Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
PILLAR 3 REPORT<br />
CAPITAL OVERVIEW<br />
12<br />
31 <strong>March</strong> 2012 <strong>IR</strong>B Standardised Total Risk Total Capital<br />
$m Approach Approach 1 Weighted Assets Required<br />
Credit risk<br />
Corporate 62,454 806 63,260 5,061<br />
Business lending 39,515 935 40,450 3,236<br />
Sovereign 1,407 894 2,301 184<br />
Bank 5,614 150 5,764 461<br />
Residential mortgages 58,238 1,375 59,613 4,769<br />
Australian credit cards 5,329 - 5,329 426<br />
Other retail 8,171 1,674 9,845 788<br />
Small business 4,259 - 4,259 341<br />
Specialised lending 42,764 244 43,008 3,441<br />
Securitisation 5,000 - 5,000 400<br />
Total 232,751 6,078 238,829 19,106<br />
Equity risk 1,385 111<br />
Market risk 19,266 1,541<br />
Operational risk 23,640 1,891<br />
Interest rate risk in the banking book 13,208 1,057<br />
Other assets 2 3,718 297<br />
Total 300,046 24,004<br />
1 <strong>Westpac</strong>’s Standardised risk weighted assets are categorised based on their equivalent <strong>IR</strong>B categories.<br />
2 Other assets include cash items, unsettled transactions, fixed assets and other non-interest earning assets.<br />
17
Change language