| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 629.88 |
| Deductions from Tier 1 Capital | ($ 35.31) |
| Total Tier 1 Capital | $ 594.57 |
| Tier 2 Capital net of deductions | $ 3.24 |
| Total Capital Base | $ 597.81 |
Capital Adequacy
| Consolidated Group At 30 June 2012 | Consolidated Group At 31 March 2012 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 2,414.76 | $ 2,682.32 |
Claims against ADI’s | $ 347.67 | $ 311.30 |
Securistisation Personal Commercial | Nil $ 380.74 $ 27.78 | Nil $ 380.04 $ 29.60 |
All other claims | $ 408.73 | $ 418.78 |
Market Risk | Nil | Nil |
| Operational Risk | $ 490.41 | $ 467.71 |
Capital Ratios Tier 1 Capital Ratio for the group | 14.61 % | 13.76% |
| Total Capital Ratio for the group | 14.69 % | 13.81% |
Credit Risk Exposure
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 6,517.82 | $ 7,145.25 | $ 49.82 | $ 7.57 | $ 2.34 | - |
Unsecured | $ 607.68 | $ 608.51 | $ 4.03 | $ 2.61 | $ 3.11 | ($ 0.02) |
Total Loans and Advances | $ 7,125.49 | $ 7,753.75 | $ 53.85 | $ 10.18 | $ 5.45 | ($ 0.02) |
| Liquidity Investments | $ 1,129.81 | $ 1,147.31 | ||||
| General Reserve for Credit Losses | $ 9.25 | $ 8.31 |
| Gross Credit Risk Exposure | Average Gross Exposure for the quarter | Loans impaired | Loans past due 90 days | Specific Provisions | Bad Debts Expense for the quarter | |
|---|---|---|---|---|---|---|
| Loans and Advances | ||||||
Secured | $ 7,299.38 | $ 7,286.09 | $ 42.87 | $ 9.32 | $ 2.41 | - |
Unsecured | $ 611.57 | $ 610.32 | $ 6.09 | $ 4.56 | $ 5.16 | $ 0.78 |
Total Loans and Advances | $ 7,910.95 | $ 7,896.41 | $ 48.96 | $ 13.88 | $ 7.57 | $ 0.78 |
| Liquidity Investments | $ 1,154.54 | $ 1,128.43 | ||||
| General Reserve for Credit Losses | $ 7.99 | $ 7.99 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ 294.42 | $ NIL |
| Facilities Provided: | ||
Redraws | $ 1.30 | $ NIL |
Liquidity | $ 5.80 | $ NIL |
| Securitisation Paper Purchased: | ||
RMBS | $ 298.60 | $ NIL |
ABS | $ NIL | $ NIL |
ABCP | $ NIL | $ NIL |
| Any Other Securitisation Exposures: | $ NIL | $ NIL |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 950.75 | $ 1,717.22 |
| Securitisation Paper Investments Held | $ NIL | $ 40.14 |
| Swaps Held | $ 13.23 | $ 15.13 |
| Other | $ 12.15 | $ 12.21 |
| Drawn Portions of Facilities: | ||
Redraws | $ 1.67 | $ NIL |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 977.80 | $ 1,784.70 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 972.31 | $ NIL |
| Swaps | $ NIL | $ NIL |
| Undrawn Portion of Facilities: | ||
Redraws | $ 2.67 | $ 3.14 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 974.98 | $ 3.14 |