Financial Stability Review – September 2012 List of tables

  • 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
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
Source: APRA
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
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  

(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

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
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

(a) Includes superannuation funds held in the statutory funds of life insurers
(b) Cash management trusts, common funds and friendly societies

Source: ABS

Table 3.1: Major Banks' Business Lending
Exposures as at end March 2012(a)
Sector Share of total
Per cent
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) June 2012 for CBA

Sources: APRA; RBA; banks' Basel II Pillar 3 reports

Table A1: Offshore Short-term Debt Funding of Banks in Australia(a)
August 2012, share of total
Debt securities 5.6
Intragroup deposits 3.7
Other deposits 2.5
Total 11.8

(a) Adjusted for movements in foreign exchange rates

Sources: APRA; RBA

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
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

(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