PANEL A

Major D-SIB banks

Capital adequacy ratios

Level

Australia and New Zealand Banking Group Limited (ANZ)

Common equity (core) tier 1 ratio

Tier 1 ratio

Total capital ratio

Impaired loans/Average risk-weighted assets

Impaired loans/Equity

9.60%

11.80%

14.30%

0.65%

3.93%

Commonwealth Bank of Australia (CBA)

Common equity (core) tier 1 ratio

Tier 1 ratio

Total capital ratio

Impaired loans/Average risk-weighted assets

Impaired loans/Equity

10.60%

12.30%

14.30%

0.78%

4.90%

National Australia Bank Limited (NAB)

Common equity (core) tier 1 ratio

Tier 1 ratio

Total capital ratio

Impaired loans/Average risk-weighted assets

Impaired loans/Equity

9.77%

12.19%

14.14%

0.67%

5.44%

Westpac Banking Corporation (WBC)

Common equity (core) tier 1 ratio

Tier 1 ratio

Total capital ratio

Impaired loans/Average risk-weighted assets

Impaired loans/Equity

9.50%

11.20%

13.10%

0.56%

3.32%

Bank of Queensland Limited (BoQ)

Common equity (core) tier 1 ratio

Tier 1 ratio

Total capital ratio

Impaired loans/Average risk-weighted assets

Impaired loans/Equity

9.00%

n.a.

12.29%

0.85%

6.47%