As at 30 September 2024
Based on Level 2 – Reporting Consolidated Group
Disclosure of Prudential Information: Risk Exposures and Assessment, September 2024
Capital Adequacy
| Risk Weighted Assets | $m |
|
Credit Risk (excluding securitisation) by portfolio Property exposures Residential property Land acquisition, development and construction Commercial property
Non-property exposures Bank Retail Corporate Other |
5,656.6 125.7 17.2
757.0 183.5 0.8 128.8 |
| Total Credit Risk (excluding securitisation) | 6,869.6 |
|
Credit Risk (securitisation) Operational Risk |
39.0 736.3 |
| Total Risk Weighted Assets | 7,644.9 |
| Capital Base | $m |
|
Common Equity Tier 1 Capital before regulatory adjustments Regulatory adjustments Common Equity Tier 1 Capital Tier 2 Capital |
1,858.7 (112.1) 1,746.6 26.3 |
| Total Capital | 1,772.9 |
|
Capital Ratios: Common Equity Tier 1 Ratio Tier 1 Ratio Total Capital Ratio |
% 22.85 22.85 23.19 |
Credit Risk (excluding Securitisation Exposures)
|
Type of Credit Exposure |
Gross Credit Risk Exposure $m |
Average Gross Exposure1 $m |
Non- Performing Facilities $m |
Specific Provisions $m |
Charges for specific provisions $m |
Write-offs $m |
Forward looking provisions against performing exposures2 $m |
|
Cash and investment securities Loans and advances Other on-balance sheet assets Off-balance sheet commitments |
4,225.2 17,226.3 122.9 1,227.2 |
4,175.1 17,177.4 123.1 1,211.8 |
- 63.6 - - |
- 0.3 - - |
- - - - |
- 0.1 - - |
0.8 25.4 - - |
| 22,801.6 | 22,687.4 | 63.6 | 0.3 | - | 0.1 | 26.2 |
1. Average exposure is calculated by using closing monthly balances during the quarter.
2. Represents provisions held against performing exposures that represent a purely forward-looking amount for future losses that are presently unidentified.
Securitisation Exposures
| Current period securitisation activity | Newcastle Greater Mutual Group Ltd Originated |
Non Newcastle Greater Mutual Group Ltd Originated |
||
|
(a) Investment securities Securities held in Residential Mortgage Backed Securities (RMBS) |
Balance $m
|
Gain/(Loss) on Sale $m - |
Balance $m
|
Gain/(Loss) on Sale $m - |
|
(b) Securitised Assets - Newcastle Greater Mutual Group Ltd Originated On-balance Sheet - Lending Housing Loans |
Balance $m 3,238.1 |
|
Off-balance Sheet - Lending Funding Facilities Swaps |
Notional Amount $m 822.3 1,783.1 |