Westpac Group Pillar 3 Report March 2013 - Iguana IR Sites

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PILLAR 3 REPORT SECURITISATION Banking book securitisation exposure deducted from capital 1 Securitisation exposure deducted from capital is deducted from common equity under APRA’s Basel III standards. Deductions were previously from Tier 1 capital and Tier 2 capital on a 50/50 basis. Exposures 31 March 2013 deducted from $m Common equity Securities 7 Liquidity facilities - Funding facilities - Underw riting facilities - Credit enhancements - Derivative transactions - Total 7 Exposures Exposures 30 September 2012 deducted from deducted from $m Tier 1 Capital Tier 2 Capital Securities 12 12 Liquidity facilities - - Funding facilities 9 9 Underw riting facilities - - Credit enhancements - - Derivative transactions - - Total 21 21 Exposures Exposures 31 March 2012 deducted from deducted from $m Tier 1 Capital Tier 2 Capital Securities 11 11 Liquidity facilities - - Funding facilities 14 14 Underw riting facilities - - Credit enhancements - - Derivative transactions - - Total 25 25 Banking book securitisation subject to early amortisation treatment There is no securitisation exposure in the Banking book that is subject to early amortisation treatment for 31 March 2013. Banking book resecuritisation exposure subject to credit risk mitigation (CRM) As at 31 March 2013 resecuritisation exposures eligible for CRM was $4,643m, with CRM of $25m taken against these exposures ($5,101m eligible for CRM and $36m CRM taken as at 30 September 2012). Banking book resecuritisation exposure to guarantors Westpac has no third party guarantors providing guarantees for securitised assets, principal or interest repayments for 31 March 2013. 1 Excludes securitisation start-up costs. 62
PILLAR 3 REPORT SECURITISATION Trading book summary of assets securitised by Westpac There are no outstanding securitisation exposures for Westpac originated assets held in the Trading book. Trading book summary of total Westpac sponsored third party assets securitised There are no third party assets held in the Trading book where Westpac is responsible for the establishment of the securitisation program and subsequent management as at 31 March 2013. Trading book summary of securitisation activity by asset type There is no originated securitisation activity in the trading book for the 6 months 31 March 2013. Trading book aggregated amount of exposure securitised by Westpac and subject to APS116 This table shows Westpac originated outstanding securitisation exposure held in the Trading book. These exposures are risk weighted under APS116. Standard Method IMA Method 31 March 2013 Traditional Synthetic Traditional Synthetic $m Securitisation Securitisation Securitisation Securitisation Securities 29 - - - Liquidity facilities - - - - Funding facilities - - - - Underw riting facilities - - - - Credit enhancements - - - - Derivative transactions - - - - Total 29 - - - Standard Method IMA Method 30 September 2012 Traditional Synthetic Traditional Synthetic $m Securitisation Securitisation Securitisation Securitisation Securities 50 - - - Liquidity facilities - - - - Funding facilities - - - - Underw riting facilities - - - - Credit enhancements - - - - Derivative transactions - - - - Total 50 - - - Standard Method IMA Method 31 March 2012 Traditional Synthetic Traditional Synthetic $m Securitisation Securitisation Securitisation Securitisation Securities 50 - - - Liquidity facilities - - - - Funding facilities - - - - Underw riting facilities - - - - Credit enhancements - - - - Derivative transactions - - - - Total 50 - - - 63
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WESTPAC GROUP PILLAR 3 REPORT MARCH
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PILLAR 3 REPORT EXECUTIVE SUMMARY B
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PILLAR 3 REPORT INTRODUCTION Westpa
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PILLAR 3 REPORT CONTROLLING AND MAN
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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 and 60: PILLAR 3 REPORT SECURITISATION Bank
Page 61: PILLAR 3 REPORT SECURITISATION Bank
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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