As at 30 September 2023
Based on Level 2 – Reporting Consolidated Group
Disclosure of Prudential Information: Risk Exposures and Assessment, September2023
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 |
5244.0 146.9 21.2
941.4 165.5 0.9 123.0 |
| Total Credit Risk (excluding securitisation) | 6,642.9 |
|
Credit Risk (securitisation) Operational Risk |
73.9 673.8 |
| Total Risk Weighted Assets | 7,390.6 |
| Capital Base | $m |
|
Common Equity Tier 1 Capital before regulatory adjustments Regulatory adjustments Common Equity Tier 1 Capital Tier 2 Capital |
1,743.9 (114.5) 1,629.4 23.9 |
| Total Capital | 1,653.3 |
|
Capital Ratios: Common Equity Tier 1 Ratio Tier 1 Ratio Total Capital Ratio |
% 22.05 22.05 22.37 |
Credit Risk (excluding Securitisation Exposures)
|
Type of Credit Exposure |
Gross Credit Risk Exposure $m |
Average |
Non- Performing Facilities $m |
Specific Provisions $m |
Charges for specific provisions $m |
Write-offs $m |
Forward looking provisions against performing exposures (2) $m |
|
Cash and investment securities Loans and advances Other on-balance sheet assets Off-balance sheet commitments |
3,689.3 15,875.1 120.8 1,102.3 |
3,808.3 15,811.5 121.4 1,158.1 |
- 40.5 - - |
- 0.7 - - |
- - - - |
- - - - |
0.9 22.9 - - |
| 20,787.5 | 20,899.3 | 40.5 | 0.7 | - | - | 23.8 |
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 3,678.2 |
Gain/(Loss) on Sale - |
Balance 370.6 |
Gain/(Loss) on Sale - |
|
(b) Securitised Assets - Newcastle Greater Mutual Group Ltd Originated On-balance Sheet - Lending Housing Loans |
Balance 3,762.1 |
|
Off-balance Sheet - Lending Funding Facilities Swaps |
Notional Amount 897.4 2,074.2 |