June 2021 Pillar 3 & 3Q21 Chart Pack

JUNE 2021 BASEL III PILLAR 3 / 3Q21 CHART PACK
2021
18 AUGUST 2021
Approved for distribution by ANZ’s Continuous Disclosure Committee
Australia and New Zealand Banking Group Limited 9/833 Collins Street Docklands Victoria 3008 Australia
ABN 11 005 357 522
This document should be read in conjunction with ANZ Basel III Pillar 3 Disclosure as at June 2021 (APS 330: Public disclosure)

OVERVIEW
THIRD QUARTER FY2021 (PERIOD ENDED 30 JUNE 2021)
1
1.Collective Provision balance as a % of Credit Risk Weighted Assets
2.July/August 2021. Data to 10 August 2021
3.As at 30 June 2021
4.Principal & Interest loans comprised 88%of the Australian home loan portfolio as at 30 June 2021
Capital (Slide 2)
•Group CET1 ratio (APRA Level 2) 12.2%
•The recently announced $1.5b on-market buy-back which commenced on 4 August, is expected to reduce ANZ’s CET1 ratio by ~35bps
Provision Charge outcomes and Balance sheet movement (third quarter) (Slides 3-7)
•Total Provision release of $32m; including Individual Provision charge of $21m, Collective Provision release of $53m
•3Q21 annualised Individual Provision loss rate 1bp (1H21 annualised IP loss rate 6bps; 2H20 annualised IP loss rate 13 bps)
•Provision balance $4.25b, ($4.29b at Mar-21); Collective Provision coverage ratio 1.24%
1
(Mar-21: 1.25%)
•Exposure At Default (EAD) +$40b (+4%), primarily reflects increased Sovereign exposures (+$34b)
•Risk Weighted Assets +1%, largely driven by increased IRRBB. Credit RWA broadly stable; increases from FX, volume & methodology offset by reductions in risk and CVA
Customer loan repayment deferral support as a result of current lockdowns
2
•Australia Housing Loan portfolio-Deferrals provided on ~1,300 loans (~$600m of loans on a total housing loan portfolio of ~$280b
3
, ~0.2% of housing portfolio by FUM).
Current deferrals are equivalent to ~1% of total deferrals provided in the prior 2020/2021 deferral period
•Australia Business Lending-Deferrals provided on ~50 loans (~$17m by EAD on a total business loan portfolio of ~$70b
3
EAD, <0.3% of total business loans by EAD).
Current loan deferrals are well below the ~24,000 business loans provided with repayment deferrals in the prior 2020/2021 deferral period
•~80% of the housing and business loan deferrals are on loans in NSW
Australian Mortgage Portfolio (Slide 8)
•The Australian Home Loan balance sheet reduced by $0.3b in 3Q21, with $16.2b increase in lending (prior quarter averages: 1H21 ~$18b; 2H20 ~$20b; 1H20 ~$13b)
offset by $16.5b in paydowns(prior quarter averages: 1H21 ~$15b; 2H20 ~$14b; 1H20 ~$13b)
•Paydownrate is higher than in prior periods, driven by ongoing shift to principal and interest loans
4
; as well as customers accelerating their principal reduction, by
increasing their offset balances and paying more than their required minimum payments
•Actions underway to address elevated refinance out and improving turnaround times, including adding Assessment resources, process simplification and automation

CAPITAL
APRA LEVEL 2 CET1 RATIO -CAPITAL MOVEMENT
%
2
Basel III APRA Level 2 CET1Mar-21Jun-21
Common Equity Tier 1 Capital (AUD m)50,786 50,245
Total Risk Weighted Assets (AUD m)408,166 412,210
Common Equity Tier 1 Capital Ratio12.4%12.2%
Basel III APRA Level 1 CET1Mar-21Jun-21
Common Equity Tier 1 Capital (AUD m)45,85445,424
Total Risk Weighted Assets (AUD m)374,939 377,876
Common Equity Tier 1 Capital Ratio12.2%12.0%
0.23
Organic Cap
Gen & Other
Mar-21Dividend
(DRP Neutralised)
12.2
Jun-21
12.4
-0.48
1. ‘Other’ (~-12 bps): Mainly due to Available for Sale portfolio movement and deferred taxes (ex. provision related). Also includes one-off impacts from RWA modelling changes
Q3 earnings offset by
modest RWA growth
during the quarter,
capital deduction
movements and other
impacts
1

PROVISIONS
TOTAL PROVISION CHARGE
LOSS RATES (ANNUALISED)
$m
3
220
210
160
183
186
258
165
1,097
236
433
164
194
140
461
264
131
-173
-505
-4
-341
1Q183Q18
-18
2Q184Q18
237
-39
-24
3Q20
-30
159
1Q19
43
1,558
2Q19
-53
-49
3Q19
53
4Q19
-32
-49
564
1Q202Q204Q20
206
23
1Q212Q213Q21
209
202
121
21
193
116
-150
500
156
Collective Provision chargeIndividual Provision (IP) charge
Bps1Q182Q183Q184Q181Q192Q193Q194Q191Q202Q203Q204Q201Q212Q213Q21
IP15141112121317911291781111
Total1414811101514137983135-10-22-2

COLLECTIVE PROVISION BALANCE
COLLECTIVE PROVISION BALANCE & COVERAGE
$m
4
1.Collective Provision balance as a % of Credit Risk Weighted Assets
CP BALANCE BY DIVISION
CP BALANCE BY PORTFOLIO
2,579
2,523
3,378
3,272
4,490
4,312
3,539
3,502
696
746
745
0.75%0.75%
0.98%
0.94%
1.17%
1.39%
1.25%
1.24%
Sep-19Mar-18Sep-18
4,501
0
4,247
Mar-20Mar-19
11
104
Sep-20Mar-21Jun-21
3,3783,376
5,008
4,285
CP Balance (AASB139)CP Coverage
1
Additional overlaysModelled ECL
$bMar-19Sep-19Mar-20Sep-20Mar-21Jun-21
Australia Retail &
Commercial
1.831.802.322.852.332.26
Institutional
1.131.171.591.511.361.39
New Zealand
0.370.370.540.570.510.51
Pacific
0.040.040.050.080.080.09
$bMar-19Sep-19Mar-20Sep-20Mar-21Jun-21
Corporate1.591.622.222.302.132.13
Specialised0.180.190.290.320.280.27
ResidentialMortgage0.490.520.811.060.780.74
Retail (ex Mortgages)1.050.971.101.251.041.03
Sovereign / Banks0.070.080.080.080.060.08

RISK WEIGHTED ASSETS (RWA) & EXPOSURE AT DEFAULT (EAD)
RWA BY CATEGORY
1
EAD COMPOSITION
2
$b
$b
5
1.Institutional RWAs are inclusive of Corporate Banking
2.EAD excludes Securitisation and Other assets whereas CRWA is inclusive as per APS 330
202
198
201
202
208
202
200
199
141
139
144
156
178
157
142
143
16
16
15
22
19
23
37
38
38
47
48
48
47
47
12
Mar-19Mar-18Sep-18
13
Sep-19Mar-20Sep-20Mar-21Jun-21
396
449
391
396
417
429
408
412
CRWA (ex. Insto)CRWA (Insto)Mkt. & IRRBB RWAOp-RWA
7%
968
35%
1,045
5%
Mar-18
4%
977
41%
38%
5%
20%
5%
5%
27%
21%
25%
4%
24%
40%
28%
4%
38%
6%
Sep-18
27%
39%
21%
28%
4%
4%
4%
6%
Mar-19
944
Jun-21
21%
1,085
30%
4%
Sep-19
30%
5%
1,075
Mar-20
39%
23%
28%
Sep-20
39%
4%
Mar-21
930
1,010
27%
26%
Retail (QRR & Other Retail)Residential Mortgage
Specialised LendingSovereign & Bank
Corporate
Other

CREDIT RISK WEIGHTED ASSETS MOVEMENT
CRWA MOVEMENT –TOTAL GROUP
$b
6
360.0
341.9
342.2
3.5
1.4
0.9
0.9
FX
-3.4
-7.2
Mar-21Model / Method.Sep-20FX
-2.2
CVA (incl.
Hedges)
Volume / Mix
-0.7
RiskCVA (incl.
Hedges)
Volume / MixRiskModel / Method.Jun-21
-4.1
-6.9
CREDIT RWA & EAD MOVEMENT
-0.1
-1.0
1.5
5.4
28.8
-1.3
Residential
Mortgage
(Housing)
CorporateSovereign
& Bank
Other
0.00.1
$b (Jun-21 movement vs Mar-21) FX Adjusted
Credit RWAEAD

CREDIT QUALITY
GROSS IMPAIRED ASSETS BY DIVISION
1,3
IMPAIRED LOANS / FACILITIES BY PORTFOLIO
3
$b
$b
90+ DAYS PAST DUE LOANS
4
%
7
1.Excluding unsecured 90+ days past due;
2.Other includes Retail Asia & Pacific and Australia Wealth;
3.Impaired loans / facilities include restructured items in which the original contractual terms have been modified for reasons related to the financial difficulties of the customer. Restructuring may consist of reduction of interest,
principal or other payments legally due, or an extension in maturity materially beyond those typically offered to new facilitieswith similar risk;
4.As a % of Exposure at Default
0.62
0.61
0.68
0.79
0.74
0.77
0.61
0.59
0.56
0.62
0.67
0.72
0.84
1.00
0.930.93
Sep-18Mar-18Mar-19Mar-20Sep-20Sep-19Mar-21Jun-21
Total Group Residential MortgageRetail (Pillar 3 QRR & Other Retail categories)
0.34%
0.35%0.35%
0.33%
0.39%
0.40%0.40%
0.34%
2.0
1.0
0.0
3.0
0.5
1.5
2.5
2.1
Mar-18Mar-19Sep-18
2.2
Mar-20Sep-19Sep-20Jun-21
2.5
Mar-21
2.0
2.1
2.0
2.6
2.5
AustraliaInstitutionalNew ZealandOther
2
% of GLA
2
0
1
3
2.2
Mar-19Sep-18
2.5
2.7
Sep-19Mar-20Mar-18Sep-20Mar-21Jun-21
2.3
2.3
2.1
2.5
2.2
Corporate
Residential Mortgage
Qualified Revolving Retail
Other Retail
Specialised Lending

AUSTRALIA HOME LOAN PORTFOLIO
HOME LOAN FUM COMPOSITION
1,2
LOAN BALANCE & LENDING FLOWS
1
$b
$b
ANZ HOME LOAN GROWTH
3
3 month annualised (%)
8
1.Based on Gross Loans and Advances. Includes Non Performing Loans
2.The current classification of Investor vs Owner Occupied is based on ANZ’s product category, determined at origination as advised by the customer and the ongoing precision relies primarily on the customer’s obligation to
advise ANZ of any change in circumstances
3.Source: APRA Monthly Banking Statistics (MBS) and Monthly AuthorisedDeposit-taking Institution Statistics (MADIS). Mar-18 to Mar-19 based on MBS, thereafter MADIS
280.6
280.3
12.6
3.8
Net OFI RefiMar-21New Sales
excl. Refi-In
Redraw &
Interest
Repay / OtherJun-21
-0.2
-16.5
146
156
161
164
168
180
186
186
44
49
52
54
57
60
62
62
29
22
17
14
10
43
37
31
26
22
21
22
21
9
Jun-21
5
Sep-18
269
Mar-18
8
8
7
Mar-19
7
Sep-19Mar-20
8
6
Sep-20
6
Mar-21
280
5
6
271
272
265
264
275
281
Inv P&IOO P&IOO I/OEquity ManagerInv I/O
0
-5
5
10
15
Mar-
21
Jun-
18
Sep-
18
Dec-
18
Mar-
18
Mar-
20
Mar-
19
Jun-
19
Sep-
19
Dec-
19
Jun-
20
Sep-
20
Dec-
20
Jun-
21
APRA System Total HousingANZ Total Housing

CREDIT QUALITY
CONSUMER PORTFOLIO
1,2,3
COMMERCIAL PORTFOLIO
4,5
90+ Days Past Due as a % of Total Portfolio Balances
AUSTRALIA COMMERCIAL 90+ Days Past Due
1
as a % of Total Portfolio Balances
90+ DAYS PAST DUE
9
1.Includes Non Performing Loans
2.ANZ delinquencies are calculated on a missed payment basis for amortisingand Interest Only loans
3.Australia Home Loans 90+ excludes eligible Home Loans accounts that had requested COVID-19 assistance but due to delays in processing had not had the loan repayment deferral applied to the account
4.Australia Commercial includes Business Banking and Small Business Banking
5.NZ Commercial is inclusive of Agri (previously shown as a separate series)
0.5
0.0
3.5
1.0
2.0
1.5
2.5
3.0
4.0
4.5
5.0
Mar-
17
Sep-
17
Mar-
18
Sep-
18
Mar-
19
Sep-
19
Mar-
20
Sep-
20
Mar-
21
Jun-
21
2.0
1.5
2.5
3.0
3.5
4.0
4.5
5.0
1.0
Sep-
20
Mar-
17
Sep-
17
Mar-
18
Sep-
18
Mar-
19
Sep-
19
Mar-
20
Mar-
21
Jun-
21
Australia Home LoansAustralia Consumer CardsNZ Home LoansAustralia Personal Loans
0.6
0.0
0.2
0.4
0.8
1.0
Mar-
20
Mar-
17
Mar-
19
Sep-
18
Sep-
17
Mar-
18
Sep-
19
Sep-
20
Mar-
21
Jun-
21
NZ COMMERCIAL 90+ Days Past Due as a % of Total Portfolio Balances

AUSTRALIA RETAIL & COMMERCIAL -STATE BASED EXPOSURES
HOME LOANS -COMPOSITION OF PORTFOLIOCOMMERCIAL –COMPOSITION OF PORTFOLIO
HOME LOANS –90+ DAYS PAST DUE
1,2,3
% of Total Balances
% OF EXPOSURE AT DEFAULT (EAD)
%
1.Includes Non Performing Loans
2.ANZ delinquencies are calculated on a missed payment basis for amortisingand Interest Only loans
3.90+ excludes eligible Home Loans accounts that had requested COVID-19 assistance but due to delays in processing had not had the loan repayment deferral applied to the account
10
2.0
0.0
1.0
0.5
1.5
2.5
VIC & TASNSW & ACTQLDWASA & NTPortfolio
Mar-16Mar-15Mar-19Mar-17Mar-18Mar-20Jun-20Mar-21Jun-21
33%
34%34%
33%
33%33%
15%
15%15%
13%
12%12%
6%
Mar-20
6%
Jun-21
6%
Mar-21
QLDVIC/TASNSW/ACTSA/NTWA
COMMERCIAL –EXPOSURE BY INDUSTRY
Jun-21
25%
25%
27%
19%
20%
14%
5%
28%
26%
28%
6%
7%
6%
Total Aus.
8%
9%
8%
7%
VIC
9%
NSW
5%
9%
9%
Other Industries
Health & Community Services
Accom. Cafes & Restaurants
Retail Trade
Other Property & Bus. Services
Agri., Forestry & Fishing
Comm. Property & Construct.
~50% of total Australia Commercial EAD
27%27%27%
26%
25%
26%
15%
15%
14%
14%14%14%
11%
8%8%
Mar-20
10%
8%
Mar-21
11%
Jun-21
VIC/TASNSW/ACTQLDSA/NTWAOther

FURTHER INFORMATION
11
EquityInvestors
Jill Campbell
GroupGeneral Manager
Investor Relations
+61 3 8654 7749
+61 412 047 448
jill.campbell@anz.com
Cameron Davis
Executive Manager
Investor Relations
+61 3 8654 7716
+61 421613 819
cameron.davis@anz.com
Harsh Vardhan
Senior Manager
Investor Relations
+61 3 8655 0878
+61 466 848 027
harsh.vardhan@anz.com
Retail InvestorsDebt Investors
Michelle Weerakoon
Manager Shareholder
Services & Events
+61 3 8654 7682
+61 411 143 090
michelle.weerakoon@anz.com
Scott Gifford
Head of Debt Investor
Relations
+61 3 8655 5683
+61 434 076 876
scott.gifford@anz.com
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