2016

AUSTRALIA AND NEW ZEALAND
BANKING GROUP LIMITED
9 AUGUST 2016

June 2016 APS330, Pi llar 3
Chart pack

To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosureRisk Weighted Assets
TOTAL RISK WEIGHTED ASSETS (RWAs)
$b361

362

24

2132

32402
14387
14392

388

3833

CREDIT RWA BY CATEGORY

1618

38

38

$b350
15
33
32

334
142935

336
1429
36

38

3957

59

Residential Mortgage

2123

Bank & Sovereign

150

140

137

Corporate

Sep-15Mar-16Jun-164155

350340305

Mar 14309

Sep 14Mar 15

Market & IRRBB RWAs

Sep 15

Op-Risk RWAs

24336334

Mar 16

Jun 16

CVA/OtherStandardised
Specialised Lending
Retail (QRR & Other)

Credit RWAs

CREDIT RWA MOVEMENT – FY16 YTD ($13.6bn reduction)$b349.8
5.6

8.1

2.9334.3

1.

FX impact

Institutional1336.2

Aus Div, NZ
Div, Other

CRWA Jun 16

4.7

10.3

CRWA Sep 15

1.0

Aus Div, NZ
Div, Other

CRWA Mar 16

FX impact

Institutional

For further details refer to the 2016 Half Year Results Presentation and Investor Discussion Pack, including slides 35 and 112

To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosure

2Credit Quality
TOTAL PROVISION CHARGE$m556362314305

FY10FY11299

FY12Average quarterly charge

FY13301247

FY14

FY15

1H16

1Q16

2Q16

3Q16

Actual quarterly charge

90+ DAY DELINQUENCIES1GROSS IMPAIRED ASSETS%

$m

6,561

2.0
5,581482459455

Home Loans (inclusive of hardship change)
Consumer cards

5,196

1.5

4,264
2,889

2,719

2,883

2,922

1.0

0.5

Sep-101.

Sep-11

Sep-12

Sep-13

OtherInstit.l

Sep-14 Sep-15
NZMar-16

Jun-16Australia

0.0Jun
11Jun
12Jun
13Jun
14Jun
15Jun
1690+ days as a percentage of total loans, exclusive of Non Performing Loans

To be read in conjunction with ANZ June 2016 APS330, Pillar 3 disclosure

3EAD & RWA position
EAD REPORTING CHANGES• In order to provide better alignment to the prudential reporting of other IRB accredited ADIs ANZ has changed thereporting of Exposure at default (EAD) in APS330, Pillar 3 from a pre credit risk mitigation (CRM) basis to post creditrisk mitigation basis.
• Post CRM exposures are net of offsets for credit risk mitigation such as guarantees, credit derivatives, netting &financial collateral.
• March 2016 and December 2015 EAD has been restated in the June 2016 APS330 Pillar 3 document to reflect thesechanges. Longer term EAD on the post credit risk mitigation basis is detailed below:

EXPOSURE AT DEFAULT POST CRM BASIS
$b877

659

2H12693

1H13727

2H13765

1H14903909

2H14

1Q16889896

2Q16

3Q16799

2H141H144

Further Information
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,with or without professional advice when deciding if an investment is appropriate

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and its management, are intended to identify forward-looking statements. Readers are cautioned
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publicly release the result of any revisions to these forward-looking statements to reflect eventsor circumstances after the date hereof to reflect the occurrence of unanticipated events.

Equity Investor

Jill Campbell

Cameron Davis

Retail Investors

Debt Investors

Michelle Weerakoon

Donna ChowGroup 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

Associate Director,
Debt Investor Relations+61 3 8655 1402
donna.chow@anz.com

Katherine Hird

Senior Manager Investor Relations+61 3 8655 3261
+61 435 965 899
katherine.hird@anz.com