Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

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PILLAR 3 REPORT SECURITISATION Banking book summary of on and off-balance sheet securitisation by exposure type 31 March 2013 On balance sheet Off balance Total Exposure $m Securitisation retained Securitisation purchased sheet at Default Securities - 5,679 4,504 10,183 Liquidity facilities 2 - 3,698 3,700 Funding facilities 7,178 - - 7,178 Underw riting facilities 19 - 233 252 Lending facilities - - 352 352 Warehouse facilities - - - - Total 7,199 5,679 8,787 21,665 30 September 2012 On balance sheet Off balance Total Exposure $m Securitisation retained Securitisation purchased sheet at Default Securities - 5,352 4,820 10,172 Liquidity facilities 2 - 4,434 4,436 Funding facilities 6,712 - - 6,712 Underw riting facilities 21 - 266 287 Lending facilities - - 445 445 Warehouse facilities - - - - Total 6,735 5,352 9,965 22,052 31 March 2012 On balance sheet Off balance Total Exposure $m Securitisation retained Securitisation purchased sheet at Default Securities - 2,692 58 2,750 Liquidity facilities - - 4,628 4,628 Funding facilities 7,073 - 3,311 10,384 Underw riting facilities 23 - 9 32 Lending facilities - - 223 223 Warehouse facilities - - 501 501 Total 7,096 2,692 8,730 18,518 60
PILLAR 3 REPORT SECURITISATION Banking book securitisation exposure at default by risk weight band 31 March 2013 Exposure Total Exposure Risk Weighted Assets Total Risk $m Securitisation Resecuritisation at Default Securitisation Resecuritisation Weighted Assets Less than or equal to 10% 7,228 - 7,228 516 - 516 Greater than 10 - 20% 8,119 25 8,144 1,377 5 1,382 Greater than 20 - 30% - - - - - - Greater than 30 - 50% 498 1,058 1,556 211 475 686 Greater than 50 - 75% 571 3,430 4,001 427 2,229 2,656 Greater than 75 - 100% 430 155 585 430 155 585 Greater than 100 - 250% 60 - 60 150 - 150 Greater than 250 - 425% 70 - 70 299 - 299 Greater than 425 - 650% - - - - - - Other 14 - 14 173 - 173 Deductions 7 - 7 - - - Total 16,997 4,668 21,665 3,583 2,864 6,447 30 September 2012 Exposure Total Exposure Risk Weighted Assets Total Risk $m Securitisation Resecuritisation at Default Securitisation Resecuritisation Weighted Assets Less than or equal to 10% 8,068 - 8,068 589 - 589 Greater than 10 - 20% 7,218 36 7,254 1,105 7 1,112 Greater than 20 - 30% - 82 82 - 24 24 Greater than 30 - 50% 621 5,020 5,641 277 2,100 2,377 Greater than 50 - 75% 542 - 542 405 - 405 Greater than 75 - 100% 280 - 280 280 - 280 Greater than 100 - 250% 60 - 60 150 - 150 Greater than 250 - 425% 83 - 83 354 - 354 Greater than 425 - 650% - - - - - - Deductions 42 - 42 - - - Total 16,914 5,138 22,052 3,160 2,131 5,291 31 March 2012 Exposure Total Exposure Risk Weighted Assets Total Risk $m Securitisation Resecuritisation at Default Securitisation Resecuritisation Weighted Assets Less than or equal to 10% 5,183 - 5,183 384 - 384 Greater than 10 - 20% 6,846 74 6,920 1,045 15 1,060 Greater than 20 - 30% 58 - 58 15 - 15 Greater than 30 - 50% 772 4,623 5,395 331 1,937 2,268 Greater than 50 - 75% 538 - 538 401 - 401 Greater than 75 - 100% 281 - 281 281 - 281 Greater than 100 - 250% - - - - - - Greater than 250 - 425% 8 - 8 36 - 36 Greater than 425 - 650% 85 - 85 555 - 555 Deductions 50 - 50 - - - Total 13,821 4,697 18,518 3,048 1,952 5,000 61
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 9 and 10: PILLAR 3 REPORT CONTROLLING AND MAN
Page 11 and 12: 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 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: 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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