Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

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PILLAR 3 REPORT CREDIT RISK EXPOSURES Movement in provisions for impairment For the For the For the 6 months ended 6 months ended 6 months ended 31 March 30 September 31 March $m 2013 2012 2012 Collectively assessed provisions Balance at beginning of the period 2,771 2,909 2,953 New provisions raised 147 146 196 Write-offs (326) (397) (359) Interest Adjustment 100 111 118 Exchange rate and other adjustments 2 2 1 Total 2,694 2,771 2,909 Individually assessed provisions Balance at beginning of period 1,470 1,482 1,461 New individually assessed provisions 546 727 715 Write-backs (225) (208) (260) Write-offs (261) (525) (427) Interest Adjustment (38) (27) (11) Exchange rate and other adjustments 2 21 4 Total 1,494 1,470 1,482 Total provisions for impairment losses on loans and credit 4,188 4,241 4,391 General reserve for credit losses adjustment 118 187 171 Total provisions plus general reserve for credit 4,306 4,428 4,562 36
PILLAR 3 REPORT CREDIT RISK EXPOSURES Portfolios subject to the standardised approach This table presents exposures subject to the standardised approach. As at 31 March 2013, exposures subject to the standardised approach and categorised by risk weight are primarily Westpac’s Pacific Banking exposures, Asian retail exposures, margin lending portfolio, reverse mortgages portfolio and some legacy St.George portfolios. Mark-to-market related credit risk is also included in the standardised approach from 1 January 2013. 31 March 2013 Total Exposure Risk Weighted $m at Default Assets 0% 37 - 20% 1,667 333 35% 992 347 50% 1,296 648 75% 772 579 100% 4,312 4,312 150% 43 65 Mark-to-market related credit risk - 8,475 Total 9,119 14,759 30 September 2012 Total Exposure Risk Weighted $m at Default Assets 0% 48 - 20% 1,742 348 35% 1,057 370 50% 644 322 75% 1 1 100% 5,254 5,254 150% 42 63 Total 8,788 6,358 31 March 2012 Total Exposure Risk Weighted $m at Default Assets 0% 53 - 20% 1,958 391 35% 1,527 534 50% 634 317 75% - - 100% 4,781 4,781 150% 37 55 Total 8,990 6,078 37
Page 1 and 2: WESTPAC GROUP PILLAR 3 REPORT MARCH
Page 3 and 4: PILLAR 3 REPORT EXECUTIVE SUMMARY B
Page 5 and 6: PILLAR 3 REPORT INTRODUCTION Westpa
Page 7 and 8: PILLAR 3 REPORT CONTROLLING AND MAN
Page 13 and 14: PILLAR 3 REPORT GROUP STRUCTURE Wes
Page 15 and 16: PILLAR 3 REPORT CAPITAL OVERVIEW Ca
Page 17 and 18: PILLAR 3 REPORT CAPITAL OVERVIEW 12
Page 19 and 20: PILLAR 3 REPORT CREDIT RISK MANAGEM
Page 25 and 26: PILLAR 3 REPORT CREDIT RISK EXPOSUR
Page 35: PILLAR 3 REPORT CREDIT RISK EXPOSUR
Page 51 and 52: PILLAR 3 REPORT CREDIT RISK MITIGAT
Page 53 and 54: PILLAR 3 REPORT COUNTERPARTY CREDIT
Page 55 and 56: PILLAR 3 REPORT SECURITISATION A se
Page 57 and 58: PILLAR 3 REPORT SECURITISATION Cons
Page 59 and 60: PILLAR 3 REPORT SECURITISATION Bank
Page 61 and 62: PILLAR 3 REPORT SECURITISATION Bank
Page 63 and 64: PILLAR 3 REPORT SECURITISATION Trad
Page 65 and 66: PILLAR 3 REPORT SECURITISATION Trad
Page 67 and 68: PILLAR 3 REPORT MARKET RISK Risk mi
Page 69 and 70: PILLAR 3 REPORT MARKET RISK Back-te
Page 71 and 72: PILLAR 3 REPORT OPERATIONAL RISK We
Page 73 and 74: PILLAR 3 REPORT EQUITY RISK Book va
Page 75 and 76: PILLAR 3 REPORT INTEREST RATE RISK
Page 77 and 78: PILLAR 3 REPORT APPENDIX I - APS330
Page 79 and 80: PILLAR 3 REPORT APPENDIX II - REGUL
Page 81 and 82: PILLAR 3 REPORT APPENDIX III - CAPI
Page 87 and 88:
PILLAR 3 REPORT APPENDIX IV - REGUL
Page 89 and 90:
PILLAR 3 REPORT APPENDIX IV - REGUL
Page 91 and 92:
PILLAR 3 REPORT GLOSSARY Term Actua
Page 93 and 94:
PILLAR 3 REPORT GLOSSARY Internal a
Page 95 and 96:
PILLAR 3 REPORT GLOSSARY Trading bo
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Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

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