3Q19 Capital, Funding and Credit Quality Update

3Q19
Capital, Funding and Credit
Quality Update

19 August 2019
Financial results based on cash earnings unless otherwise stated. Refer to the 2019 Interim Investor Discussion
Pack for definition.
This document should be read in conjunction with Westpac’s June 2019 Pillar 3 Report, incorporating the
requirements of APS330. All comparisons in this document refer to 30 June 2019 compared to 31 March 2019
(unless otherwise stated)
Westpac Banking Corporation | ABN 33 007 457 141

CET1 capital ratio at
10.5%
•Common equity Tier 1 (CET1) capital ratio 10.5% at 30 June 2019
•CET1 capital ratio lower over 3Q19 (from 10.6% at 31 March 2019) due to payment of the 2019 interim dividend partially offset
by organic capital generation and DRP
1
participation (35.8% participation due to 1.5% discount placed on DRP market price)
•Risk weighted assets (RWA) up $2.3bn (0.6%) over quarter, mostly due to additional operational risk RWA of $2.6bn following
increased model overlay to keep operational risk RWA in line with standardised model outcomes. Otherwise, RWA down
$0.3bn mostly from a $4.3bn decrease in interest rate risk in the banking book associated with lower interest rates, partly
offset by a $3.9bn increase in credit RWAs from portfolio growth, changes to credit quality (mostly from higher mortgage
delinquencies), and an increase in mark-to-market credit risk RWA associated with lower interest rates
•Internationally comparable
2
CET1 capital ratio 15.9% at 30 June 2019
Credit quality
•Small increase in impaired assets over the quarter (up $0.1bn to $1.9bn)
•Stressed assets to TCE
3
increased 10bps to 1.20%
‒1bp increase in impaired
‒3bps increase in watchlist and substandard facilities, particularly retail trade, manufacturing and property
‒6bps increase in 90+ day past due but not impaired mostly from higher mortgage delinquencies
•Australian unsecured 90+ day delinquencies 1.91% (up 4bps over the quarter)
•Total provision balances up 1.8%, total provisions to gross loans unchanged at 56bps
Australian mortgage
portfolio
•Australian mortgage 90+ day delinquencies 0.9% (up 8bps over the quarter)
•Properties in possession 550 (up 68 over the quarter), increase mostly in WA and Qld
•Higher stress in portfolio combined with softness in property market contributing to an increase in the time it takes to sell a
property have contributed to the rise in delinquencies and properties in possession
Funding/liquidity
position
•3Q19 average liquidity coverage ratio (LCR) 137% (spot LCR 128%), net stable funding ratio (NSFR) 111% – both well above
regulatory minimums
•
$28bn term funding issued to end June 2019
•Further A$4bn in term funding raised in July 2019, including a US$2.25bn SEC Registered Tier 2 capital transaction (only
Australian bank able to access SEC registered market)
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Summary of 3Q19 capital, funding and credit quality
1 Dividend reinvestment plan. 2 Internationally comparable methodology aligns with the APRA study titled ‘International Capital Comparison Study’ dated 13 July 2015. 3 TCE is total committed exposure.
2
Overview

Expected timetable on various regulatory capital changes
1
1 Regulatory change timeline based on APRA’s paper ‘Revisions to the capital framework for authorised deposit-taking institutions’ (published 12 June 2019). 2 Implementation 2022 unless otherwise stated.
3
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Standardised approach to
credit risk
Consult, additional quantitative
impact study
Finalise Implementation
Advanced approach to
credit risk
Consult, additional quantitative
impact study
Finalise Implementation
Operational risk Consult and finalise Implementation
Leverage ratio Finalise Implementation
Measurement of capital Consult Finalise Implementation
Capital floor Consult Finalise Implementation
Interest-rate risk in the
banking book
Consult Finalise Implementation
Counterparty credit risk
Implemented
1 July 2019
RBNZ capital framework Finalise Implementation date and transition yet to be outlined
Related party exposures Implementation
Loss absorbing capacity
1
st
phase announced
+3ppts of RWA as
Tier 2
Further consultation on 2
nd
phase
2024
Implementation
Regulatory timeline
2022+
2
First half
2020
2021
Second half
2020
Second half
2019

Regulatory
developments in
3Q19
TLAC
•APRA released revised requirements for Total Regulatory Capital to increase loss absorbing capacity. The changes
will increase Total Regulatory Capital requirements for the major Australian banks (including Westpac) by 3ppts of
RWA from 1 January 2024. To meet the new requirements Westpac is expected to raise an additional $13bn by
2024 (based on RWA as at 30 June 2019)

•Issued the first Tier 2 capital instrument from an Australian bank following APRA’s TLAC announcement for
Australian D-SIBs (US$2.25bn Tier 2 capital instrument in July 2019)
•In addition, over the next four years, APRA will consider feasible alternative methods for raising an additional 1-2ppts
of total loss absorbing capacity
Capital framework
•Finalisation of RWA framework now expected in 2020
•Additional consultation released from APRA on RWA in 3Q19 mainly on proposed changes to standardised credit
risk, operational risk and residential mortgages
•Further updates from APRA on proposals to the capital framework expected later in 2019/2020
Future CET1 capital
regulatory
developments
•An additional $500m operational risk capital overlay to be applied from 30 September 2019, expected to reduce
CET1 capital ratio by 16bps
•New derivative standard from 1 July 2019, expected to reduce CET1 capital ratio by approximately 20bps
•AASB 16 Leasing standard from 1 October 2019 (no impact in FY19), expected to reduce CET1 capital ratio by
approximately 8bps
•APRA unquestionably strong benchmark for CET1 capital ratio of at least 10.5% commences 1 January 2020 (based
on current RWA methodology)
•RBNZ capital announcement expected to be finalised late 2019
•APRA advised that it will be reviewing its current approach to risk-weighting ADI’s equity exposures to subsidiaries
(including NZ subsidiaries) at Level 1 later in 2019
Other
•CET1 capital ratio at 30 September 2019 will depend on 4Q19 earnings, which may be impacted by the risks
described in Westpac’s 2019 Interim Results announcement (including changes in remediation provisions or
potential fines and penalties)
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Capital considerations
4
Capital considerations

CET1 capital ratio 10.5% at 30 June 2019
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
1 Internationally comparable methodology aligns with the APRA study titled ‘International Capital Comparison Study’ dated 13 July 2015. 2 APRA’s revision to the calculation of RWA for Australian residential mortgages,
which came into effect on 1 July 2016.
CET1 capital ratio (%) and CET1 capital ($bn)
(APRA basis)

Capital ratios (%)
Capital
5
Sep-18 Mar-19 Jun-19
CET1 capital ratio 10.6 10.6 10.5
Additional Tier 1 capital 2.2 2.2 2.2
Tier 1 capital ratio 12.8 12.8 12.7
Tier 2 capital 1.9 1.8 1.8
Total regulatory capital ratio 14.7 14.6 14.5
Risk weighted assets (RWA)

($bn) 425 420 422
Leverage ratio 5.8 5.7 5.7
Internationally comparable ratios
1

Leverage ratio (internationally comparable) 6.5 6.4 6.3
CET1 capital ratio (internationally
comparable)
16.1 16.2 15.9
38
37
39
38
40
41
43
42
44
44
45
44
45
44
10.5
10.1
9.5
9.3
10.0
10.0
10.6
10.1
10.5
10.4
10.6
10.4
10.6
10.5
0
2
4
6
8
10
12
15
20
25
30
35
40
45
50
55
Mar-16
Jun-16
Sep-16
Dec-16
Mar-17
Jun-17
Sep-17
Dec-17
Mar-18
Jun-18
Sep-18
Dec-18
Mar-19
Jun-19
Westpac CET1 capital (lhs, $bn)
Westpac CET1 capital ratio (rhs, %)
$bn %
APRA industry
guidelines 10.5%
unquestionably strong
Impact of APRA’s
changes to
mortgage RWA
2

CET1 capital and RWA movements
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Credit RWA movements ($bn)

RWA movements ($bn)
1
CET1 capital ratio (%)
1
6
425.4
419.8
3.9
2.6
0.4
422.2
(0.3)
(4.3)
Sep-18Mar-19Credit RiskMarket
risk
IRRBBOperational
risk
OtherJun-19
362.7
362.8
0.8
2.0
1.1 366.7
Sep-18Mar-19Business
growth
Credit quality
& portfolio
mix
Mark-to-
market
Jun-19
10.6
10.6
0.4 10.5
(0.5)
Sep-18
APRA
Mar-19
APRA
Interim Dividend
(net of DRP)
OtherJun-19
APRA
Up $2.3bn or 0.6%
Up $3.9bn or 1.1%
3Q19 earnings, RWA movements,
including operational risk, and other
capital movements
Interim dividend partly offset
by higher DRP participation
1 Chart may not add due to rounding.
Capital

Raised $28bn in new term funding to 30 June 2019
7
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
1 Based on residual maturity and FX spot currency translation. Includes all debt issuance with contractual maturity greater than 13 months excluding US Commercial Paper and Yankee Certificates of Deposit. 2 Contractual maturity date for hybrids
and callable subordinated instruments is the first scheduled conversion date or call date for the purposes of this disclosure. 3 Perpetual sub-debt has been included in >FY25 maturity bucket. Maturities exclude securitisation amortisation. 4 Tenor
excludes RMBS and ABS. 5 WAM is weighted average maturity.
33
31
42
37
32
28
5
30
32
25
18
23
6
24
FY14FY15FY16FY17FY18
YTD
Jun 19
4Q19
FY20FY21FY22FY23FY24FY25
>FY25
Covered bondHybridSenior/SecuritisationSub debt
Issuance Maturities
Term debt issuance and maturity profile
1,2,3
($bn)
2
1
8
7
6
17
7
14
1
30
38
43
43
46
37
FY17FY18YTD
Jun 19
>5years
5 years
4 years
3 years
2 years
1 year
5.8yrs
New term issuance by tenor
2,4
(%)
6.5yrs
WAM
5
New term issuance by type (%) New term issuance by currency (%)
66
73
57
18
13
28
5
5
10
4
5
5
8
4
FY17FY18YTD
Jun 19
Sub debt
Hybrid
Securitisation
Covered bond
Senior unsecured
7
15
4
22
21
25
49
32
20
21
32
51
FY17FY18YTD
Jun 19
AUD
USD
EUR
Other
Funding and Liquidity
Chart may not add to 100 due to rounding.
Chart may not add to 100 due to rounding. Chart may not add to 100 due to rounding.
5.0yrs
3Q19 funding and liquidity highlights
•LCR 137% (average for 3Q19) spot LCR 128%
(134% average for 2Q19, spot 138% at 31 March
2019)
•NSFR 111% (113% at 31 March 2019)
•Well progressed on FY19 term funding plan, with
$28bn issued by end June 2019
•Higher proportion of AUD term issuance in FY19
reflects strong liquidity and demand in the
Australian market relative to prior years
•Issued a further $4bn in July 2019, including a
US$2.25bn Tier 2 capital transaction

Well provisioned, credit quality remains sound
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
1 Reflects impact of transition to AASB 9 which increased impairment provisions by $989m effective 1 October 2019.
1,461
1,470
1,364
867
669
869
480
422
433
438
2,607
2,408
2,196
2,225
2,275
2,344
2,316
2,330
3,333
3,398
346
363
389
389
388
389
323
301
229
229
4,414
4,241
3,949
3,481
3,332
3,602
3,119
3,053
3,995
4,065
Sep-11Sep-12Sep-13Sep-14Sep-15Sep-16Sep-17Sep-18Mar-19Jun-19
Overlay
Collectively assessed provisions
Individually assessed provisions
Sep-18 Mar-19 Jun-19
Total provisions to gross loans
1
(bps) 43 56 56
Impaired asset provisions to impaired assets (%) 46 46 44
Collectively assessed provisions to credit RWA
1
(bps) 73 98 99
Movement in stress categories (bps)
Stressed exposures as a % of TCE Total impairment provisions ($m)
8
Credit quality
0.62
0.58
0.44
0.27
0.20
0.15
0.14
0.17
0.18
0.41
0.35
0.31
0.26
0.25
0.34
0.39
0.43
0.49
1.45
1.24
0.85
0.71
0.54
0.56
0.55
0.50
0.53
2.48
2.17
1.60
1.24
0.99
1.05
1.08
1.10
1.20
Sep-11Sep-12Sep-13Sep-14Sep-15Sep-17Sep-18Mar-19Jun-19
Watchlist and substandard
90+ day past due and not impaired
Impaired
108
3
4 (2)
(3)
110
1
6
(2)
5
120
Sep-18
Impaired
90+ dpd not
impaired
Substandard
Watchlist
Mar-19
Impaired
90+ dpd not
impaired
Substandard
Watchlist
Jun-19
1

Australian consumer unsecured lending, 3% of Group loans
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Australian unsecured portfolio 90+ day delinquencies (%)
Australian unsecured portfolio ($bn)
9
0.0
1.0
2.0
3.0
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18Dec-18
Jun-19
Credit cardsPersonal loansAuto Finance
Introduced new hardship treatment
Australian consumer unsecured lending
portfolio
Sep-18 Mar-19 Jun-19
Lending $21.1bn $20.7bn $20.3bn
30+ day delinquencies

(%) 3.65 4.08 4.13
90+ day delinquencies

(%) 1.73 1.87 1.91
Consumer unsecured delinquencies up 4bps due to portfolio contraction, temporary
changes to collections operations partly offset by an improvement in Auto Finance
arrears, driven by increased collections activities earlier in the year
9.2
4.5
7.4
21.1
9.2
4.4
7.1
20.7
9.1
4.3
6.9
20.3
Credit cardsPersonal loansAuto loans
(consumer)
Total consumer
unsecured
Sep-18Mar-19Jun-19
Credit quality
0.5
1.5
2.5
3.5
4.5
Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18Dec-18
Jun-19
Total 90+day delinquenciesTotal 30+ day delinquencies
Introduced new hardship treatment
Australian unsecured portfolio delinquencies (%)

0.0
0.5
1.0
1.5
2.0
Jun-15Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18Dec-18Jun-19
90+ day past due total90+ day past due investor
30+ day past due totalLoss rates
0.0
0.5
1.0
1.5
2.0
2.5
Jun-15Dec-15Jun-16Dec-16Jun-17Dec-17Jun-18Dec-18Jun-19
NSW/ACTVIC/TAS
QLDWA
SA/NTALL
Australian mortgage portfolio performance
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Australian mortgages 90+ day delinquencies by State (%)
Australian mortgage portfolio delinquencies (%)
Australian mortgage portfolio Sep-18 Mar-19 Jun-19
30+ day delinquencies

(bps) 140 159 174
90+ day delinquencies

(bps) (inc. impaired mortgages) 72 82 90
Consumer properties in possession 396 482 550
Mortgage loss rate annualised (bps)
1
2 2 2
•Increase in mortgage delinquencies reflects an increase in stress and ongoing weak
housing market activity causing existing 90+ day exposures to remain in collections
for longer
•A greater proportion of P&I loans in the portfolio is also contributing to a higher
delinquency profile
•NSW delinquencies higher at 71bps, but remain below the portfolio average
•Seasoning of the RAMS portfolio contributed to the rise in delinquencies over the
quarter, as this portfolio has a higher delinquency profile
•Properties in possession continue to be mostly in WA and Qld
10
Introduced new hardship treatment
Credit quality
Introduced new hardship treatment
0.89
0.77
0.82
0.76
0.00
0.20
0.40
0.60
0.80
0
1
2
3
4
5
6
Peer 1Peer 2Peer 3Westpac
Impaired assets (lhs)
Past due loans ≥90
days (lhs)
Total as a %
residential mortgage
exposures (rhs)
Major banks’ total residential mortgage impaired and past
due loans ≥ 90days ($bn and %)
2
1 Mortgage loss rate is for the 6 months ending. 2 Source: Pillar 3 Reports, based on APRA Residential Mortgage classification. Exposure is on and off balance sheet exposure at default. Data as at 30 June 2019.
$bn %

Appendix 1: Definitions – Capital and liquidity
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
11
Appendix and Disclaimer
Capital
Capital ratios
As defined by APRA (unless stated otherwise)
Internationally
comparable
ratios
Internationally comparable regulatory capital ratios are Westpac’s
estimated ratios after adjusting the capital ratios determined under APRA
Basel III regulations for various items. Analysis aligns with the APRA study
titled “International capital comparison study” dated 13 July 2015
Leverage ratio
As defined by APRA (unless stated otherwise). Tier 1 capital divided by
‘exposure measure’ and expressed as a percentage. ‘Exposure measure’
is the sum of on-balance sheet exposures, derivative exposures, securities
financing transaction exposures and other off-balance sheet exposures
Risk weighted
assets or RWA
Assets (both on and off-balance sheet) are risk weighted according to each
asset’s inherent potential for default and what the likely losses would be in
case of default. In the case of non-asset-backed risks (i.e . market and
operational risk), RWA is determined by multiplying the capital requirements
for those risks by 12.5
Liquidity
Committed
liquidity facility
(CLF)
The RBA makes available to Australian Authorised Deposit-taking
Institutions a CLF that, subject to qualifying conditions, can be accessed to
meet LCR requirements under APS210 Liquidity
High quality
liquid assets
(HQLA)
Assets which meet APRA’s criteria for inclusion as HQLA in the numerator
of the LCR
Liquidity
coverage ratio
(LCR)
An APRA requirement to maintain an adequate level of unencumbered high
quality liquid assets, to meet liquidity needs for a 30 calendar day period
under an APRA-defined severe stress scenario. Absent a situation of
financial stress, the value of the LCR must not be less than 100%, effective
1 January 2015. LCR is calculated as the percentage ratio of stock of
HQLA and CLF over the total net cash out-flows in a modelled 30 day
defined stressed scenario
Net stable
funding ratio
(NSFR)
The NSFR is defined as the ratio of the amount of available stable funding
(ASF) to the amount of required stable funding (RSF) defined by APRA.
The amount of ASF is the portion of an ADI’s capital and liabilities expected
to be a reliable source of funds over a one year time horizon. The amount
of RSF is a function of the liquidity characteristics and residual maturities of
an ADI’s assets and off-balance sheet activities. ADI’s must maintain an
NSFR of at least 100%

Appendix 1: Definitions – Credit quality
Westpac Group 3Q19 Capital, Funding and Credit Quality Update
12
Appendix and Disclaimer
Impaired
assets
Includes exposures that have deteriorated to the point where full collection
of interest and principal is in doubt, based on an assessment of the
customer’s outlook, cashflow, and the net realisation of value of assets to
which recourse is held and includes:
•facilities 90 days or more past due, and full recovery is in doubt:
exposures where contractual payments are 90 or more days in arrears
and the net realisable value of assets to which recourse is held may not
be sufficient to allow full collection of interest and principal, including
overdrafts or other revolving facilities that remain continuously outside
approved limits by material amounts for 90 or more calendar days;
•non-accrual assets: exposures with individually assessed impairment
provisions held against them, excluding restructured loans;
•restructured assets: exposures where the original contractual terms
have been formally modified to provide for concessions of interest or
principal for reasons related to the financial difficulties of the customer;
•other assets acquired through security enforcement (includes other real
estate owned): includes the value of any other assets acquired as full
or partial settlement of outstanding obligations through the enforcement
of security arrangements; and
•any other assets where the full collection of interest and principal is in
doubt
Stressed assets
Watchlist and substandard, 90 days past due and not impaired and
impaired assets
Total committed
exposures
(TCE)
Represents the sum of the committed portion of direct lending (including
funds placement overall and deposits placed), contingent and pre-
settlement risk plus the committed portion of secondary market trading and
underwriting risk
Watchlist and
substandard
Loan facilities where customers are experiencing operating weakness and
financial difficulty but are not expected to incur loss of interest or principal
90 days past
due and not
impaired
Includes facilities where:
•contractual payments of interest and / or principal are 90 or more
calendar days overdue, including overdrafts or other revolving facilities
that remain continuously outside approved limits by material amounts
for 90 or more calendar days (including accounts for customers who
have been granted hardship assistance); or
•an order has been sought for the customer’s bankruptcy or similar legal
action has been instituted which may avoid or delay repayment of its
credit obligations; and
•the estimated net realisable value of assets / security to which Westpac
has recourse is sufficient to cover repayment of all principal and interest,
or where there are otherwise reasonable grounds to expect payment in
full and interest is being taken to profit on an accrual basis
Collectively
assessed
provisions
(CAPs)
Loans not found to be individually impaired or significant will be collectively
assessed in pools of similar assets with similar risk characteristics
Individually
assessed
provisions
(IAPs)
Provisions raised for losses that have already been incurred on loans that
are known to be impaired and are assessed on an individual basis. The
estimated losses on these impaired loans is based on expected future cash
flows discounted to their present value and, as this discount unwinds,
interest will be recognised in the income statement

Westpac Group 3Q19 Capital, Funding and Credit Quality Update
Investor Relations Team
13
Contact us

Investor Relations Team
Nicole Mehalski

Director
+61 2 8253 1667
nicole.mehalski@westpac.com.au
Andrew Bowden

Head of Investor Relations
+61 2 8253 4008
andrewbowden@westpac.com.au
Louise Coughlan

Director
+61 2 8254 0549
lcoughlan@westpac.com.au
Jacqueline Boddy

Director (Debt Investor Relations)
+61 2 8253 3133
jboddy@westpac.com.au
Rebecca Plackett

Senior Manager
+61 2 8253 6556
rplackett@westpac.com.au
Danielle Stock

Senior Manager
+61 2 8253 0922
danielle.stock@westpac.com.au
Or email: investorrelations@westpac.com.au

www.westpac.com.au/investorcentre
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Prior financial results

Disclaimer
The material contained in this presentation is intended to be general background information on Westpac Banking Corporation (Westpac) and its activities.
The information is supplied in summary form and is therefore not necessarily complete. It is not intended that it be relied upon as advice to investors or potential investors, who
should consider seeking independent professional advice depending upon their specific investment objectives, financial situation or particular needs. The material contained in
this presentation may include information derived from publicly available sources that have not been independently verified. No representation or warranty is made as to the
accuracy, completeness or reliability of the information.
All amounts are in Australian dollars unless otherwise indicated.
Unless otherwise noted, financial information in this presentation is presented on a cash earnings basis. Cash earnings is a non-GAAP measure. Refer to Westpac’s 2019
Interim Financial Results (incorporating the requirements of Appendix 4D) for the six months ended 31 March 2019 available at www.westpac.com.au for details of the basis of
preparation of cash earnings.
This presentation contains statements that constitute “forward-looking statements” within the meaning of Section 21E of the US Securities Exchange Act of 1934. Forward-
looking statements are statements about matters that are not historical facts. Forward-looking statements appear in a number of places in this presentation and include
statements regarding Westpac’s intent, belief or current expectations with respect to Westpac’s business and operations, market conditions, results of operations and financial
condition, including, without limitation, future loan loss provisions, financial support to certain borrowers, indicative drivers, forecasted economic indicators and performance
metric outcomes.
Words such as ‘will’, ‘may’, ‘expect’, ‘intend’, ‘seek’, ‘would’, ‘should’, ‘could’, ‘continue’, ‘plan’, ‘estimate’, ‘anticipate’, ‘believe’, ‘probability’, ‘risk’, ‘aim’, or other similar words
are used to identify forward-looking statements. These forward-looking statements reflect Westpac’s current views with respect to future events and are subject to change,
certain risks, uncertainties and assumptions which are, in many instances, beyond Westpac’s control, and have been made based upon management’s expectations and
beliefs concerning future developments and their potential effect upon Westpac. There can be no assurance that future developments will be in accordance with Westpac’s
expectations or that the effect of future developments on Westpac will be those anticipated. Actual results could differ materially from those which Westpac expects, depending
on the outcome of various factors. Factors that may impact on the forward-looking statements made include, but are not limited to, those described in the section titled ‘Risk
factors' in Westpac’s 2019 Interim Financial Results (incorporating the requirements of Appendix 4D) for the six months ended 31 March 2019 (or Annual Report for the year
ended 30 September 2018) available at www.westpac.com.au
. When relying on forward-looking statements to make decisions with respect to Westpac, investors and others
should carefully consider such factors and other uncertainties and events. Westpac is under no obligation to update any forward-looking statements contained in this
presentation, whether as a result of new information, future events or otherwise, after the date of this presentation.


Westpac Group 3Q19 Capital, Funding and Credit Quality Update
14