Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

PILLAR 3 REPORT
CREDIT RISK EXPOSURES
Exposure at Default by measurement method
31 March 2013 IRB Standardised Total Exposure
$m Approach Approach at Default
Corporate 100,492 872 101,364
Business lending 50,220 1,027 51,247
Sovereign 29,178 998 30,176
Bank 30,975 146 31,121
Residential mortgages 403,674 3,116 406,790
Australian credit cards 19,097 - 19,097
Other retail 10,790 2,715 13,505
Small business 16,806 - 16,806
Specialised lending 47,114 245 47,359
Securitisation 21,665 - 21,665
Total 730,011 9,119 739,130
30 September 2012 IRB Standardised Total Exposure
$m Approach Approach at Default
Corporate 102,817 924 103,741
Business lending 57,971 1,017 58,988
Sovereign 36,154 886 37,040
Bank 31,031 99 31,130
Residential mortgages 395,150 2,761 397,911
Australian credit cards 18,332 - 18,332
Other retail 10,299 2,861 13,160
Small business 10,329 - 10,329
Specialised lending 46,320 240 46,560
Securitisation 22,052 - 22,052
Total 730,455 8,788 739,243
31 March 2012 IRB Standardised Total Exposure
$m Approach Approach at Default
Corporate 97,336 806 98,142
Business lending 56,751 922 57,673
Sovereign 33,453 894 34,347
Bank 21,937 150 22,087
Residential mortgages 385,296 2,685 387,981
Australian credit cards 18,044 - 18,044
Other retail 9,938 3,293 13,231
Small business 10,124 - 10,124
Specialised lending 45,132 240 45,372
Securitisation 18,518 - 18,518
Total 696,529 8,990 705,519
27