Financial Stability Review – September 2012
List of tables
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Chapters
Table 2.1: Australian-owned Banks' Claims on the Euro Area
Table 2.2: Banks' Liquid Assets
Table 2.3: Assets of Domestic Funds Management Institutions
Table 3.1: Major Banks' Business Lending
Boxes
Table A1: Offshore Short-term Debt Funding of Banks in Australia
Table A2: Bank Funding Structures in Selected Countries
| Total | of which: | ||||
|---|---|---|---|---|---|
| Banks | Public sector |
Private sector |
|||
| $ billion | Per cent of assets |
Per cent of assets |
Per cent of assets |
Per cent of assets |
|
| Source: APRA | |||||
| Euro area | 48.1 | 1.6 | 0.7 | 0.3 | 0.5 |
| of which: | |||||
| Greece, Ireland, Italy, Portugal and Spain |
4.7 | 0.2 | 0.0 | 0.0 | 0.1 |
| France, Germany and the Netherlands |
38.9 | 1.3 | 0.6 | 0.3 | 0.4 |
| March 2007 | March 2009 | March 2012 | ||||
|---|---|---|---|---|---|---|
| Level $ billion |
Share(a) Per cent |
Level $ billion |
Share(a) Per cent |
Level $ billion |
Share(a) Per cent |
|
|
(a) Share of total A$ assets, subcomponents are the share of liquid assets (b) Includes notes and coins, A$ debt issued by non-residents and securitised assets (excluding self-securitised assets) Sources: ABS; APRA; RBA |
||||||
| Liquid assets | 98 | 6 | 199 | 8 | 270 | 10 |
| Commonwealth Government & semi-government securities |
6 | 6 | 29 | 15 | 82 | 30 |
| Short-term bank paper | 54 | 56 | 94 | 47 | 59 | 22 |
| Long-term bank paper | 9 | 10 | 42 | 21 | 79 | 29 |
| Other(b) | 28 | 29 | 33 | 17 | 50 | 18 |
| Total bank assets | 1,640 | 2,411 | 2,636 | |||
| Memo: Self-securitised assets | 0 | 142 | 178 | |||
| Six-month-ended annualised change |
||||
|---|---|---|---|---|
| Level $ billion |
Share of total Per cent |
Dec 11 Per cent |
Jun 12 Per cent |
|
|
(a) Includes superannuation funds held in the statutory funds of life insurers (b) Cash management trusts, common funds and friendly societies Source: ABS |
||||
| Superannuation funds | 1,349 | 72 | −4.6 | 12.1 |
| Life insurers(a) | 235 | 12 | −5.2 | 5.6 |
| Public unit trusts | 260 | 14 | −10.9 | −3.6 |
| Other managed funds(b) | 38 | 2 | −0.6 | 4.2 |
| Total (unconsolidated) | 1,882 | 100 | −5.6 | 8.8 |
| Of which: | ||||
| Cross investments | 382 | – | −10.2 | 5.9 |
| Total (consolidated) | 1,500 | – | −4.3 | 9.5 |
| Sector |
Share of total Per cent |
|---|---|
|
(a) June 2012 for CBA Sources: APRA; RBA; banks' Basel II Pillar 3 reports |
|
| Property | 25 |
| Utilities, telecommunications & other | 22 |
| Wholesale & retail trade | 13 |
| Agriculture, forestry & fishing | 10 |
| Manufacturing | 8 |
| Transport & storage | 7 |
| Business services | 5 |
| Construction | 4 |
| Accommodation, cafes & restaurants | 4 |
| Mining | 2 |
|
(a) Adjusted for movements in foreign exchange rates Sources: APRA; RBA |
|
| Debt securities | 5.6 |
|---|---|
| Intragroup deposits | 3.7 |
| Other deposits | 2.5 |
| Total | 11.8 |
| Wholesale funding ratio(b) |
Customer deposit funding ratio(b), (c) |
Foreign funding ratio(d) |
Loan-to-deposit ratio | |
|---|---|---|---|---|
|
(a) Funding ratios across banking systems are subject to definitional differences; certificates of deposits are classified as wholesale funding in all countries except Canada and the United States, where these instruments are eligible for deposit insurance (b) Expressed as a share of funding liabilities (total liabilities including equity less derivatives and other non-debt liabilities) (c) Customer deposits are total deposits minus deposits from banks and other monetary financial institutions (d) Gross foreign liabilities of BIS reporting banks on a locational basis, expressed as a share of total liabilities and equity; data as at 31 March 2012 Sources: APRA; BIS; Bloomberg; FDIC; OSFI; RBA; central banks |
||||
| Australia | 34 | 49 | 24 | 135 |
| Canada | 23 | 67 | 10 | 103 |
| Euro area | 23 | 41 | 15 | 110 |
| France | 20 | 32 | 19 | 110 |
| Germany | 20 | 46 | 18 | 107 |
| Japan | 21 | 72 | 12 | 73 |
| Sweden | 33 | 40 | 34 | 129 |
| Switzerland | 21 | 55 | 27 | 97 |
| United Kingdom | 24 | 59 | 48 | 138 |
| United States | 13 | 73 | 24 | 77 |


