2020
THIRD QUARTER UPDATE—JUNE 2020 BASEL III PILLAR 3 CHART PACK19 AUGUST 2020
This document should be read in conjunction with ANZ Basel III Pillar 3 Disclosure as at June
2020 (APS 330: Public disclosure) and ANZ Investor Discussion Pack Third Quarter Update 2020

BALANCE SHEET STRENGTHTIER 1 CAPITAL & COLLECTIVE PROVISION BALANCE$b61.0CP balance
4.6

FUNDING

CP COVERAGE1
1.17%

1.25%

0.94%

Mar-08
CET1 capital
48.6

Mar-20•Strong deposit inflows continue to support liquidity metrics•Initial Allowance Term Funding Facility (TFF) drawn $7bn with anadditional $5bn available•

Current Additional TFF Allowance of $8.3bn5•

TFF and strong deposit growth has reduced reliance on senior term
debt and USCP

Jun-20

CET1 RATIO (APRA LEVEL 2)2,3
10.8%

11.1%

LIQUIDITY

Mgt.
Buffer$14b20.7
2.3

137%

CCB4
5.3%

4.1

AT1 capital
7.8

Mar-08Jun-20100%
Regulatory
Minimum$15b14.3

CET1min.
$20bMar-08

Mar-20

NSFR

Jun-20Mar-20

1.
2.
3.
4.
5.

138%

120%

118%

Collectively assessed provisions as a % of credit risk weighted assets
Mar-08 based on Fundamental Tier 1 CapitalMar-20 and Jun20 capital ratios include RWA increase as a result of APRA modelling and policy related capital changes
Capital Conservation Buffer
As of 4 August 2020

LCR (Quarterly Ave.)

Jun-201

RISK WEIGHTED ASSETS (RWA) & EXPOSURE AT DEFAULT (EAD)

RWA BY CATEGORY1EAD & CRWA MOVEMENT$b388
3816398
39173963716396
38
13162

143

141

144

172

199

449
48
15437
47
17178

166

$b (Jun-20 movement vs Mar-20) FX Adjusted
6.0

2.8-2.2

Mar-16Mar-17
CRWA (ex. Insto)

202
Mar-18CRWA (Insto)

208

201

Mar-19Mar-20
Mkt. & IRRBB RWA-1.6-3.2-7.0-14.9

207
Jun-20Op-RWAEAD COMPOSITION2-1.3

Residential
Mortgage (Housing)
Credit RWA

Corporate

Sovereign & Bank

Other

EAD

CREDIT RWA/EAD BY PORTFOLIO1%

$b
968
4% 6%

930
4% 7%

30%

899
8%
4%
27%

27%

28%

19%

20%

20%

21%

889
8%
4%

65

61

62

61

60

60

59

58

59

58

37

3756
3656
3656
3755
3656
36

25

26

27

26

2728282913121212

1211

11

109

Sep-16

Mar-17

Sep-17Mar-18Sep-18

Mar-19Sep-19Mar-20Jun-20

6362

6230%

30%

38393824%

23%
2435%

39%

63

1,026
5% 5%

1741%

64

1,075
5% 5%

37%

39%

40%

Mar-16

Mar-17Mar-18

Residential Mortgage

CorporateRetail (QRR & Other Retail)Corporate & Specialised

Total Group

Sovereign & Bank

Specialised Lending

OtherRetail (QRR & Other Retail)Residential Mortgage (Housing)Mar-19Mar-20Jun-2013Mar-16

1. Institutional RWAs are inclusive of Corporate Banking, transferred from Australia Division to Institutional in October 2017 and backdated to September 2016 for the purposes of chart time series
2. EAD excludes Securitisation and Other assets whereas CRWA is inclusive as per APS 330

Sovereigns & Banks2PROVISIONSCOLLECTIVE PROVISION BALANCE & COVERAGETOTAL PROVISION CHARGE
$m

$b

1,558

4.50

461

3.38
2.79

2.66

2.58

3.38

2.52
1.17%

202

206

121

159

156

237
43

220

210

160

183

186

194-18-4-39-24-30

1Q18

2Q18

3Q18

4Q18

1Q19

Individual Provision charge

209258-49

2Q19

3Q19

193
53
140

1,097

500
264

116

1Q20

0.79%

0.75%

0.75%

Mar-17

Sep-17Mar-18

Sep-18

2Q20

Collective Provision charge

CP BalanceBps$b

1Q18 2Q18 3Q18 4Q18 1Q19 2Q19 3Q19 4Q19 1Q20 2Q20 3Q20

Total

1.

1414141181211121013151714913117Mar-19

Sep-192998

Mar-20Jun-20CP/CRWA

CP BALANCE BY DIVISION

150.94%

1.25%

3Q20

TOTAL LOSS RATES

IP

0.98%

236

165-49

4Q19

0.81%

4.65

1731

Sep-19Mar-20Jun-20

Aus

1.80

2.32

2.49

Instit

1.17

1.59

1.52

NZ

0.37

0.54

0.57

Pacific

0.04

0.05

0.07

CP BALANCE BY PORTFOLIO$b

Sep-19 Mar-20 Jun-20

Corporate

1.62

2.22

2.22

Specialised0.19

0.29

0.30

Housing

0.52

0.81

0.81

Retail1

0.97

1.10

1.25

Sovereign/Banks

0.08

0.08

0.07

Includes Qualifying Revolving Retail and Other Retail3

CREDIT QUALITY
IMPAIRED ASSETS AND LOANS PAST DUEGROSS IMPAIRED ASSETS BY DIVISION1,3

IMPAIRED LOANS / FACILITIES BY PORTFOLIO3$b$b
4

0.51%

3.1

30.51%
0.34%

0.35%

0.39%

0.40%

3.1
2.2

2.3

2.1

Mar-18Mar-19Sep-1922.7

2.7

Mar-20Jun-20

102.9

2.9

0.2

0.2

1.3

1.1

2.6
0.1
2.0
0.1
0.6

2.10.1

0.7

0.4
0.2

Mar-16

2.5
0.0
0.5
0.3

0.3

Mar-17

Corporate

Qualified Revolving RetailSpecialised Lending

Residential Mortgage

Other Retail2

Banks & Sovereign
Increase primarily from reduction in
denominator (FUM reduction in
Personal lending, Cards, SME)

90+ DAYS PAST DUE LOANS4
%

0.99

0.4
0.2

0.3

1.1

Mar-16Australia

0.84
1.5

1.2

1.1

Mar-17Mar-18

New Zealand

1.5

1.7

0.55

0.53
0.42

Mar-19InstitutionalMar-20
OtherJun-20% of GLA

0.62

Mar-160.68 0.67

0.89

0.74

0.56

0.44

Mar-17Mar-18

Total Group Residential Mortgage

Mar-19Mar-20Jun-20Retail (Pillar 3 QRR & Other Retail categories)

1. Excluding unsecured 90+ days past due; 2. Other includes Retail Asia & Pacific and Australia Wealth; 3. Impaired loans / facilities include restructured items in which the original contractual terms have been modified
for reasons related to the financial difficulties of the customer. Restructuring may consist of reduction of interest, principal or other payments legally due, or an extension in maturity materially beyond those typicallyoffered to new facilities with similar risk; 4. As a % of Exposure at Default

4CREDIT QUALITY
HOUSING PORTFOLIO90+ DAY DELINQUENCIES1,2,4AUS. HOME LOANS – 30+ DAYS & 90+ DAYS PAST DUE1,2,3,4%

1.4%

1.2

2.5

1.0

2.0

0.8

1.5

0.6

1.0

0.4

0.5

0.2
0.0
Mar15Mar16Mar17

Australia Home Loans

Mar18

Mar19Mar-Jun20 200.0
Mar15NZ Home Loans

Mar1630+ DPD %AUS. HOME LOANS – 90+ DAYS PAST DUE5 (BY VINTAGE)%Mar1790+ Owner Occupied

Mar18

Mar19Mar-Jun20 2090+ Investor

AUS. HOME LOANS – 90+ DAYS PAST DUE1,2,4 (BY STATE)
%

2.5

2.5

2.0

2.0

1.5

1.5

1.0

1.0

0.5

0.5

0.00.06
FY15810
FY161214
FY1716182022

Month on book
FY18FY1924262830323436

VIC & TAS

Mar-15

NSW & ACTMar-16

Mar-17

QLD
Mar-18WA
Mar-19SA & NT
Mar-20

Portfolio
Jun-201. Includes Non Performing Loans 2. ANZ delinquencies are calculated on a missed payment basis for amortising and Interest Only loans 3. The current classification of Investor vs Owner Occupier, is based on
ANZ’s product category, determined at origination as advised by the customer and the ongoing precision relies primarily on the customer’s obligation to advise ANZ of any change in circumstances 4. 30+ and 90+
excludes eligible Home Loans accounts that had requested COVID-19 assistance but due to delays in processing had not had the loan repayment deferral applied to the account 5. Home loans 90+ DPD vintages
represent % ratio of over 90+ delinquent (measured by # accounts), contains at least 6 application months of that fiscal year contributing to each data point5AUSTRALIA – APRA MONTHLY BANKING STATISTICS

ANZ HOME LOAN GROWTH1ANZ HOUSEHOLD DEPOSIT GROWTH1

3 month annualised (%)

3 month annualised (%)

101551005-50-10
Mar-18 Jun-18 Sep-18 Dec-18 Mar-19 Jun-19 Sep-19 Dec-19 Mar-20 Jun-20-5Mar-18

APRA System Total Housing

ANZ Total Housing

ANZ Owner Occupied

ANZ BUSINESS LOAN GROWTH1ANZ Investor

Jun-18

Sep-18APRA System

ANZ

Dec-18Jun-19Sep-19Dec-19Mar-20Jun-20ANZ BUSINESS DEPOSIT GROWTH1

3 month annualised (%)

3 month annualised (%)

30302020
101000-10-10Mar-18

Jun-18

Sep-18 Dec-18 Mar-19

APRA System1.

Mar-19ANZ

Jun-19Sep-19 Dec-19 Mar-20

Jun-20-20
Mar-18Jun-18

Sep-18APRA SystemANZ

Dec-18Mar-19Jun-19Sep-19Dec-19Mar-20Jun-20Source: APRA Monthly Banking Statistics (MBS) and Monthly Authorised Deposit-taking Institution Statistics (MADIS). Mar-18 to Mar-19 based on MBS, thereafter MADIS

6FURTHER INFORMATIONRoyal Commission &COVID-19 update

Corporate Overview & Sustainability

Latest commentaryon implementation ofHayne
recommendations
and response toCOVID-19 pandemic

https://www.anz.com/shareholder/centre/invest
or-toolkit/

AASB 9Progress against ourEnvironment, Social &Governance (ESG)
targets

https://www.anz.com/shareholder/centre/report
ing/sustainability/

DISCLAIMER & IMPORTANT NOTICE: The material in this presentation is general backgroundinformation about the Bank’s activities current at the date of the presentation. It is information
given in summary form and does not purport to be complete. It is not intended to be relied uponas advice to investors or potential investors and does not take into account the investment
objectives, financial situation or needs of any particular investor. These should be considered, withor without professional advice when deciding if an investment is appropriate.
This presentation may contain forward-looking statements including statements regarding ourintent, belief or current expectations with respect to ANZ’s business and operations, marketconditions, results of operations and financial condition, capital adequacy, specific provisions andrisk management practices. When used in this presentation, the words “estimate”, “project”,“intend”, “anticipate”, “believe”, “expect”, “should” and similar expressions, as they relate to ANZ
and its management, are intended to identify forward-looking statements. Readers are cautioned
not to place undue reliance on these forward-looking statements, which speak only as of the datehereof. Such statements constitute “forward-looking statements” for the purposes of the UnitedStates Private Securities Litigation Reform Act of 1995. ANZ does not undertake any obligation to
publicly release the result of any revisions to these forward-looking statements to reflect events orcircumstances after the date hereof to reflect the occurrence of unanticipated events.

Our Shareholder information

AASB 9overview andstages

https://www.anz.com/shareholder/centre/invest
or-toolkit/
anz.com/shareholder/centre/

Equity Investors

Jill Campbell

Cameron Davis

Retail Investors

Debt Investors

Michelle Weerakoon

Scott Gifford

Group General Manager
Investor Relations+61 3 8654 7749
+61 412 047 448
jill.campbell@anz.com

Manager Shareholder
Services & Events+61 3 8654 7682
+61 411 143 090
michelle.weerakoon@anz.com

Executive Manager
Investor Relations+61 3 8654 7716
+61 421 613 819
cameron.davis@anz.com

Harsh Vardhan

Manager
Investor Relations+61 3 8655 0878
+61 466 848 027
harsh.vardhan@anz.com

Head of Debt InvestorRelations+61 3 8655 5683
+61 434 076 876
scott.gifford@anz.com
7