As at 30 June 2024
Based on Level 2 – Reporting Consolidated Group
Disclosure of Prudential Information: Risk Exposures and Assessment, June 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 |
5,601.9 133.0 20.9
854.1 178.3 0.8 133.6 |
| Total Credit Risk (excluding securitisation) | 6,922.6 |
|
Credit Risk (securitisation) Operational Risk |
44.8 673.8 |
| Total Risk Weighted Assets | 7,641.2 |
| Capital Base | $m |
|
Common Equity Tier 1 Capital before regulatory adjustments Regulatory adjustments Common Equity Tier 1 Capital Tier 2 Capital |
1,825.1 (113.4) 1,711.6 26.2 |
| Total Capital | 1,737.8 |
|
Capital Ratios: Common Equity Tier 1 Ratio Tier 1 Ratio Total Capital Ratio |
% 22.40 22.40 22.74 |
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 |
3,805.1 17,009.8 131.1 1,256.1 |
4,114.2 16,766.5 120.1 1,258.6 |
- 60.2 - - |
- 0.3 - - |
- 0.1 - - |
- 0.1 - - |
0.7 25.4 - - |
| 22,202.1 | 22,259.4 | 60.2 | 0.3 | 0.1 | 0.1 | 26.1 |
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 3,485.2 |
|
Off-balance Sheet - Lending Funding Facilities Swaps |
Notional Amount $m 833.2 1,941.2 |