | ||
Redraws | $0.97 | $0.00 |
Liquidity | $0 | $0 |
| Securitisation Paper Purchased: | ||
RMBS | $0 | $0 |
ABS | $0 | $0 |
ABCP | $0 | $0 |
| Any Other Securitisation Exposures: | $0 | $0 |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $552.57 | $592.70 |
| Securitisation Paper Investments Held | $0 | $0 |
| Swaps Held | $12.07 | $17.25 |
| Other | $4.01 | $4.00 |
| Drawn Portions of Facilities: | ||
Redraws | $0.30 | $0.41 |
Liquidity | $0 | $0 |
| Total On-Balance Sheet Securitisation Exposures | $568.95 | $614.36 |
| Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $1,583.06 | $1,696.77 |
| Swaps | $5.74 | $5.79 |
| Undrawn Portion of Facilities: | ||
Redraws | $6.82 | $5.94 |
Liquidity | $0 | $0 |
| Total Off-Balance Sheet Securitisation Exposures | $1,595.62 | $1,708.50 |