2016
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
17 February 2016

ANZ BASEL III PILLAR 3A P S 3 3 0 I N F O R M AT I O N S U P P O R T PA C K – D E C E M B E R 2 0 1 5

Credit Quality
Gross Impaired Assets

Total Provision charge$m$mAustralia

1

New Zealand

IIB

Other

5,000
1,197

1,205

Individual Provision$319m, Collective
Provision $43m.
CP drivenpredominantly by
portfolio growth989

Gross Impaired
Assets down 10%
on FY15 year end,
partly from theEsanda Dealer
Finance sale4,264
4,000

2,889

3,000

2,719

2,458

2,000348362
1,000

FY131.

FY14

FY152H15
Quarterly
Average

1Q160

FY13

FY14

FY15

1Q16

IIB: International & Institutional Banking

2

Risk Weighted Asset Movement
Total RWA movement$b401.9
378.9

386.9

2.0

384.0

0.0

5.7

397.3
1.0

• CRWA growth flat adjusting for FX impacts and sale ofEsanda Dealer FinanceDec-15Market
RWA

IRRBB
RWA

Op
RWA

CreditRWA

Sep-15Jun-15Mar-15• Credit risk weight
intensity down 86bps withimprovement across most asset classes. Growth inlower RW intensive portfolios (including 3.3% quarterly
EAD growth in mortgages) complementedbyreductions in capital intensive exposures within
Institutional
Dec-14

Sep-14361.5• Total RWAs down 1.1% on Sep 15, CRWAs down 1.6%

• The increase in IRRBB RWA was due to realisation ofprior embedded gains

Credit RWA movement$b330.3

339.7 337.2

349.8

0.6

0.2
0.5

2.3

Group CRWA/EAD1344.1$b3.6

Dec-15

RiskEsandasale²

Datareview

Lending
GrowthFXimpact

Sep-15Jun-15Mar-15Dec-14

Sep-14
2.

EAD
991

971

891

308.9

1.

CRWA

CRWA/EAD
1,034

1,024

982

34.7%

34.0%

34.3%

34.3%

34.1%

33.3%

309

330

340

337

350

344

Sep-14

Dec-14Mar-15Jun-15

Sep-15

Dec-15

EAD: Exposure at Default as reported in ANZ APS330 (Pillar 3) December 2015 report gross of credit risk mitigation such as guarantees, credit derivatives, netting andfinancial collateral rather than on a net basis. Note that this does not impact RWA calculations which are done on a netted basis
Sale of Esanda Dealer Finance3ANZ Portfolio Composition
EAD as a % of Group total1

Category
Total Group EAD
Consumer Lending
Finance, Investment & Insurance
Property Services
Manufacturing
Agriculture, Forestry, Fishing
Government & Official Institutions
Wholesale trade
Retail Trade
Transport & Storage
Business Services
Resources (Mining)
Electricity, Gas & Water Supply
Construction
Other
1.

Resources EAD by Sector1% of Group EAD

EAD (Dec 15): $18.9b 2.1% of EAD

Dec-14

Dec-15$852b1$902b1

38.0%

39.1%

19.5%

18.6%

6.8%

6.8%

6.3%

5.9%

3.9%

3.8%

4.2%

4.8%

3.9%3.6%

Percentage of Group EAD

2.6%

2.6%

2.1%

2.2%

2.3%

1.8%

1.8%

2.2%

2.1%

1.6%

1.4%

1.6%

1.5%

5.3%

5.7%

7%

Oil and Gas
Metal Ore Mining
Coal Mining
Services to Mining
Other Mining

13%
44%

11%

25%

Credit Quality (based on EAD)1

19%

16%

34%

81%

Institutional

0.9%

84%

66%

Resources

Investment Grade

Oil & Gas

Sub-Investment GradeEAD excludes amounts for ‘Securitisation’ and ‘Other Assets’ Basel asset classes. Data is provided is as at Dec 15 on a Post CRM basis, net of credit risk mitigation suchas guarantees, credit derivatives, netting and financial collateral. Note that APS330 disclosure is reported on a Pre CRM basis.

4

The material in this presentation is general background information about the Bank’s activities current at the dateof the presentation. It is information given in summary form and does not purport to be complete. It is notintended to be relied upon as advice to investors or potential investors and does not take into account theinvestment objectives, financial situation or needs of any particular investor. These should be considered, with orwithout professional advice when deciding if an investment is appropriateThis presentation may contain forward-looking statements including statements regarding our intent, belief orcurrent expectations with respect to ANZ’s business and operations, market conditions, results of operations andfinancial condition, capital adequacy, specific provisions and risk management practices. When used in thispresentation, 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 ofthe date hereof. Such statements constitute “forward-looking statements” for the purposes of the United States
Private Securities Litigation Reform Act of 1995. ANZ does not undertake any obligation to publicly release theresult of any revisions to these forward-looking statements to reflect events or circumstances after the datehereof to reflect the occurrence of unanticipated events.
For further information visit

www.anz.com
or contact ANZ Investor RelationsJill Craig
Group General Manager Investor Relations
ph: (613) 8654 7749 fax: (613) 8654 9977

e-mail: jill.craig@anz.com