Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

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PILLAR 3 REPORT CREDIT RISK EXPOSURES Portfolios subject to supervisory risk-weights in the IRB approach Exposures subject to supervisory risk-weights in the IRB approach include assets categorised as specialised lending, where a regulatory capital ‘slotting’ approach applies. Westpac currently has property finance and project finance credit risk exposures categorised as specialised lending. The ‘Credit Risk Management’ section of this report describes the mapping of Westpac risk grades to both external rating equivalents and regulatory capital ‘slots’. Property finance 31 March 2013 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 6,888 28 4,822 Good 90% 22,362 179 20,126 Satisfactory 115% 9,881 277 11,363 Weak 250% 1,373 110 3,432 Default NA 2,134 1,066 - Total 42,638 1,660 39,743 30 September 2012 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 5,789 23 4,052 Good 90% 22,045 176 19,841 Satisfactory 115% 9,889 277 11,372 Weak 250% 1,697 136 4,243 Default NA 2,642 1,321 - Total 42,062 1,933 39,508 31 March 2012 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 5,895 24 4,126 Good 90% 20,858 167 18,773 Satisfactory 115% 9,611 269 11,052 Weak 250% 2,285 183 5,712 Default NA 2,863 1,431 - Total 41,512 2,074 39,663 38
PILLAR 3 REPORT CREDIT RISK EXPOSURES Project finance 31 March 2013 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 3,118 12 2,182 Good 90% 782 6 704 Satisfactory 115% 96 3 111 Weak 250% 345 28 862 Default NA 135 68 - Total 4,476 117 3,859 30 September 2012 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 3,094 12 2,166 Good 90% 603 5 543 Satisfactory 115% 95 3 109 Weak 250% 331 26 828 Default NA 135 68 - Total 4,258 114 3,646 31 March 2012 Exposure at Regulatory Risk Weighted $m Risk Weight Default Expected Loss Assets Strong 70% 2,269 9 1,588 Good 90% 849 7 764 Satisfactory 115% 127 4 147 Weak 250% 241 19 602 Default NA 135 67 - Total 3,621 106 3,101 39
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 37: 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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