Financial Stability Review – October 2015 List of tables

Chapters

  • Table 1.1: Advanced Economy Banks' International Exposures(a)
  • Table 3.1: Australian-owned Banks' International Exposures
  • Table 3.2: Components of the Liquidity Coverage Ratio(a)
  • Table 3.3: Banks' Half-yearly Profit Results(a)
  • Table 3.4: Characteristics of RMBS Issuance
  • Table C.1: Mortgage Risk-weights Under the Standardised Approach to Credit Risk
Table 1.1: Advanced Economy Banks' International Exposures(a)
Claims by BIS reporting banks, ultimate risk basis, March 2015
Share of global consolidated assets (per cent)
Euro area(b) Japan United Kingdom(b) United States
Emerging Asia and Pacific 1.1 3.5 4.8 2.3
China 0.4 0.8 1.8 0.6
India 0.2 0.3 0.7 0.5
Indonesia 0.0 0.3 0.2 0.1
Malaysia 0.0 0.2 0.5 0.1
South Korea 0.2 0.6 0.7 0.6
Thailand 0.0 0.8 0.1 0.1
Asian Offshore Financial Centres 0.5 1.3 4.3 0.8
Hong Kong 0.2 0.7 3.3 0.4
Singapore 0.3 0.5 0.9 0.4
Emerging Europe 2.9 0.3 0.5 0.5
Russia 0.3 0.1 0.1 0.1
Turkey 0.5 0.1 0.3 0.1
Latin America and Caribbean 1.8 0.8 1.2 1.5
Brazil 0.7 0.4 0.6 0.5
Mexico 0.6 0.2 0.4 0.7
Africa and Middle East 0.6 0.4 1.9 0.5

(a) Regional totals for emerging markets are equivalent to the BIS totals for ‘developing’ economies; selected individual economy exposures do not sum to regional totals
(b) Global consolidated assets are as at 30 June 2014

Sources: BIS; BoJ; ECB; FDIC
Table 3.1: Australian-owned Banks' International Exposures
Ultimate risk basis, June 2015
Value Share of international exposures Share of global consolidated assets
$ billion Per cent Per cent
New Zealand 330 35 9
Asia(a) 183 19 5
– China 45 5 1
United Kingdom 176 19 5
United States 140 15 4
Europe 58 6 1
– Greece 0 0 0
Other 59 6 2
Total 945 100 24

(a) Asia includes offshore centres Hong Kong and Singapore

Sources: APRA; RBA
Table 3.2: Components of the Liquidity Coverage Ratio(a)
All currencies; June 2015
Value Share of consolidated assets
$ billion Per cent
Net cash outflows 529 14
– Cash outflows 650 17
– Cash inflows 121 3
High-quality liquid assets 376 10
Committed Liquidity Facility(b) 251 6

(a) LCR equals the sum of HQLA and CLF divided by net cash outflows. Only locally incorporated banks that are subject to the 100 per cent LCR requirement are included
(b) Amount of collateral eligible for use with the CLF

Sources: APRA; RBA
Table 3.3: Banks' Half-yearly Profit Results(a)
Consolidated global operations; $ billion
Dec 2014 June 2015 Change Average change since 2010(b)
Income
Net interest income 34.6 34.5 −0.2 0.8
Non-interest income 17.8 19.1 1.3 0.0
Expenses
Operating expenses 25.4 24.3 −1.1 −0.1
Bad and doubtful debts 1.9 2.6 0.6 −0.3
Profit
Net profit before tax 25.5 27.2 1.7 1.1
Net profit after tax and minority interests 17.5 20.2 2.7 0.9

(a) Includes all Australian-owned banks, as well as foreign subsidiaries and branches of foreign banks operating in Australia
(b) Average half-yearly change

Sources: APRA; RBA
Table 3.4: Characteristics of RMBS Issuance
At date of issuance; 2012/13–2014/15(a)
Major banks Other ADIs Non-ADIs
Average LVR 58 59 69
Per cent of loans with full documentation 100 100 83
Per cent of interest-only loans 19 21 33
Per cent of loans covered by LMI 22 97 89
Per cent of sub-AAA tranches 7 3 13

(a) For all marketed RMBS issuances with available data; weighted by loan values except per cent of sub-AAA tranches, which is based on tranche face values

Source: RBA
Table C1: Mortgage Risk-weights Under the Standardised Approach to Credit Risk
Per cent
Standard loans Non-standard loans
LVR With LMI(a) Without LMI With LMI(a) Without LMI
0–60 35 35 35 50
60.01–80 35 35 50 75
80.01–90 35 50 75 100
90.01–100 50 75 75 100
> 100.01 75 100 100 100

(a) A minimum of 40 per cent of the original loan amount must be insured

Source: APRA