As at 30 June 2023
Based on Level 2 – Reporting Consolidated Group
Disclosure of Prudential Information: Risk Exposures and Assessment, June 2023
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 |
5211.7 151.3 20.6
1,056.3 161.2 0.7 134.1 |
| Total Credit Risk (excluding securitisation) | 6,735.9 |
|
Credit Risk (securitisation) Operational Risk |
85.7 593.7 |
| Total Risk Weighted Assets | 7,415.3 |
| Capital Base | $m |
|
Common Equity Tier 1 Capital before regulatory adjustments Regulatory adjustments Common Equity Tier 1 Capital Tier 2 Capital |
1,703.4 (103.1) 1,600.3 23.4 |
| Total Capital | 1,623.7 |
|
Capital Ratios: Common Equity Tier 1 Ratio Tier 1 Ratio Total Capital Ratio |
% 21.58% 21.58% 21.90% |
Credit Risk (excluding Securitisation Exposures)
|
Type of Credit Exposure |
Gross Credit Risk Exposure $m |
Average Gross Exposure (1) $m |
Non- Performing Facilities $m |
Specific Provisions $m |
Charges for specific provisions $m |
Write-offs $m |
Forward looking provisions against performing exposures (3) $m |
|
Cash and investment securities Loans and advances Other on-balance sheet assets Off-balance sheet commitments |
3,911.9 15,626.3 123.9 1,168.4 |
4,026.3 15,538.7 116.7 1,167.1 |
- 41.5 - - |
- 0.7 - - |
- - - - |
- 0.1 - - |
1.2 22.2 - - |
| 20,830.5 | 20,848.8 | 41.5 | 0.7 | - | 0.1 | 23.4 |
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 |
Balance $m 3,818.9 |
Gain/(Loss) on Sale $m - |
Balance $m 428.2 |
Gain/(Loss) on Sale $m - |
|
(b) Securitised Assets - Newcastle Greater Mutual Group Ltd Originated On-balance Sheet - Lending Housing Loans |
Balance $m 3,874.4 |
|
Off-balance Sheet - Lending Funding Facilities Swaps |
Notional Amount $m 900.6 2,055.2 |