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RESERVE BANK OF AUSTRALIA

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

Table 2.1: Australian-owned Banks' Claims on the Euro Area Ultimate risk basis, as at end March 2012
  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
Table 2.2: Banks' Liquid Assets Domestic books, excludes interbank deposits
  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  
Table 2.3: Assets of Domestic Funds Management Institutions
As at end June 2012
  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
Table 3.1: Major Banks' Business Lending Exposures as at end March 2012(a)
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
Table A1: Offshore Short-term Debt Funding of Banks in Australia(a) August 2012, share of total
(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
Table A2: Bank Funding Structures in Selected Countries(a) June 2012, per cent
  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