| $ millions | |
|---|---|
| Tier 1 Capital | |
| Retained Earnings including current year earnings | $ 749.16 |
| Deductions from Tier 1 Capital | ($ 76.03) |
| Total Tier 1 Capital | $ 673.13 |
| Tier 2 Capital net of deductions | $ 18.80 |
| Total Capital Base | $ 691.93 |
Capital Adequacy
| Consolidated Group At 31 December 2014 | Consolidated Group At 30 September 2014 | |
|---|---|---|
| $ millions | $ millions | |
|
Risk weighted asset value for : Credit Risk | ||
Claims against residential mortgages | $ 3,256.53 | $ 3,155.11 |
Claims against ADI's | $ 408.33 | $ 362.25 |
Securitisation Personal Commercial | $ 8.64 $ 366.21 $ 16.81 | $ 6.37 $ 370.55 $ 16.62 |
All other claims | $ 33.49 | $ 35.06 |
Market Risk | $ NIL | $ NIL |
| Operational Risk | $ 553.90 | $ 544.85 |
| Capital Ratios | ||
Tier 1 Capital Ratio for the group | 14.49% | 14.87 % |
Total Capital Ratio for the group | 14.90% | 15.26 % |
Credit Risk Exposure
| 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 | $ 7,897.86 | $ 7,763.50 | $ 43.65 | $ 8.92 | $ 2.68 | ($ 0.04) |
Unsecured | $ 357.30 | $ 360.21 | $ 3.95 | $ 0.00 | $ 2.28 | $ 1.68 |
Total Loans and Advances | $ 8,255.16 | $ 8,123.71 | $ 47.60 | $ 8.92 | $ 4.96 | $ 1.64 |
| Liquidity Investments | $ 1,411.34 | $ 1,252.73 | ||||
| General Reserve for Credit Losses | $ 18.80 | $ 17.81 |
| 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 | $ 7,605.63 | $ 7,450.33 | $ 38.71 | $ 7.11 | $ 2.73 | $ 0.43 |
Unsecured | $ 361.10 | $ 363.06 | $ 4.27 | $ 0.00 | $ 2.53 | ($ 0.37) |
Total Loans and Advances | $ 7,966.73 | $ 7,813.39 | $ 42.98 | $ 7.11 | $ 5.26 | $ 0.06 |
| Liquidity Investments | $ 1,137.26 | $ 1,128.08 | ||||
| General Reserve for Credit Losses | $ 17.64 | $ 17.71 |
Securitisation
Consolidated Group $ millions | Consolidated Group $ millions | |
|---|---|---|
Current Period Securitisation Activities: | ||
| Loans Sold | $ 367.68 | $ 250.00 |
| Facilities Provided: | ||
Redraws | $ 0.00 | $ 0.00 |
Liquidity | $ NIL | $ NIL |
| Securitisation Paper Purchased: | ||
RMBS | $ NIL | $ NIL |
ABS | $ NIL | $ NIL |
ABCP | $ NIL | $ NIL |
| Any Other Securitisation Exposures: | $ NIL | $ NIL |
| On-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 859.41 | $ 930.98 |
| Securitisation Paper Investments Held | $ NIL | $ NIL |
| Swaps Held | $ 8.25 | $ 4.63 |
| Other | $ 11.61 | $ 11.60 |
| Drawn Portions of Facilities: | ||
Redraws | $ 0.29 | $ 2.07 |
Liquidity | $ NIL | $ NIL |
Total On-Balance Sheet Securitisation Exposures | $ 879.56 | $ 949.28 |
Off-Balance Sheet Securitisation Exposures | ||
| Housing Loans | $ 1,576.91 | $ 1,285.19 |
| Swaps | $ 10.49 | $ 7.59 |
| Undrawn Portion of Facilities: | ||
Redraws | $ 5.82 | $ 4.50 |
Liquidity | $ NIL | $ NIL |
| Total Off-Balance Sheet Securitisation Exposures | $ 1,593.22 | $ 1,297.28 |