Australia and New Zealand Banking Group
Annual Report 2009

Plain-text annual report

SHAPING OUR FUTURE 2009 ANNUAL REPORT 1 Annual Report Contents Chairman’s Report Chief Executive Offi cer’s Report Chief Financial Offi cer’s Report Ten Year Summary Directors’ Report Principal Activities Result State of Aff airs Dividends Review of Operations Events since the end of the Financial Year Future Developments Environmental Regulation Directors’ Qualifi cations, Experience and Special Responsibilities Company Secretaries’ Qualifi cations and Experience Non-Audit Services Lead Auditor’s Independence Declaration Directors and Offi cers who were previously partners of the Auditor Chief Executive Offi cer/Chief Financial Offi cer Declaration Directors’ And Offi cers’ Indemnity Rounding Of Amounts Executive Offi cers’ and Employee Share Options Remuneration Report Remuneration Overview Remuneration Report Non-Executive Director Remuneration Executive Remuneration Contract Terms Copy of the Auditor’s Independence Declaration Corporate Governance Statement Shareholder Information Financial Report Income Statements Balance Sheets Statements of Recognised Income and Expense Cash Flow Statements Notes to the Financial Statements 1 Signifi cant Accounting Policies 2 Critical Estimates and Judgements Used in Applying Accounting Policies Income 3 4 Expenses 5 Compensation of Auditors 6 Current Income Tax Expense 7 Dividends 8 Earnings per Ordinary Share 9 Liquid Assets 10 Due from Other Financial Institutions 11 Trading Securities 12 Derivative Financial Instruments 13 Available-for-sale Assets 14 Net Loans and Advances 2 4 6 16 18 18 18 18 18 18 19 19 19 20 20 20 21 21 21 21 22 22 23 24 27 29 34 50 51 52 68 72 72 73 74 75 76 76 88 90 91 92 93 94 95 96 96 96 97 103 104 Notes to the Financial Statements (continued) 15 Impaired Financial Assets 16 Provision for Credit Impairment 17 Shares in Controlled Entities, Associates and Joint Venture Entities 18 Tax Assets 19 Goodwill and Other Intangible Assets 20 Other Assets 21 Premises and Equipment 22 Deposits and Other Borrowings 23 Income Tax Liabilities 24 Payables and Other Liabilities 25 Provisions 26 Bonds and Notes 27 Loan Capital 28 Share Capital 29 Reserves and Retained Earnings 30 Minority Interests 31 Capital Management 32 Assets Charged as Security for Liabilities and Collateral Accepted as Security for Assets 33 Financial Risk Management 34 Fair Value of Financial Assets and Financial Liabilities 35 Maturity Analysis of Assets and Liabilities 36 Segment Analysis 37 Notes to the Cash Flow Statements 38 Controlled Entities 39 Associates 40 41 Securitisations 42 Fiduciary Activities 43 Commitments 44 Credit Related Commitments, Guarantees, Interests in Joint Venture Entities Contingent Liabilities and Contingent Assets 45 Superannuation and Other Post Employment Benefi t Schemes 46 Employee Share and Option Plans 47 Key Management Personnel Disclosures 48 Transactions with Other Related Parties 49 Exchange Rates 50 Events Since the End of the Financial Year Directors’ Declaration Independent Auditor’s Report Financial Information Interest Spreads and Net Interest Average Margins 1 Capital Adequacy 2 Average Balance Sheet and Related Interest 3 4 Special Purpose and Off -Balance Sheet Entities 5 Leveraged Finance 6 Asset-Backed Securities Glossary of Financial Terms Alphabetical Index 105 105 108 109 110 111 111 113 113 114 114 115 116 119 121 122 122 125 126 151 158 159 161 163 164 165 167 167 168 169 173 177 181 182 183 183 184 185 186 186 189 192 193 194 195 196 200 ANZ Annual Report 2009 1 FRONT COVER // Tim Taylor had been a long-standing ANZ customer when he approached ANZ Relationship Manager, Michael Hubbard, for funding to start a new building company, Millenium Homes, with partner Andrew Quinlan. Since then, ANZ has worked closely with Tim and Andrew to gain a better understanding of their business and help them grow Millenium Homes into the highly regarded modern home building company it is today. TIM TAYLOR & ANDREW QUINLAN Millenium Homes, Toowoomba, Queensland Chairman’s Report A MESSAGE FROM ChARLES GOODE ANZ delivered a solid result in 2009 against the backdrop of the global financial crisis and a major downturn in the world economy. Our Performance ANZ’s statutory profit after tax for the year ended 30 September 2009 was $2,943 million, down 11%, reflecting higher provisions. With an increase in the weighted average number of shares of 16%, this led to a fall in earnings per share of 23%. The dividend for the year was $1.02 per share fully franked, down 25%. Excluding the impact of $829 million from one-off items, hedging timing differences and non-continuing businesses our underlying profit1 for 2009 was $3,772 million, up 10%. Underlying revenue growth of 17% was strong while costs increased by 12%, with our underlying cost-to-income ratio at 42.2%, down from 44%. Provisions were at cyclical highs with the total credit impairment charge up 46% to $3,056 million, with increases across all regions but most pronounced in New Zealand. Importantly, ANZ maintained its AA-credit rating, one of only 11 banks remaining in the world with a AA-rating. These results were achieved at a time the global financial system and the world economy came under extraordinary pressure and they reflect the very significant efforts of our management and our staff during the year. I thank them for their contribution. Capital Management During 2009 ANZ took further steps to manage its capital position and funding programs to ensure we were strongly positioned given the difficult financial and economic conditions. In May, we undertook a fully underwritten $2.5 billion institutional share placement. In July, we completed a Share Purchase Plan for retail shareholders which saw us issue $2.2 billion of ordinary equity. Over 40% of our retail shareholders participated, making it one of the most successful Share Placement Plans undertaken by an Australian company. The new shares were issued at $14.40 compared to ANZ’s year-end share price of $24.39 representing a strong return to participating shareholders. Including the underwritten Dividend Reinvestment Plan in July, ANZ raised $5.7 billion of ordinary equity and the Group ended 2009 as one of the world’s best capitalised banks. ANZ’s Tier 1 capital ratio was 10.6% at the end of 2009 compared to 7.7% a year earlier. Adjusting for the acquisitions we made during the year but which have not yet been completed, the pro-forma Tier 1 ratio is estimated to be 9.5%. Expansion and Growth Our financial performance and strong capital position allowed ANZ to capitalise on significant strategic opportunities that arose during the year and our super regional strategy was advanced through both organic growth and acquisitions. In August, we announced an agreement to acquire certain selected businesses of the Royal Bank of Scotland (RBS) in East Asia for approximately US$550 million (A$626 million). The acquisition includes the RBS Retail, Wealth and Commercial businesses in Taiwan, Singapore, Indonesia and hong Kong and the Institutional businesses in Taiwan, the Philippines and Vietnam. It creates a new platform for our Retail and Wealth businesses in Asia. ANZ also moved to strengthen its franchise in Australia and New Zealand with an agreement to acquire the 51% held by the ING Group in the ANZ-ING wealth management and life insurance joint ventures. Board Changes John Morschel, one of Australia’s most respected business leaders, has agreed to succeed me as Chairman in February 2010. John has been a director of ANZ since October 2004 and has made a major contribution since joining the Board. he has extensive experience as a chief executive and more recently as a non-executive director and chairman of major Australian and international companies. John also brings to the role a strong background in banking and financial services. he will make an excellent Chairman for ANZ. We have also welcomed three new directors to the Board during the year - Peter hay, Alison Watkins and Lee hsien Yang – to facilitate a transition with the planned retirements of some Directors. At ANZ, we are facing some headwinds in 2010 including the strength of the Australian dollar, a less favourable global markets environment and a 13% increase in the weighted average number of shares to be serviced.2 Our regional growth focus however puts us in a unique position to capitalise on Asia’s recovery and growth. however, we also have some tail winds with the recovery in the economies of Australia, New Zealand and the region, continued profitable expansion in East Asia and a moderation in the outlook for doubtful debts. We have a strong management team, a strong capital position, strong liquidity and a well thought out strategy to be a super regional bank. The bank is being managed for the medium term and the outlook is for an improvement in profits in 2010 and a strong 2011. ChARlES GOODE ChAIRMAN Peter hay has a strong background in company law and investment banking advisory work, with strong experience in mergers and acquisitions. Alison Watkins is an experienced CEO and established director with a grounding in finance and accounting. Lee hsien Yang is one of Asia’s most respected business leaders and has considerable knowledge of the region. I would also like to acknowledge the outstanding contribution made to ANZ over 15 years by Margaret Jackson who retired from the Board in April 2009. Customers and the Community While the global financial and economic conditions have been testing, ANZ has maintained the momentum established in recent years by focusing on its customers and contributing to the community. In Australia, we maintained the highest level of customer satisfaction of any of the major banks and we began the roll out of our new global brand identity and positioning for ANZ. A number of the communities in which ANZ operates experienced disasters during the year. These included natural disasters in Asia and the Pacific and the bushfires in Victoria. ANZ contributed to the relief efforts through donations, direct grants and the efforts of many ANZ staff. During 2009, ANZ was named as the most sustainable bank globally in the Dow Jones Sustainability Index for the third consecutive year. Outlook Looking ahead, the actions taken by governments around the world have gained traction and are now moderating the effects of the global economic downturn. While it is clear that Australia and Asia have weathered the crisis better than the US and Europe, there is still uncertainty about the shape of the recovery and it is prudent to be cautious. In New Zealand, there are early signs the economy has stabilised, however economic recovery is likely to be slow. 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer page 6. 2 Shares on issue at 30 September 2009 divided by weighted average number of shares during 2009. 2 ANZ Annual Report 2009 Chairman’s Report 3 Chief Executive Officer’s Report A MESSAGE FROM MIChAEL SMITh Two years ago, we took a decision at ANZ that although we had great individual businesses in Australia, New Zealand and Asia Pacific, there was a unique opportunity to create value for shareholders by becoming a super regional bank – a bank of global quality with regional focus. 2009 represents a turning point in delivering that aspiration. We’ve worked hard to reposition ANZ to face up to what we called the ‘new reality’ following the global financial crisis and we’ve built a strong foundation through careful, disciplined management of our balance sheet, capital and liquidity. At the same time, we’ve made significant progress in completing change and remediation in the business in order to place ANZ on a new footing. Together, that’s allowed us to shift our focus this year to the opportunities that are available to a strongly capitalised bank and to the growth available in our region which is now the best performing region in the world economy. Our operating environment Our 2009 financial year began just weeks after the collapse of Lehman Brothers, one of the leading Wall Street investment banks. In the weeks that followed some household names in finance disappeared and as at the end of 2009 over 100 banks in the United States had failed and many of what were the world’s largest banks are now effectively in the hands of their respective national governments. As the financial crisis unfolded, its impact on the world economy became very clear. As a result we’ve seen unprecedented action by governments to save the global financial system and to rescue the world economy which entered into the most globalised downturn since the Great Depression. In Australia, even with provisions at or near cyclical highs, Australian banks are in good shape relative to their international peers. Today, Australia’s four major banks, including ANZ, are among just 11 AA-rated banks left in the world. In this very difficult environment, ANZ has consistently called the trends early in the economic cycle and the global financial situation. Today, in Australia and in Asia, the economies are showing early positive signs of recovery and although the economic cycle is still playing out, there are reasons for optimism. In the region, China and India are continuing to show good growth and we believe the urbanisation and fundamental transformation occurring in those economies will see that growth continue. We strongly believe Asia will be an engine for global growth for many decades to come, and given the trade and investment flows between Australia and New Zealand and Asia, it’s an essential part of the long-term growth strategy for any business. Our business performance In this environment, ANZ has remained financially strong, maintained momentum in the business and worked hard to position ANZ for future growth. Statutory profit for the year was $2.9 billion, down 11%. Taking into account the impact of some one off items and non-continuing businesses, underlying profit1 increased 10% to $3.8 billion. Australia performed well with underlying profit* up 13% to $2,560 million. The Retail and Institutional businesses in the region were standout performers. Commercial produced a credible result, given the difficult year experienced by middle market and small business managers. Importantly we are also delivering for our customers. ANZ remains the highest rated of the major banks when it comes to customer satisfaction. In New Zealand, trading conditions remained challenging. New Zealand’s economic downturn has been more pronounced and protracted than that in Australia and while we maintained our market leading position, the economic environment led to a 34% decline in underlying profit after tax to $513 million. The Asia Pacific, Europe & America region produced an outstanding performance with underlying profit up 81% to $699 million, with strong contributions from our partnerships and the Institutional business driving much of this growth. ANZ has continued to invest significantly in the region including deepening the Institutional business and advancing the Retail and Wealth platforms. We’ve continued to build our branch networks in Indonesia, Vietnam and China and are acquiring business in six countries in Asia from the Royal Bank of Scotland. The Institutional Division has turned around its performance, delivering an underlying profit of $1.4 billion, up 82% on last year. A key feature of the Institutional result was Global Markets revenue growth with both customer flow and trading revenue up strongly. Interest rate and general market volatility coupled with increased customer penetration drove the significant increase in revenue within the Global Markets business. The Institutional team leveraged their strong revenue growth to make investments in improved systems and processes and to begin to grow frontline staff numbers. Strategic growth During 2009, we’ve been able to take advantage of the global financial crisis and ANZ’s strong balance sheet to advance our super regional strategy. In August we reached agreement with the Royal Bank of Scotland Group to acquire selected RBS businesses in East Asia for around US$550 million ($626 million) delivering a further stepping stone in our super regional strategy and creating a new platform for our businesses in Asia. The acquisition, which is still subject to regulatory approvals, includes the RBS retail, wealth and commercial businesses in Taiwan, Singapore, Indonesia and hong Kong, and the institutional businesses in Taiwan, the Philippines and Vietnam. Together, the businesses are an attractive portfolio of well provisioned banking assets at a reasonable price which complement our existing businesses across China, Indochina and South East Asia and provide our franchise with further growth momentum. In September, we signed an agreement with ING to acquire its 51% shareholding in the ANZ-ING joint ventures in Australia and New Zealand for $1.76 billion. The transaction brings certainty to our wealth management position through full ownership of what is an established specialist wealth management and protection business with a 120-year history in Australia. Importantly for shareholders, it will be accretive to underlying earnings in 2010 before some significant revenue and cost synergies. In the medium term, it also gives us a foundation to build a significant wealth business with the flexibility to pursue further growth opportunities without the constraints of a joint venture structure. Organisational capability This year we’ve also put a new customer focused business model and organisation structure in place. A new competitive era and strategy demanded a new business model and structure, one that can support our aspirations to become a super regional bank. We are now organised around three key regions – Australia, New Zealand and Asia Pacific, Europe and America with Institutional operating as a global business. We have also put in place a simpler, less complex structure for Operations, Technology, human Resources, Finance and Risk. We’ve continued to reshape our top management team during the year, with several new appointments made. The latest addition, which completes the management team, is the appointment of Phillip Chronican to lead the Australia Division. Phillip joins ANZ after a 27-year career with Westpac where he built a reputation as one of Australia’s leading banking executives. Also this year, Joyce Phillips joined ANZ as head of Strategy, M&A, Marketing and Innovation from GE and Citigroup and Shayne Elliott, was appointed as head of Institutional also from Citigroup and most recently EFG-hermes. Our customers and brand Part of our strategy is to design our business around our customers’ needs, not our product lines. We made significant progress with this with our new organisation structure. But we also need to shift our thinking from selling commoditised product to looking at differentiating the way we market ourselves, the way we package and segment our offering and the way we service our customers. Part of that involves investing in developing a great regional brand and so this year we’ve worked hard to develop a new global brand identity and positioning for ANZ in support of our super regional strategy. having one strong, unified brand across all our geographies, which tells the world that we are ‘One ANZ’ wherever customers choose to deal with us, is an important part of our future growth. It identifies who we are as a business and what we stand for. The new brand identity and positioning followed 18 months of detailed research involving more than 1,300 customers and 250 staff in Australia, New Zealand and Asia Pacific that showed our customers want us to care about them as people and appreciate how complex life has become. As part of the launch, we introduced a new global tagline, ‘We live in your world’. This aspiration is at the heart of our brand promise – no matter where our customers deal with us, we want to give them one high standard of experience, based on understanding their world better than anyone else. We know there’s a lot to do to really deliver on this and all our people are committed to the task. 2009 and the future Reflecting on what has been a full year of activity at ANZ, we’ve remained financially very strong, we have a very clear growth strategy and we have a very experienced team of real bankers to make sure we keep hitting our targets and growing the bank with an acceptable risk profile. In doing so, I believe we have created real value for shareholders. Looking forward to 2010, we are going to have to manage continuing volatility in financial markets and the global economy. The recovery in Europe and the United States is still in a very sensitive position and there’s going to be good and bad news in the slow advance forward. I also want to sound a note of caution. While the inevitable aftermath of the recent failures in the financial system and in business is going to be greater regulation, in my view, the real challenge is for governments to avoid acting on populist rhetoric. Regulators and business need to work together to identify how we create the right balance between free markets which are the best tool we know for fostering innovation and generating wealth, and ensuring there is a watchful eye from regulators that can help markets avoid overshooting and spinning out of control. Against this backdrop, ANZ is clearly established as one of the best capitalised banks in the world. We have largely completed the remediation and change needed in parts of the business and we have taken advantage of opportunities to grow, as we progress on our journey to build a super regional bank that delivers performance and growth for our shareholders, customers and the communities in which we operate. MIChAEl SMITh ChIEF ExECUTIVE OFFICER 4 ANZ Annual Report 2009 Chief Executive Officer’s Report 5 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer page 6. Chief Financial Officer’s Report A MESSAGE FROM PETER MARRIOTT ANZ reported a profit after tax of $2,943 million for the year ended 30 September 2009. Income Statement ($m) Net interest income Other operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Minority interest Profit attributable to shareholders of the Company Underlying profit 2009 9,808 3,802 13,610 (6,225) 7,385 (3,005) 4,380 (1,435) (2) 2,943 2008 7,850 4,309 12,159 (5,696) 6,463 (1,948) 4,515 (1,188) (8) 3,319 Movt 25% -12% 12% 9% 14% 54% -3% 21% -75% -11% Profit has been adjusted to exclude non-core items to arrive at underlying profit, the result for the ongoing business activities of the Group. The principles set out in the Australian Institute of Company Directors’ (AICD’s) and the Financial Services Institute of Australasia’s (Finsia’s) joint recommendations “Principles for reporting of non-statutory profit information” have been adopted in determining underlying profit. Income Statement ($m) Statutory profit attributable to shareholders of the Company 2009 2,943 2008 3,319 Movt -11% Adjust for the following gains/(losses) included in statutory profit (net of tax) Tax on New Zealand Conduits Economic hedging – fair value gains/(losses) (incl. revenue and net investment hedges) Gain on Visa shares Organisational transformation costs (incl. One ANZ restructuring) Impairment of intangible – Origin Australia New Zealand tax rate change ANZ share of ING NZ investor settlement Non continuing businesses Credit intermediation trades Other Underlying profit Underlying profit by key line item Net interest income Other operating income1 Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment1 Profit before income tax Income tax expense Minority interest Profit attributable to shareholders of the Company (196) (227) – (100) – – (121) (69) (116) 3,772 9,810 4,557 14,367 (6,068) 8,299 (3,056) 5,243 (1,469) (2) 3,772 – 217 248 (152) (24) 1 – (371) (26) 3,426 7,855 4,440 12,295 (5,406) 6,889 (2,090) 4,799 (1,365) (8) 3,426 n/a large -100% -34% -100% -100% n/a -81% large 10% 25% 3% 17% 12% 20% 46% 9% 8% -75% 10% 1 Credit valuation adjustments on defaulted or impaired exposures of $82 million are reclassified as provision for credit impairment (Sep 2008: $156 million). ANZ reported a profit attributable to shareholders of the Company of $2,943 million for the year ended 30 September 2009, down $376 million or 11% from $3,319 million for the year ended 30 September 2008. Growth in profit before credit impairment and income tax of 14% was offset by an increase in provision for credit impairment of $1,057 million or 54% and a higher effective tax rate, largely as a result of a $196 million provision for New Zealand conduit transactions. Analysis of business performance on an underlying basis by major income and expense categories follows. Net Interest Income Net interest income increased $1,955 million (25%) to $9,810 million for the year ended 30 September 2009. Net interest income was driven by an increase in average interest earning assets of 9% and growth in average deposits and other borrowings of 12% as well as an increase in net interest margin of 28 basis points, or 16 basis points excluding cash flow on derivatives. The increase in average interest earning assets included a 7% increase in net advances, primarily in Mortgages within Australia region, reflecting increased market share and customer demand. Other interest earning assets increased 22% driven by increases in trading and available-for-sale assets, interbank lending and higher liquid assets. Average deposits and other borrowings increased 12% with customer deposits growing by 16%. Australia region grew by 16% due primarily to an uplift in term deposits driven by competitive pricing and customer acquisition. Asia Pacific, Europe & America region grew by 57%, spread across all countries driven by deposit raising strategies and customer acquisitions. Customer deposits grew by $31.1 billion (16%). Net interest margin was up 28 basis points to 2.29% (or 16 basis points excluding the impact of cash flow on derivatives). The key drivers of the improved margin performance were: Improved asset margin from repricing activities and rate adjustments (+45 basis points) which were required to offset higher funding costs and increased risk in the loan book as a result of the flow through effects of the global credit crisis. higher funding costs came through as an increase in wholesale funding costs (-6 basis points), lower margin on deposits (-28 basis points) and lower interest on capital (-7 basis points). Markets (+17 basis points) continued to perform strongly in their balance sheet businesses (+8 basis points) and the impact of funding benefits associated with unrealised trading gains and losses on derivatives (+12 basis points) $524 million directly offset in other operating income, partly offset by the mix impact of Markets balance sheet on the Group (-3 basis points). Additional capital raised during 2009, mainly through the share purchase and share placement plans, had a +4 basis points mix impact on margin. Other asset and funding mix changes (+4 basis point) were as a result of a lower proportion of wholesale funding (+7 basis points), favourable benefit from non interest bearing items (-3 basis point). Asset mix impact was neutral. Other items (-1 basis point) include New Zealand lower mortgage prepayment income (-1 basis point) driven by the downward movement in New Zealand market rates, higher sub-debt premiums (-1 basis point) and other net impacts (+1 basis point). Other Operating Income Other operating income increased $117 million (3%) to $4,557 million for the year ended 30 September 2009. Major movements include: Fee income increased $80 million (3%). Lending fee income increased $169 million (28%) due mainly to the Institutional business across the regions. Non-lending fee income decreased $89 million (4%) with Investment and Insurance Products down $48 million as a result of downturn in investment markets. Relationship Banking decreased $18 million and Specialised Lending reduced $17 million both driven by lower lending volumes. Net foreign exchange earnings increased $243 million (35%) principally in Markets Australia with a $134 million increase as a result of volatility in global currency markets and higher sales volumes and in Asia Pacific, Europe & America grew $103 million reflecting increased earnings in Taiwan and Korea, United Kingdom and Europe and Indonesia. New Zealand increased $26 million due to strong Institutional earnings. Profit on trading instruments decreased $194 million (38%) which included a $524 million decrease in unrealised trading gains offset in net interest income. Excluding the offset, the Markets business performed strongly benefiting from increased volatility in the interest rate market and higher sales volumes. Operating Expenses Operating expenses increased $662 million (12%) for the year ended 30 September 2009. Across the Group, movements in exchange rates contributed 1% of the increase. Excluding this, around 35% of the dollar cost growth was attributable to Asia Pacific, Europe & America (costs up 54%) with substantial investment in expanding branch networks across the region, and increased resources to drive the growth agenda. Within the Australia and New Zealand regions, Institutional drove the majority of the cost growth, up 19% and representing 32% of the Group’s total cost growth through investment in the “Rebuild and Refocus” program and increased remuneration costs. Elsewhere in Australia, costs in the Australian division were up only 4%, however there was an increase in centrally funded transformation projects and infrastructure investment in the Group Centre. Cost growth was limited to 1% (or 4% in NZD) in New Zealand region. Further details on the major expense categories are on the following page. 6 ANZ Annual Report 2009 Chief Financial Officer’s Report 7 ChIEF FINANCIAL OFFICER’S REPORT (continued) Personnel costs were up $349 million (11%) as a result of growth in remuneration costs associated with attracting and retaining talent and additional bankers and specialists to support growth. Asia Pacific, Europe & America increased staff numbers by 827 employees due to continued growth in the business. Premises costs increased $45 million (9%), driven mainly by a $30 million higher rental expense reflecting additional space requirements, the impact of the sale and leaseback program and market rental growth. Computer costs grew $157 million (26%), due to increased software purchased of $50 million including higher licence costs and increasing technology initiatives, higher amortisation charges of $31 million, a $24 million increase in software written-off, a $15 million increase on computer contractors, $11 million increase in rentals and repairs, $8 million higher data communications costs and a $23 million increase in other computer costs which include super regional network costs. Other expenses increased $111 million (11%) with minor movements across many categories. Professional fees grew $21 million including an increase in Group Centre due to various project work. Advertising costs increased $13 million due mainly to increased marketing costs in South Asia. Card processing costs increased $9 million reflecting increased volumes. New Zealand other expenses increased $26 million including the impact from the acquisition of a controlled entity during the second half of 2008. Travel costs reduced $22 million due to increased focus on cost management. Provision for Credit Impairment Provision for credit impairment charge increased $966 million from 2008 to $3,056 million. The challenging economic environment, reducing business confidence and rising levels of commercial losses combined to put pressure on the provisioning levels. The individual provision charge increased across all regions partially offset by a decrease in collective provision charge, primarily as a result of a release of concentration risk provision taken up in 2008 as losses were crystallised, a lower economic cycle adjustment charge and reduced lending volumes. Total individual provision charge increased $1,542 million to $2,814 million from 2008. The increase in Australia of $1,199 million was driven by higher loss rates across all portfolios within the region, and rising levels of bankruptcies and commercial losses in line with higher business liquidations and lower realisable asset values as well as the large single provisions raised for customers within the Commercial Property, Finance and Brokering Services portfolios in Institutional Australia. The increase in New Zealand of $349 million occurred across all segments as weaker global and local economic conditions impacted export, household incomes, consumer spending and business sectors. The Asia Pacific, Europe & America increase of $72 million was due to higher losses in South Asia, Indonesia Cards as well as commercial property downgrades in Cambodia and North Asia. The collective provision charge decreased $576 million during the year to $242 million, with a decrease in Australia partially offset by increases in New Zealand and Asia Pacific, Europe & America. The decrease in Australia was due mainly to lower institutional lending and concentration provision releases following defaults by a small number of large customers within Institutional crystallising losses which were provided for in 2008. This was partly offset by increases within the Cards portfolio due to higher delinquencies and bankruptcies, and risk deterioration in Esanda and Investment and Insurance Products. The New Zealand charge increased $127 million reflecting a rise in unsecured consumer delinquencies and a weakening risk profile across the portfolio. Unfavourable risk movements were also experienced in Asia Pacific, Europe & America, particularly across Europe and America and this, coupled with refinements to methodology, resulted in increased charges of $106 million. Credit Risk on Derivatives ANZ recognised $135 million of credit risk on derivatives during the year as a reduction to other income in the Income Statement in the statutory accounts. The charge relating to the credit intermediation trades are part of the adjustments to arrive at underlying profit. The decrease of $552 million over the 2008 year resulted from narrowing credit spreads. Credit risk on derivatives Credit intermediation trade related Credit risk on impaired derivatives Credit risk on derivatives 2009 $m 53 82 135 2008 $m 531 156 687 This charge arose from: changes to the creditworthiness of counterparties to our structured credit intermediation trades, defaults on customer derivative exposures with two mining companies and a financial institution, and changes in counterparty credit ratings on the remainder of our derivatives portfolio. ANZ entered into a series of structured credit intermediation trades from 2004 to 2007. The underlying structures involve credit default swaps (CDS) over synthetic collateralised debt obligations (CDOs) (78%), portfolios of external collateralised loan obligations (CLOs) (13%) or specific bonds/floating rate notes (FRNs) (9%). ANZ sold protection using credit default swaps over these structures and then to mitigate risk purchased protection via credit default swaps over the same trades from eight US financial guarantors. As derivatives, both the sold protection and purchased protection are marked-to-market. Prior to the commencement of the global credit crisis, gains and losses were not significant and offset each other in income. At 30 September 2009, the value of the obligation under the sold protection is USD 897 million, for which the purchased protection has produced only a partial offset as: one of the purchased protection counterparties has defaulted and many of the remaining were downgraded, and ANZ has made a credit valuation adjustment on the remaining counterparties reflective of changes to credit spreads. The current charge includes $85 million in realised losses relating to restructuring trades to reduce risks which were unhedged due to default by the purchased protection counterparty. It also includes net foreign exchange hedging losses. The credit risk expense on structured credit derivatives is very volatile reflecting the impact of market movements in credit spreads and USD/AUD rates. It is likely there will continue to be substantial volatility in this market value. Impaired assets Gross impaired loans at $4,392 million represent a $2,642 million increase over 30 September 2008, driven mainly by increases in Australia and New Zealand. The increase in Australia was predominantly across entities within the Institutional Relationships, Corporate Banking and Financial Institution portfolios, with the ten largest impaired loan customers representing 60% of the total Australia gross impaired loans balance. There was an increase in Australia division across most businesses, as deterioration in the economic environment resulted in higher levels of default, particularly within Esanda, Business Banking and Investment and Insurance Products. The New Zealand increase of $699 million was driven primarily by customer downgrades in the small business, commercial, agribusiness segments and mortgages portfolios. Asia Pacific, Europe & America increased slightly, driven by increases in Europe and America. Capital and funding ANZ took early and measured steps to manage its capital and funding programs throughout the global financial crisis. This included initiatives to strengthen the balance sheet, boost liquidity and the quantity and composition of capital, to stay ahead of changes in the cycle and to allow the Group to capitalise on opportunities that have and will arise. ANZ’s capital base has been progressively strengthened since late 2007 but most recently through the raising of $5.7 billion of ordinary equity. The Group’s Tier 1 capital ratio was 10.6% at the end of September 2009 compared to 7.7% a year ago. Adjusting for the announced acquisitions of certain RBS assets in Asia and the ING Group’s share of the ING Australia and ING New Zealand joint ventures, the pro-forma Tier 1 ratio reduces to 9.5%. Global liquidity conditions have improved over the year. Deposit growth has been strong with the proportion of total funding from customers increasing from 50% to 55%. ANZ executed its full year term wholesale funding requirements well ahead of schedule raising a total of $25.8 billion. A combination of stronger deposit growth and consistent term debt issuance has reduced the reliance on short term wholesale funding from 22% to 17%. 8 ANZ Annual Report 2009 Chief Financial Officer’s Report 9 ChIEF FINANCIAL OFFICER’S REPORT (continued) Balance Sheet Summary Assets Liquid assets Due from other financial institutions Trading and available-for-sale assets Derivative financial instruments Net loans and advances including acceptances Other Total Assets liabilities Due to other financial institutions Deposits and other borrowings Derivative financial instruments Liability for acceptances Bonds and notes Other Total liabilities Total equity Analysis of movements in balance sheet captions on a statutory basis is set out on the following page. 2009 $m 2008 $m 25,317 4,985 47,566 37,404 345,769 15,946 476,987 19,924 294,370 36,516 13,762 57,260 22,726 444,558 32,429 25,030 9,862 32,657 36,941 349,851 15,952 470,293 20,092 283,966 31,927 15,297 67,323 25,136 443,741 26,552 Movt 1% -49% 46% 1% -1% 0% 1% -1% 4% 14% -10% -15% -10% 0% 22% Excluding the impact of exchange rates the contraction was smaller at $0.7 billion (1%), with growth in Rural Banking of $1.2 billion (8%) being offset by reductions in the Institutional business of $0.9 billion (13%) and Corporate & Commercial Banking of $0.6 billion (5%). Asia Pacific, Europe & America decreased $2.4 billion (11%) due to a reduction in the United Kingdom and America of $1.4 billion (18%). Deposits and other borrowings increased $10.4 billion to $294.4 billion at 30 September 2009. Excluding the impact of exchange rate movements, deposits and other borrowings increased $14.6 billion (5%), driven by an increase in customer deposits of $29.4 billion (14%), partly offset by a decrease in wholesale funding of $14.8 billion (19%). Australia increased $10.6 billion (6%) predominantly driven by the robust growth in retail deposits. Growth was mainly in Deposits ($15.5 billion), partly offset by decreases in Esanda of $9.1 billion, following the winding back of debentures, and Group Treasury ($5.4 billion). New Zealand Businesses decreased $5.9 billion (9%) driven by a reduction in commercial paper issued by Treasury. Asia Pacific, Europe & America increased $5.7 billion (16%) primarily from Singapore through successful initiatives to raise deposit levels and additional certificates of deposit issued in the United Kingdom for funding requirements. Bonds and notes decreased $10.1 billion to $57.3 billion at 30 September 2009 driven by exchange rate movements. Growth in the balance sheet was subdued reflecting the challenging economic environment experienced during the last twelve months with asset growth of $6.7 billion or 1% and liability growth of $0.8 billion. Movements in exchange rates have resulted in a decrease of $6.7 billion for the year ended 30 September 2009. Excluding the impact of exchange rates, total assets increased 3%. Movements in the major asset and liability categories include: Liquid assets increased $0.3 billion to $25.3 billion at 30 September 2009. Strong growth was evident in America (up $4.5 billion) due primarily to an increase in bills receivable and Singapore (up $2.2 billion) within bank certificates of deposits where funds were redeployed from interbank placements for better yields. This was partially offset by reductions in the United Kingdom of $2.9 billion, New Zealand of $1.4 billion and Group Treasury of $0.9 billion. Due from other financial institutions decreased $4.9 billion to $5.0 billion at 30 September 2009 due mainly to a reduction in interbank lending volumes in Transaction Banking in Australia and Singapore. Trading and available-for-sale assets increased $14.9 billion to $47.6 billion at 30 September 2009, primarily in trading securities within the Markets business in Australia due to a build up in liquidity levels. These securities are high quality paper. Derivative assets increased $0.5 billion to $37.4 billion at 30 September 2009 and derivative liabilities increased $4.6 billion to $36.5 billion at 30 September 2009. The increase was driven by volatility in foreign exchange, interest rate and credit derivative markets. Net loans and advances including acceptances contracted slightly by 1% to $345.8 billion at 30 September 2009. Australia grew by $0.7 billion, with housing loans in Mortgages increasing by $12.7 billion (10%), partially offset by reduced lending in Institutional, primarily in Specialised Lending and Markets, of $12.1 billion (20%) driven by equity raisings in capital markets and widespread deleveraging prompting paydown of loan balances. New Zealand declined by $2.4 billion or 3%. 10 ANZ Annual Report 2009 Chief Financial Officer’s Report 11 ChIEF FINANCIAL OFFICER’S REPORT (continued) Australia Region Income Statement ($m) Net interest income Other external operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Minority interest Underlying profit Adjustments between statutory profit and underlying profit1 Profit 2009 7,085 2,677 9,762 (4,034) 5,278 (2,053) 3,675 (1,113) (2) 2,560 (476) 2,084 2008 5,677 2,849 8,526 (3,677) 4,849 (1,663) 3,186 (917) (2) 2,267 (160) 2,107 Movt 25% -6% 14% 10% 18% 23% 15% 21% 0% 13% large -1% Asia Pacific, Europe and America Region Income Statement ($m) Net interest income Other external operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Minority interest Underlying profit Adjustments between statutory profit and underlying profit1 Profit 2009 846 1,121 1,967 (852) 1,115 (276) 839 (140) – 699 1 700 2008 473 736 1,209 (554) 655 (176) 479 (87) (6) 386 (5) 381 Movt 79% 52% 63% 54% 70% 57% 75% 61% -100% 81% large 84% 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer page 6. timing differences on economic hedges, and acquisition related costs. Refer page 6. Profit after tax decreased $23 million or 1% to $2,084 million for the year ended 30 September 2009. On an underlying basis profit increased $293 million (13%). Significant influences on underlying profit were: Net interest income increased 25% driven by an increase in net interest margin of 29 basis points, while average net loans and advances grew by 7% and average deposits grew by 11%. higher funding benefits associated with unrealised trading gains (offset by a decrease in trading income) had an 11 basis point positive impact. Excluding this, margin improved by 18 basis points with higher margins in Australia division in Retail and Commercial reflecting repricing for risk and recouping higher funding costs and increased margins in Institutional Australia reflecting repricing on the corporate lending book and management of interest rate risk in Markets. Growth in balance sheet volume was driven by Australia division, with Retail customer deposits up 28% reflecting increased market share and net loans and advances up 10% in Mortgages. Other external operating income decreased 6%. Excluding the offset to the derivative funding benefit in net interest income, other external operating income increased 5% driven by strong trading and sales revenues generated in a volatile market and favourable growth in Retail driven by fee revenue mainly in Deposits. This was partially offset by a decline in income in Wealth from lower investment and advisory income and a lower contribution from the INGA business. Operating expenses increased 10% or $357 million. Institutional Australia increased 21% or $178 million due primarily to investment in frontline staff and systems, salary inflation and remuneration costs. Australia division increased 4% or $114 million with increased volume growth related personnel in service delivery and collections areas, salary inflation, premises costs and investment in systems, partly offset by savings due to productivity, restructuring and offshoring activities. Increases of $61 million within Group Centre include increased expenditure on transformation activity. Provision for credit impairment increased $390 million (23%). The individual provision charge increased by $1,199 million driven by higher loss rates across all portfolios and increased bankruptcies, liquidations and a significant reduction in Retail resale options. In addition, Institutional Australia experienced several large single name provisions. The collective provision charge decreased by $809 million with the release of collective provision provided in 2008 as actual losses crystallised and flowed through the 2009 individual provision charge within Institutional Australia, partly offset by increases within the Cards portfolio due to higher delinquencies and bankruptcies and Esanda and Wealth due to risk deterioration. Profit after tax increased $319 million or 84% (55% excluding exchange rate impacts) to $700 million for the year ended 30 September 2009 (on an underlying basis profit grew $313 million or 81%). This increase was driven by strong growth in the Institutional business as it benefited from currency and rates volatility in the region particularly in the early part of the year. Continued investment in front office sales capability generated a significant increase in trade sales. The Asia Partnerships also contributed significantly to the result with increased equity accounted earnings, particularly from Shanghai Rural Commercial Bank (SRCB) and Bank of Tianjin (BoT) in China and AMMB holdings Berhad (AMMB) in Malaysia (including improved assessment of credit provisioning requirements), offsetting an impairment charge relating to the carrying value of our investment in Saigon Securities Inc (SSI) in Vietnam. Operating expenses increased as a result of the continued investment in the key strategic markets of Indonesia, Vietnam and China as well as building our operating and support capabilities. Key factors affecting the underlying result were: Net interest income increased by 79% (43% excluding exchange rate impacts) due to significant increases in our Global Markets business. While net loans and advances were down 11% year on year as we de-risked our balance sheet, overall external assets were up 3% due primarily to increased Markets activities. Customer deposits grew a healthy 35% improving our deposits to loans ratio to 160%. Margins increased by 47 basis points to 170 basis points (18 basis points increase excluding cash flow on derivatives). Other external operating income grew by 52% (40% excluding exchange rate impacts), of which more than half was contributed by equity accounted earnings from our Asia Partnerships which included benefit from reassessed credit provisioning requirements. Fee and other income were significantly higher in the Markets businesses leveraging off volatility in the currency markets. Operating expenses increased 54% (32% excluding exchange rate impacts) through a combination of new investments, and growth across the region in employee numbers. Employees increased by 1,786 as we continue to build core capability in the region and increase our operations and technology support staff in Bangalore. Provision for credit impairment increased by 57% ($100 million) due primarily to risk grade decreases and an additional $43 million as a result of a refinement to the collective provision calculation in 2009. 12 ANZ Annual Report 2009 Chief Financial Officer’s Report 13 ChIEF FINANCIAL OFFICER’S REPORT (continued) New Zealand Region Income Statement ($m) Net interest income Other external operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Underlying profit Adjustments between statutory profit and underlying profit1 Profit 2009 1,879 759 2,638 (1,182) 1,456 (727) 729 (216) 513 (354) 159 2008 1,705 855 2,560 (1,175) 1,385 (251) 1,134 (361) 773 58 831 Movt 10% -11% 3% 1% 5% large -36% -40% -34% large -81% Institutional Division (Global line of business, also included in each of the regions discussed on pages 12 to 14). Income Statement ($m) Net interest income Other operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense and minority interest 2009 3,041 1,907 4,948 (1,583) 3,365 (1,408) 1,957 (556) 2008 1,823 1,801 3,624 (1,245) 2,379 (1,281) 1,098 (327) Underlying profit 1,401 771 Movt 67% 6% 37% 27% 41% 10% 78% 70% 82% 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer page 6. Profit decreased 81% impacted by negative adjustments between statutory profit and underlying profit of $412 million, principally tax provisioning on Conduits and the ING investor settlement. After excluding adjustments to arrive at statutory profit, underlying profit reduced 34%, largely driven by a $344 million after tax increase in credit impairment expense, with credit cycle impacts felt across all businesses. Operating income in the New Zealand Businesses declined 7%, with lending growth constrained by de-leveraging underway in the consumer and business sectors, and net interest margin contracting as a result of deposit competition. The Institutional business, however, delivered a 33% increase in revenue, with Markets taking advantage of opportunities presented by volatility during the first half. Net interest income increased 10%. After adjusting for a $185 million increase in net interest income from derivative and liquidity positions that was offset by a decrease in trading income, net interest income was down 1%. The result was driven by a strong contribution from positioning the balance sheet (mismatch earnings) and earnings on higher levels of retained capital, moderated by margin contraction of 26 basis points in our core Retail and Commercial businesses. Margin contraction reflected intensified competition for deposits driven by increased wholesale funding spreads, and the delay in passing these costs on due to the predominance of fixed rate mortgages in the lending book, as well as adverse break costs on mortgages as customers take advantage of falling interest rates. Excluding the change in composition of the derivative and liquidity result referred to above, other external operating income increased 10%, largely reflecting a strong Markets result. Operating expenses increased 1%. Costs have been well managed, reflecting benefits from business transformation strategies that have been in place over the last year, as well as from strong control of discretionary expenditure. These have offset the increase in costs from the acquisition of a subsidiary as part of a debt restructure, higher remuneration costs in Institutional and higher business transformation costs. Provision for credit impairment charge increased $476 million as a result of credit cycle impacts across the businesses. The individual provision charge increased $349 million, reflecting an increase in loss rate from the relatively low level of 20 basis points in the 2008 year to 64 basis points in 2009. This was largely from general deterioration across the book, with the largest increase in the Commercial businesses, albeit from relatively low levels in 2008. An increase of $42 million in Institutional largely related to a single name exposure. The collective provision charge increased $130 million with the largest increases in the Commercial businesses as a result of economic cycle risk adjustments booked in the second half. The total provision coverage (ratio of total provisions held to credit risk weighted assets) at September 2009 was strong at 2.12%, up from 1.11% in 2008. Profit after tax increased $630 million or 82% to $1,401 million for the year ended 30 September 2009. The refocus on Institutional’s global client segment propositions drove revenue in areas of core client demand. Interest rate and general market volatility and increased customer focus delivered Global Markets trading and sales revenue growth of 77%. Transaction Banking revenue grew by 12% and Specialised Lending revenue grew by 23%. Net lending assets fell by 18% during the year, where an increase in equity raisings in capital markets and a general response to the economic environment prompted the pay down of lending. Net interest margin (excluding cash flow on derivatives) increased by 32 basis points in response to widening credit spreads and repricing for risk. Customer deposits increased by $12.5 billion during the year reflecting our focus on core client needs in a volatile environment while reducing reliance on wholesale borrowing. Expenses grew by 27% reflecting the investment in the “Rebuild and Refocus” program and building our client franchises particularly in Asia where employee numbers increased by 188 to support business growth in that region. In addition, remuneration costs increased associated with attracting experienced bankers and specialist staff. Provision for credit impairment was up 10%. Individual provisions of $1.5 billion were predominantly in Australia in the first half, largely related to securities lending, property exposures, agribusiness and a limited number of corporate names. This was offset in part by a net release of collective provision of $136 million, reflecting the release of some of the $300 million concentration risk and economic cycle collective provision booked in the prior financial year for exposures to financial services and property sectors which crystallised during the year, lower volumes and allowance for concentration risks at the end of the year. Net non performing loans grew to $1.8 billion, although the rate of growth slowed significantly in the second half. Significant factors affecting the result were as follows: Global Markets revenue increased 77% to $2.2 billion with strong trading and sales revenues generated in a volatile market. Net interest margin increased by 69 basis points to 2.05%. Excluding the impact of higher funding benefits associated with unrealised trading gains (offset by an equivalent decrease in trading income), net interest margin increased 32 basis points reflecting widening spreads and repricing for risk. Asia Pacific, Europe & America revenue increased reflecting strategic investment in the region. New Zealand revenue growth was 33%, despite poor local economic conditions. Revenue growth was driven mainly by Global Markets. 14 ANZ Annual Report 2009 Chief Financial Officer’s Report 15 Ten Year Summary Financial Performance1 Net interest income Other operating income Operating expenses Profit before income tax, credit impairment and non-core items1 Provision for credit impairment Income tax expense Minority interest Underlying profit1 Adjustments between statutory profit and underlying profit1 Profit attributable to shareholders of the Company Financial Position Assets2 Net Assets Tier 1 capital ratio3 Return on average ordinary equity4,5 Return on average assets4 Cost to income ratio6 Shareholder value – ordinary shares Total return to shareholders (share price movement plus dividends) Market capitalisation Dividend Franked portion Share price7 – interim – final – high – low – 30 Sep Share information (per fully paid ordinary share) Earnings per share7 Dividend payout ratio8 Net tangible assets per ordinary share9 No. of fully paid ordinary shares issued (millions) Dividend Reinvestment Plan (DRP) issue price – interim – final Other information Points of representation10 No. of employees (full time equivalents) No. of shareholders11 2009 $m 9,810 4,557 (6,068) 8,299 (3,056) (1,469) (2) 3,772 (829) 2,943 476,987 32,429 10.6% 10.3% 0.6% 42.2% 40.3% 61,085 102c 100% 100% $24.99 $11.83 $24.39 131.0c 82.3% $11.02 2,504.5 $15.16 – 1,352 37,687 396,181 2008 $m 7,855 4,440 (5,406) 6,889 (2,090) (1,365) (8) 3,426 (107) 3,319 470,293 26,552 7.7% 14.5% 0.8% 44.0% -33.5% 38,263 136c 100% 100% $31.74 $15.07 $18.75 170.4c 82.7% $10.72 2,040.7 $20.82 $13.58 1,340 36,925 376,813 2007 $m 7,302 3,765 (4,953) 6,114 (567) (1,616) (7) 3,924 256 4,180 392,773 22,048 6.7% 20.9% 1.2% 44.9% 15.6% 55,382 136c 100% 100% $31.50 $25.75 $29.70 224.1c 60.9% $9.36 1,864.7 $29.29 $27.33 1,327 34,353 327,703 2006 $m 6,943 3,146 (4,605) 5,484 (407) (1,486) (4) 3,587 101 3,688 334,640 19,906 6.8% 20.7% 1.1% 45.6% 17.1% 49,331 125c 100% 100% $28.66 $22.70 $26.86 200.0c 62.6% $8.53 1,836.6 $26.50 $28.25 1,265 32,256 291,262 2005 $m 6,371 2,935 (4,340) 4,966 (565) (1,247) (3) 3,151 24 3,175 300,885 19,538 6.9% 18.3% 1.1% 46.6% 32.6% 43,834 110c 100% 100% $24.45 $19.02 $24.00 169.5c 65.0% $7.77 1,826.4 $21.85 $23.85 1,223 30,976 263,467 2004 $m 5,252 3,267 (4,005) 4,514 (632) (1,147) (4) 2,731 84 2,815 259,345 17,925 6.9% 19.1% 1.2% 45.3% 17.0% 34,586 101c 100% 100% $19.44 $15.94 $19.02 153.1c 67.5% $7.51 1,818.4 $17.84 $19.95 1,190 28,755 252,072 2003 $m 4,311 2,808 (3,228) 3,891 (614) (926) (3) 2,348 – 2,348 195,591 13,787 7.7% 20.6% 1.2% 45.1% 6.7% 27,314 95c 100% 100% $18.45 $15.01 $17.17 142.4c 64.2% $7.49 1,521.7 $18.48 $16.61 1,019 23,137 223,545 Previous AGAAP 2002 $m 4,018 2,796 (3,153) 3,661 (610) (880) (3) 2,168 154 2,322 183,105 11,465 7.9% 21.6% 1.3% 46.0% 15.3% 26,544 85c 100% 100% $19.70 $15.23 $16.88 141.4c 57.8% $6.58 1,503.9 $19.24 $18.32 1,018 22,482 198,716 2001 $m 3,833 2,573 (3,092) 3,314 (531) (911) (2) 1,870 – 1,870 185,493 10,551 7.5% 20.2% 1.1% 48.0% 26.2% 23,783 73c 100% 100% $16.71 $12.63 $15.28 112.7c 62.0% $5.96 1,488.3 $15.05 $18.33 1,056 22,501 181,667 2000 $m 3,801 2,583 (3,314) 3,070 (502) (863) (2) 1,703 44 1,747 172,467 9,807 7.4% 19.3% 1.1% 51.7% 36.3% 20,002 64c 100% 100% $12.87 $9.18 $12.70 102.5c 59.1% $5.49 1,506.2 $11.62 $14.45 1,087 23,134 179,829 1 Adjusted for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses timing differences on economic hedges, and acquisition related costs, refer page 6. Prior to 2009 these were adjustments to arrive at cash profit in accordance with market convention. 2 From 2000 to 2001, consolidated assets include the statutory funds of ANZ Life as required by an accounting standard. For the year 2004, consolidated assets include the statutory funds of NBNZ Life Insurance Limited. ANZ Life was sold in May 2002 and NBNZ Life Insurance was sold on 30 September 2005. 3 Calculated in accordance with Australian Prudential Regulation Authority requirements effective at the relevant date. Basel II has been applied from 1 January 2008. 4 Excludes minority interest. The 2005 ratio has been calculated on an IFRS basis that is comparable with that of 2006. 5 For the periods 2000 to 2002, the return on average ordinary equity calculation accrues the dividend over the year. From 2003, dividends may no longer be accrued and are not included in the calculation of return on average ordinary equity. 6 Excludes non-core items. Periods prior to 2005 also exclude goodwill amortisation. The 2005 ratio has been calculated on an IFRS basis that is comparable with that of 2006. 7 Periods prior to 2004 adjusted for the bonus elements of the November 2003 Rights Issue. 8 From 2003, the dividend payout ratio includes the final dividend proposed but not provided for in accordance with changes to accounting standards effective from the September 2003 financial year. 9 Equals shareholders’ equity less preference share capital, goodwill, software and other intangible assets divided by the number of ordinary shares. For periods prior to 2005, this equals shareholders’ equity less preference share capital and unamortised goodwill divided by the number of ordinary shares. 10 Includes branches, offices, representative offices and agencies. 11 Excludes employees whose only ANZ shares are held in trust under ANZ employee share schemes. 16 ANZ Annual Report 2009 Ten Year Summary 17 Directors’ Report The directors present their report together with the Financial Report of the consolidated entity (the Group), being Australia and New Zealand Banking Group limited (the Company) and its controlled entities, for the year ended 30 September 2009 and the Independent Auditor’s Report thereon. The information is provided in conformity with the Corporations Act 2001. Organisational structure – Esanda Finance Corporation Limited transitioned from a wholly owned subsidiary towards being a division of the Company and ANZ established a licensed banking branch in New Zealand. Asia expansion – ANZ is continuing to progress its super regional growth strategy with further branch expansion in Indonesia and Vietnam. In addition, ANZ is the one of the first International banks to open a rural bank in Western China. Refer also to ‘Events Since the End of the Financial Year’ below for details on acquisitions which are expected to occur in 2010. Further review of matters affecting the Group’s state of affairs is also contained in the Chief Financial Officer’s Report on pages 6 to 15 of this Annual Report. Dividends The directors propose that a final fully franked dividend of 56 cents per fully paid ordinary share shall be paid on 18 December 2009. The proposed payment amounts to approximately $1,403 million. During the financial year, the following fully franked dividends were paid on fully paid ordinary shares: Type Final 2008 Interim 2009 Cents per share Amount before bonus option plan adjustment $m Date of payment 74 46 1,514 993 18 December 2008 1 July 2009 The proposed final dividend of 56 cents together with the interim dividend of 46 cents brings total dividends in relation to the year ended 30 September 2009 to 102 cents fully franked. Review of Operations Review of the Group during the financial year and the results of those operations, including an assessment of the financial position and business strategies of the Group, is contained in the Chairman’s Report, the Chief Executive Officer’s Report and the Chief Financial Officer’s Report on pages 2 to 15 of this Annual Report. Principal Activities The Group provides a broad range of banking and financial products and services to retail, small business, corporate and institutional clients. The Group conducts its operations primarily in Australia and New Zealand and the Asia Pacific region. It also operates in a number of other countries including the United Kingdom and the United States. At 30 September 2009, the Group had 1,352 branches and other points of representation worldwide excluding Automatic Teller Machines (ATMs). Result Consolidated profit after income tax attributable to shareholders of the Company was $2,943 million, a decrease of 11% over the prior year. Strong growth in profit before credit impairment and income tax of $922 million or 14% was offset by an increase in the provision for credit impairment of $1,057 million or 54% reflecting the challenging economic conditions evident in each of the regions, but most pronounced in New Zealand. Balance sheet growth was curtailed with total assets increasing 1% and total liabilities were largely in line with prior year. Movements within the major components include: Net advances growth contracted by 1% with growth in Mortgages within Australia of $12.7 billion offset by a reduction in lending in Institutional Australia of $12.2 billion as corporates deleveraged. Customer deposits and other funding liabilities increased by 14%, reducing the reliance on short term wholesale funding. During 2009, $25.8 billion of term wholesale debt was raised. Further details are contained on pages 6 to 15 of this Annual Report. State of Affairs In the directors’ opinion, there have been no significant changes in the state of affairs of the Group during the financial year, other than: Impaired financial assets – an increase in gross non-performing loans of $2.6 billion over 30 September 2008 mainly reflected a number of downgrades in Australia and New Zealand as deterioration in the economic environment resulted in a higher level of default. The rate of growth in impaired financial assets slowed in the second half of the financial year. Capital raisings – ANZ ordinary shares of $2.5 billion were raised via an institutional placement, a further $2.2 billion through a Share Purchase Plan to existing shareholders, and the final 2008 dividend was fully underwritten. Events Since the End of the Financial Year On 25 September 2009, the Company announced it had reached agreement with ING Groep to acquire ING Groep’s 51% shareholdings in the ANZ-ING wealth management and life insurance joint ventures in Australia and New Zealand for $1,760 million, taking its ownership interest to 100%. Completion is subject to various conditions, including regulatory approval, and is expected to occur during the fourth quarter of calendar 2009. Once completed, the acquisition will result in the Group fully consolidating the assets, liabilities and operations of ING Australia Limited (“INGA”) and ING (NZ) holdings Limited (“INGNZ”) and its subsidiary companies into the Group’s results. At acquisition date, under the step acquisition provisions of AASB3R Business Combinations (Revised) which will come into effect in 2010, the Group will remeasure its existing 49% interests which are accounted for under the equity method at acquisition date fair values and will recognise the resulting gain or loss in the income statement. On 4 August 2009 the Company announced it had reached agreement with Royal Bank of Scotland Group plc to acquire selected businesses in Taiwan, Singapore, Indonesia1, hong Kong, Phillipines and Vietnam. The purchase price is based on the fully recapitalised net tangible book value of these businesses plus a premium of USD50 million and whilst the ultimate purchase price is not determinable until completion it is estimated to amount to approximately USD550 million (AUD626 million). Each acquisition is subject to regulatory approval in the relevant jurisdictions, which is expected to occur from late calendar 2009 through 2010. Accordingly these acquisitions are expected to be progressively consolidated into the 2010 results including the impacts of acquisition accounting, integration and acquisition costs. 1 The Indonesian business will be acquired through ANZ’s 85% owned subsidiary P.T. Bank Pan Indonesia. Future Developments Details of likely developments in the operations of the Group and its prospects in future financial years are contained in this Annual Report under the Chairman’s Report. In the opinion of the directors, disclosure of any further information would be likely to result in unreasonable prejudice to the Group. Environmental Regulation ANZ recognises our obligations to our stakeholders – customers, shareholders, staff and the community – to operate in a way that advances sustainability and mitigates our environmental impact. Our commitment to improve our environmental performance is integral to successfully navigating responsible growth. We acknowledge that we have an impact on the environment: directly through the conduct of our business operations; and indirectly through the products and services that we procure and that we provide to our customers. As such, ANZ has established strategies and internal responsibilities for reducing the impact of our operations and business activities on the environment. The operations of the Group become subject to environmental regulation when enforcing securities over land. ANZ has developed policies to manage such environmental risks. having made due enquiry, to the best of our knowledge, no member of the Group has incurred any material environmental liability during the year. ANZ has historically made data publicly available on its direct and indirect emissions on an annual basis through our Corporate Responsibility Report as well as through other avenues such as the Carbon Disclosure Project. ANZ is also subject to two key pieces of legislation. ANZ operations in Australia are categorised as a ‘high energy user’ under the Energy Efficiency Act 2006. ANZ has a mandatory obligation to identify energy efficiency opportunities and report to the Federal Government progress with the implementation of the opportunities identified. As required under the legislation, ANZ submitted a five year energy efficiency assessment plan and reports to the Government annually, every December, until the end of the five year reporting cycle in 2011. The National Greenhouse Energy Reporting Act introduced in July 2008 has been designed to create a national framework for energy reporting including creating a baseline for emissions trading. The Act makes registration and reporting mandatory for corporations whose energy production, energy use, or greenhouse gas emissions trigger the specified corporate or facility threshold. ANZ is over the corporate threshold for this legislation and as a result we were required to submit our first report on 31 October 2009. 18 ANZ Annual Report 2009 Directors’ Report 19 DIRECTORS’ REPORT (continued) Directors’ Qualifications, Experience and Special Responsibilities At the date of this report, the Board comprises nine non-executive directors who have a diversity of business and community experience and one executive director, the Chief Executive Officer, who has extensive banking experience. The names of directors and details of their skills, qualifications, experience and when they were appointed to the Board are contained on pages 53 to 55 of this Annual Report. Details of the number of Board and Board Committee meetings held during the year, directors’ attendance at those meetings, and details of directors’ special responsibilities are shown on pages 56 to 64 of this Annual Report. Details of directorships of other listed companies held by each current director in the three years prior to the end of the 2009 financial year are listed on pages 53 to 55. Company Secretaries’ Qualifications and Experience Currently there are three people appointed as Company Secretaries of the Company. Details of their roles are contained on page 20. Their qualifications are as follows: Bob Santamaria, BCom, LLB (hons), Group General Counsel and Company Secretary. Mr Santamaria joined ANZ in 2007. he had previously been a Partner at the law firm Allens Arthur Robinson since 1987. he was Executive Partner Corporate, responsible for client liaison with some of Allens Arthur Robinson’s largest corporate clients. Mr Santamaria brings to ANZ a strong background in leadership of a major law firm, together with significant experience in securities, mergers and acquisitions. he holds a Bachelor of Commerce and Bachelor of Laws (honours) from the University of Melbourne. he is also an Affiliate of Chartered Secretaries Australia. Peter Marriott, BEc (hons), FCA Chief Financial Officer and Company Secretary. Mr Marriott has been involved in the finance industry for more than 25 years. Mr Marriott joined ANZ in 1993. Prior to his career at ANZ, Mr Marriott was a Partner in the Melbourne office of the then KPMG Peat Marwick. he is a Fellow of a number of professional organisations including the Institute of Chartered Accountants in Australia and the Australian Institute of Banking and Finance. he is also a Member of the Australian Institute of Company Directors. John Priestley, BEc, LLB, FCIS, Company Secretary. Mr Priestley, a qualified lawyer, joined ANZ in 2004. Prior to ANZ, he had a long career with Mayne Group and held positions which included responsibility for the legal, company secretarial, compliance and insurance functions. he is a Fellow of Chartered Secretaries Australia and also a member of Chartered Secretaries Australia’s National Legislation Review Committee. Non-audit Services The Company’s Relationship with External Auditor Policy (which incorporates requirements of the Corporations Act 2001) states that the external auditor may not provide services that are perceived to be in conflict with the role of the auditor. These include consulting advice and sub-contracting of operational activities normally undertaken by management, and engagements where the auditor may ultimately be required to express an opinion on their own work. Specifically the policy: limits the non-audit services that may be provided; requires that audit and permitted non-audit services must be pre-approved by the Audit Committee, or pre-approved by the Chairman of the Audit Committee (or up to a specified amount by the Chief Financial Officer or the Group General Manager, Finance) and endorsed by the Audit Committee; and requires the external auditor to not commence an audit engagement (or permitted non-audit service) for the Group, until the Group has confirmed that the engagement has been pre-approved. Further details about the policy can be found in the Corporate Governance Statement on page 52. The Audit Committee has reviewed a summary of non-audit services provided by the external auditor for 2009, and has confirmed that the provision of non-audit services for 2009 is consistent with the Company’s Relationship with External Auditor Policy and compatible with the general standard of independence for auditors imposed by the Corporations Act 2001. This has been formally advised to the Board of Directors. The external auditor has confirmed to the Audit Committee that they have complied with the Company’s Relationship with External Auditor Policy on the provision of non-audit services by the external auditor for 2009. The non-audit services supplied to the Group by the Group’s external auditor, KPMG, and the amount paid or payable by the Group by type of non-audit service during the year ended 30 September 2009 are as follows: Non-audit service Market Risk benchmarking review Market Risk system capability review Training courses Accounting Advice ANZ Nominees confirmation procedures Due diligence agreed upon procedures Trustee certification Total Amount paid/payable $’000’s 2009 2008 75 41 35 17 – – – 168 – – 70 – 28 106 6 210 For the reasons set out above, the directors are satisfied that the provision of non-audit services by the external auditor during the year ended 30 September 2009 is compatible with the general standard of independence for auditors imposed by the Corporations Act 2001. Lead Auditor’s Independence Declaration The lead auditor’s independence declaration given under section 307C of the Corporations Act 2001 is set out on page 51 and forms part of this Directors’ Report for the year ended 30 September 2009. Directors and Officers who were Previously Partners of the Auditor The following persons during the financial year were directors or officers of the Group and were partners of KPMG at a time when KPMG was the auditor of Australia and New Zealand Banking Group Limited: Ms Margaret Jackson, Non-executive director who retired from the Board on 21 March 2009 (left KPMG in June 1992) Mr Peter Marriott, Chief Financial Officer (left KPMG in January 1993). Chief Executive Officer/Chief Financial Officer Declaration The Chief Executive Officer and the Chief Financial Officer have given the declarations to the Board concerning the Group’s financial statements required under section 295A (2) of the Corporations Act 2001 and Recommendation 7.3 of the ASx Corporate Governance Principles and Recommendations. Directors’ and Officers’ Indemnity The Company’s Constitution (Rule 11.1) permits the Company to indemnify each officer or employee of the Company against liabilities (so far as may be permitted under applicable law) incurred in the execution and discharge of the officer’s or employee’s duties. It is the Company’s policy that its employees should not incur any liability for acting in the course of their employment legally, within the policies of the Company and provided they act in good faith. Under the policy, the Company will indemnify employees against any liability they incur in carrying out their role. The indemnity protects employees and former employees who incur a liability when acting as an employee, trustee or officer of the Company, or a subsidiary of the Company at the request of the Company. The indemnity is subject to applicable law and will not apply in respect of any liability arising from: a claim by the Company; a claim by a related body corporate; serious misconduct, gross negligence, or a lack of good faith; illegal, dishonest or fraudulent conduct; or material non-compliance with the Company’s policies or discretions. The Company has entered into Indemnity Deeds with each of its directors, with certain secretaries of the Company, and with certain employees and other individuals who act as directors or officers of related body corporates or of another company. To the extent permitted by law, the Company indemnifies the individual for all liabilities, including costs, damages and expenses incurred in their capacity as an officer of the company to which they have been appointed. The Company has indemnified the trustees and former trustees of certain of the Company’s superannuation funds and directors, former directors, officers and former officers of trustees of various Company sponsored superannuation schemes in Australia. Under the relevant Deeds of Indemnity, the Company must indemnify each indemnified person if the assets of the relevant fund are insufficient to cover any loss, damage, liability or cost incurred by the indemnified person in connection with the fund, being loss, damage, liability or costs for which the indemnified person would have been entitled to be indemnified out of the assets of the fund in accordance with the trust deed and the Superannuation Industry (Supervision) Act 1993. This indemnity survives the termination of the fund. Some of the indemnified persons are or were directors or executive officers of the Company. 20 ANZ Annual Report 2009 Directors’ Report 21 DIRECTORS’ REPORT (continued) REMUNERATION REPORT Executive Officers’ and Employee Share Options Details of share options issued over shares granted to the Chief Executive Officer and disclosed executives, and on issue as at the date of this report are detailed in the Remuneration Report. Details of share options issued over shares granted to employees and on issue as at the date of this report are detailed in note 46 of the 2009 Financial Report. Details of shares issued as a result of the exercise of options granted to employees as at the date of this report are detailed in note 46 of the 2009 Financial Report. No person entitled to exercise any option has or had, by virtue of an option, a right to participate in any share issue of any other body corporate. The names of all persons who currently hold options are entered in the register kept by the Company pursuant to section 170 of the Corporations Act 2001. This register may be inspected free of charge. The Company has also indemnified certain employees of the Company, being trustees and administrators of a trust, from and against any loss, damage, liability, tax, penalty, expense or claim of any kind or nature arising out of or in connection with the creation, operation or dissolution of the trust or any act or omission performed or omitted by them in good faith and in a manner that they reasonably believed to be within the scope of the authority conferred by the trust. Except for the above, neither the Company nor any related body corporate of the Company has indemnified or made an agreement to indemnify any person who is or has been an officer or auditor of the Company or of a related body corporate. During the financial year, and again since the end of the financial year, the Company has paid a premium for an insurance policy for the benefit of the directors and employees of the Company and related bodies corporate of the Company. In accordance with common commercial practice, the insurance policy prohibits disclosure of the nature of the liability insured against and the amount of the premium. Rounding of Amounts The Company is a company of the kind referred to in Australian Securities and Investments Commission class order 98/100 (as amended) pursuant to section 341(1) of the Corporations Act 2001. As a result, amounts in this Directors’ Report and the accompanying financial statements have been rounded to the nearest million dollars except where otherwise indicated. Contents Remuneration Overview Remuneration Structure Non-Executive Directors CEO and Executives 2009 Actual Remuneration Outcomes Non-Executive Directors CEO Executives Remuneration Report Board Oversight of Remuneration Non-Executive Directors Non-Executives Directors – Summary Executives Executives – Summary 1. Non-Executive Director Remuneration 1.1. Board Policy on Remuneration 1.2. Components of Non-Executive Director Remuneration 1.3. Shareholdings of Non-Executive Directors 1.4. Remuneration paid to Non-Executive Directors 2. Executive Remuneration 2.1. Remuneration Guiding Principles 2.2. Performance of ANZ 2.3. Remuneration Structure Overview 2.4. Remuneration Components 2.5. CEO Remuneration 2.6. Executive Remuneration 2.6.1. Fixed Remuneration 2.6.2. Variable Remuneration 2.6.3. Short Term Incentives (STI) 2.6.4. Long Term Incentives (LTI) 2.7. Equity Granted as Remuneration 2.8. Equity Valuations 2.9. Equity Vested/Exercised/Lapsed during the 2008/09 year 2.10. Shareholdings of Executives 2.11. Legacy LTI Programs 2.12. Remuneration Paid to Executives 3. Contract Terms 3.1. CEO’s Contract Terms 3.2. Executives’ Contract Terms 24 24 24 24 24 24 24 25 27 27 27 27 28 29 29 29 30 31 32 34 34 34 35 36 36 37 37 37 38 39 41 42 43 44 46 47 50 50 50 22 ANZ Annual Report 2009 Remuneration Report 23 REMUNERATION REPORT (Unaudited) (continued) Remuneration Overview This overview has been written to provide you with a clear and simple summary of ANZ’s remuneration structure and the actual value derived from the various remuneration components by executives in 2008/09. Detailed data is provided in the Directors’ Remuneration Report on pages 27-51. Remuneration Structure NON-ExECUTIVE DIRECTORS Full details of the fees paid to Non-Executive Directors (NEDs) in 2008/09 are provided on page 32 of the Remuneration Report. In summary, NEDs receive a base fee for being a director of the Board and additional fees for either chairing or being a member of a committee, working on special committees and/or for serving on a subsidiary board. They do not receive any performance/incentive payments and are not eligible to participate in any of the Group’s incentive arrangements. CEO AND ExECUTIVES ANZ’s remuneration framework is designed to create and enhance value for all ANZ stakeholders and to ensure there is strong alignment between the short and long term interests of shareholders and executives. A key feature of ANZ’s reward structure is the role it plays in helping drive ANZ’s strategy to build a culture of out-performance with integrity, by ensuring differentiation of rewards and recognition of key contributors. To achieve this, remuneration for the CEO and Executives is comprised of: Fixed pay: This is the only ‘guaranteed’ part of the remuneration package. ANZ positions fixed pay for Executives against the median of the relevant financial services market. Short Term Incentive (STI): The STI provides an annual opportunity for an incentive award if certain company and individual objectives are met and there have been no inappropriate behaviour or risk/ compliance/audit breaches. long Term Incentive (lTI): The LTI provides an annual opportunity for an equity award that aligns a significant portion of overall remuneration to shareholder value over the longer term. 2009 Actual Remuneration Outcomes NON-ExECUTIVE DIRECTORS In 2008 the Board agreed not to increase the NED fees for 2008/09. As a result, the fee structure has been maintained at 2008 levels for the current year. CEO Fixed Pay: The level of fixed annual pay for the CEO was set for three years at $3 million on his commencement in October 2007. This will be reviewed in October 2010. Short Term Incentive (STI): The CEO has an annual opportunity to receive a bonus payment equivalent to the value of his fixed remuneration, i.e. $3 million if targets are met. The actual amount paid can increase or decrease from this target dependent on Group and individual performance. The CEO’s STI payment for the 2009 year has been determined having regard to both the company’s underlying profit for the current year as well as the significant progress achieved in relation to ANZ’s long-term strategic goals. The STI will be $4.5 million with $2.4 million paid in cash and the balance awarded as deferred shares. half the deferred shares will be restricted for 1 year and half for 2 years. Special Equity Allocation: At the 2008 Annual General Meeting, shareholders approved an additional grant of 700,000 options to the CEO at an exercise price of $14.18 and with a vesting date of 18 December 2011. At grant the options were valued at $2.27 each, i.e. a total value of $1.589 million. These options will only have any value if, at the vesting date or during the subsequent exercise period (i.e. 2 years after vesting), the share price exceeds $14.18. This value will be the difference between the exercise price ($14.18) and the price on the vesting date (as long as it is greater than $14.18) multiplied by the total number of options. No options have been granted in respect of the 2009 year. long Term Incentive (lTI): Three tranches of performance rights were provided to the CEO in December 2007, covering his first three years in the role. The first of these tranches will be tested against a relative Total Shareholder Return (TSR) hurdle after 3 years, i.e. December 2010 and the other two will be tested in December 2011 and December 2012 respectively. Therefore, since joining ANZ as CEO on 1 October 2007 the CEO has received no benefit from these LTI grants and will only do so from December 2010 onwards and only if the performance hurdles have been met. There is no retesting of these grants. In addition to his standard remuneration arrangements, the CEO was provided with additional equity as part of his original sign-on arrangements to recognise remuneration forgone from his previous employer in order to join ANZ. The CEO was offered $9 million on his commencement which could have been taken in cash but which he elected to take as shares, with one third vesting at his 1st, 2nd and 3rd anniversaries respectively. This equated to a total of 330,033 ANZ shares at the time of grant when the share price was $27.27. On 2 October 2008, 110,011 shares became available to the CEO, however, the value had declined significantly from the original grant value of $3 million to $2.097 million (based on the one day value weighted average price (VWAP) of $19.061 per share on 2 October 2008). The subsequent grants will vest on 2 October 2009 and 2010 respectively. The following table, relating to the CEO, shows: The actual amounts or grants made in respect of the year ended 30 September 2009; Any amounts which had to be deferred in respect of the year ended 30 September 2009; The actual amounts received in respect of the year ended 30 September 2009; and The actual amounts received in respect of prior year allocations. Chief Executive Officer (M Smith)4 Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Fixed Pay ($) 3,000,000 0 3,000,000 STI ($) 4,500,000 2,100,000 2,400,000 lTI5 ($) 0 0 0 Other grants /benefits ($) TOTAl ($) 1,594,0002,3 9,094,000 1,589,0002 5,0003 3,689,000 5,405,000 0 Includes prior year deferred STI/LTI components and/or equity grants which first became payable in the 2008/09 year. 1 2 Special equity grant – Dec 08 – 700,000 options valued @ $2.27 per option. 3 Provision of Australian taxation return services by PwC. 4 On commencement with ANZ, M Smith was granted three tranches of equity valued at $3 million each. The first of these tranches of deferred shares became available on 2 Oct 08 – price at vesting $19.0610 (based on 1 day VWAP as at 2 Oct 08). Therefore the value of this tranche at date of vesting was $2,096,920. This amount is not reflected in the table above as it relates to a specific equity arrangement associated with his commencement and is not a part of his standard remuneration arrangements. 5 LTI grants covering the CEO’s first three years in the role were granted on his commencement and, therefore, no further grant was made in the 2008/09 year – details of the LTI grants are provided in the LTI section above. No value was received from these LTI grants in the current year. Accordingly, no value for LTI is provided in the table as having been awarded or received in 2008/09. long Term Incentive (lTI): The target LTI for Executives is 50% of their fixed pay. This dollar value is converted into an actual number of performance rights using an independent and audited external valuation. These rights are subject to a relative TSR performance hurdle that compares ANZ’s performance with a selection of other comparable financial institutions over the three year period following the grant. If the hurdle is achieved, the shares are released and if not, they are forfeited. In the current year, the LTI grants made in 2005 and 2006 were tested in 2008 against the TSR performance of the comparator groups and as the performance hurdle was not achieved all of these rights were forfeited (i.e. Executives received no value at all). ExECUTIVES Fixed pay: Some minor adjustments were made to fixed pay levels in October 2008. Subsequently, a review identified that ANZ’s current fixed remuneration levels for senior executives were at market. As a result of this review and also being cognisant of the need for restraint in the current climate, a decision was made earlier this year that a salary freeze would be effected for the 2009 remuneration review. Short Term Incentive (STI): Executives have an opportunity to receive an on-target STI payment equivalent to 120% of their fixed pay, with top performers able to receive incentive payments well above the target level whereas poorer performers will receive a significantly reduced or no incentive payment at all. All incentives paid this year (paid in October 2008 but relating to FY2008 performance) were impacted by the company’s performance with reductions applied to the STI payments for each executive. The STI pool for the 2009 year has also been reduced below on-target levels, reflecting the link between performance and variable reward outcomes. historically, STI payments were paid in cash at the end of each year. however, in 2008 a deferral threshold level was established. Where the STI payment exceeds this threshold, Executives are required to take half of the payment in excess of the threshold in ANZ equity. The equity is subject to mandatory deferral, with half of the deferred equity unavailable for a 1 year period and the other half of the deferred equity unavailable for a 2 year period. This is designed to strengthen the link between the STI award and longer term alignment with shareholder interests. This change resulted in Executives receiving significantly less of their STI in cash with more deferred into equity than had been the case in the past. If an executive resigns or is terminated on notice from ANZ during the deferral period, the equity is forfeited. 24 ANZ Annual Report 2009 Remuneration Report 25 REMUNERATION REPORT (Unaudited) (continued) REMUNERATION REPORT (Audited) The following table covers those disclosed Executives who were employed at the Executive level for the full year and details: The actual amounts or grants made in respect of the year ended 30 September 2009; Any amounts which had to be deferred in respect of the year ended 30 September 2009; The actual amounts received in respect of the year ended 30 September 2009; and The actual amounts received in respect of prior year allocations. GMD, Operations, Technology and Shared Services (D Cartwright) Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Deputy CEO and Acting CEO Australia (G hodges) Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Chief Financial Officer (P Marriott) Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Chief Risk Officer (C Page) Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Fixed Pay ($) 850,000 0 850,000 Fixed Pay ($) 1,000,000 0 1,000,000 Fixed Pay ($) 1,000,000 0 1,000,000 STI ($) 730,000 265,000 465,000 STI ($) 860,000 330,000 530,000 STI ($) 850,000 325,000 525,000 Fixed Pay ($) 850,000 0 850,000 STI ($) 1,600,000 700,000 900,000 lTI ($) 350,000 350,000 Other grants /benefits ($) TOTAl ($) 128,9773,4 2,058,977 0 615,000 0 128,977 1,443,977 Other grants /benefits ($) 134,810 TOTAl ($) 145,9404 2,505,940 0 830,000 lTI ($) 500,000 500,000 0 145,940 1,675,940 lTI ($) 500,000 500,000 0 lTI ($) 425,000 425,000 Other grants /benefits ($) 0 0 0 Other grants /benefits ($) 301,9884 0 0 301,988 0 TOTAl ($) 2,350,000 825,000 1,525,000 0 TOTAl ($) 3,176,988 1,125,000 2,051,988 0 CEO, Asia Pacific, Europe & America (A Thursby)2 Amounts paid or granted in respect of 2008/09 year less amounts which must be deferred in respect of 2008/09 year Amount received – 2008/09 year Amount received – related to prior year allocations1 Fixed Pay ($) 1,000,000 0 1,000,000 STI ($) 2,600,000 1,200,000 1,400,000 lTI ($) 550,000 550,000 0 Other grants /benefits ($) TOTAl ($) 88,3513,4 4,238,351 0 88,351 1,750,000 2,488,351 0 Remuneration Report The Directors’ Remuneration Report is designed to provide shareholders with an understanding of ANZ’s remuneration policies which relate to Key Management Personnel (KMP) as defined under the Corporations Act and the link between remuneration and ANZ’s performance, along with individual outcomes for ANZ’s Directors and Executives. This Remuneration Report has been prepared in accordance with section 300A of the Corporations Act for the Company and the consolidated entity for the year ended 30 September 2009. The information provided in this Remuneration Report has been audited as required by section 308(3C) of the Corporations Act. This Remuneration Report forms part of the Directors’ Report. Board Oversight of Remuneration The Board human Resources (hR) Committee has responsibility for director and executive remuneration, executive succession, and for making recommendations to the Board on remuneration and succession matters related to the CEO (refer to page 62 of the Corporate Governance Report for more details about the Committee’s role, and anz.com > about ANZ > Corporate Governance > ANZ human Resources Committee Charter, which details the terms of reference under which the Committee operates). On a number of occasions throughout the year, both the Board hR Committee and management received advice from external providers. (The following advisors were used: Ernst & Young, hay Group, Freehills and PricewaterhouseCoopers.) The Board’s decisions were made independently using the advice provided and having careful regard to ANZ’s position, strategic objectives and current requirements. Non-Executive Directors Throughout this report specific disclosures are provided in relation to the remuneration of the Non-Executive Directors (NEDs) set out in Table 1, who fall within the definition of KMP of the Company and of the Group. TABLE 1: NON ExECUTIVE DIRECTORS Current Non-Executive Directors C Goode G Clark J Ellis P hay h Lee I Macfarlane D Meiklejohn J Morschel A Watkins Chairman, Independent Non-Executive Director – Appointed Director July 1991; appointed Chairman August 1995 Independent Non-Executive Director – Appointed February 2004 Independent Non-Executive Director – Appointed October 1995 Independent Non-Executive Director – Commenced 12 November 2008 Independent Non-Executive Director – Commenced 1 February 2009 Independent Non-Executive Director – Appointed February 2007 Independent Non-Executive Director – Appointed October 2004 Independent Non-Executive Director – Appointed October 2004 Independent Non-Executive Director – Commenced 12 November 2008 Former Non-Executive Director M Jackson Independent Non-Executive Director – Appointed March 1994 – Retired 21 March 2009 Non-Executives Directors – Summary Details Fees Summary NEDs receive a fixed base fee for being a director of the Board and additional fixed fees for either chairing or being a member of a committee, working on special committees and/or for serving on a subsidiary board. Superannuation contributions are also made at a rate of 9% (but only up to the Government’s prescribed maximum contributions cap). It was agreed that fees would not be increased for 2008/09. NEDs do not earn separate retirement benefits.1 Details of NED remuneration for 2008/09 including acquisitions under the NED Share Plan can be found in Table 6. Discussion in Report Page 30 Page 32 1 2 Includes prior year deferred STI/LTI grants which first became payable in the 2008/09 year. In addition to remuneration shown above, A Thursby received an equity grant in 2008/09 in accordance with his employment arrangements on joining ANZ. ANZ agreed to provide A Thursby with 3 separate tranches of deferred shares to the value of $1 million per annum. The first grant was made on 3 September 2007, the second on 28 August 2008 and the final tranche was granted on 22 September 2009. The shares are restricted and held in trust for three years from the date of allocation. 3 Taxation services provided by PricewaterhouseCoopers. 4 Relocation expenses and for G hodges includes an annual leave payment on change of contracts on transfer from New Zealand to Australia. Remuneration Outcomes 26 ANZ Annual Report 2009 Remuneration Report 27 1 The NED retirement scheme was closed effective 30 September 2005. Accrued entitlements were fixed at that time and will be carried forward until the retirement of the relevant NEDs. REMUNERATION REPORT (Audited) (continued) Executives Throughout this report specific disclosures are provided in relation to the remuneration of both the Chief Executive Officer (CEO) and other executives (i.e. those direct reports of the CEO with key responsibility for the strategic direction and management of a major revenue generating division or who control material revenue and expenses) who fall within the definition of KMP of the Company and of the Group. Also included are executives who are within the group of the five highest paid executives in the Company and the Group. This has been defined as the five highest paid, relevant group and company executives who participate in making decisions that affect the whole, or a substantial part, of the business of the company or who have the capacity to significantly affect the company’s financial standing. Throughout this report the term “Executives” has been used to refer to these disclosed individuals. Details of these individuals are provided in Table 2. ANZ operates a matrix structure with three geographic Divisions (Australia, New Zealand and Asia Pacific Europe & America) and three business segments (Retail, Wealth and Commercial) as well as the global Institutional client business. All of these are supported by enablement functions (e.g. Finance, Risk). This structure was introduced for the 2009 financial year (i.e. 1 October 2008), which has resulted in changes in position titles and roles for some Executives from those shown in the 2008 report. TABLE 2: ExECUTIVES Executive Director Mike Smith Current Executives David Cartwright Shayne Elliott Jenny Fagg Graham hodges Peter Marriott Chris Page Alex Thursby Former Executives Robert (Bob) Edgar Brian hartzer Peter hodgson Chief Executive Officer Group Managing Director, Operations, Technology and Shared Services Group Managing Director, Institutional – Appointed 1 June 2009 Chief Executive Officer, New Zealand – Appointed 1 May 2009 Deputy Chief Executive Officer and Acting Chief Executive Officer, Australia – Appointed 4 May 2009 (previously Chief Executive Officer, New Zealand) Chief Financial Officer Chief Risk Officer Chief Executive Officer, Asia Pacific, Europe & America (previously Chief Executive Officer, Asia Pacific and Acting Group Managing Director, Institutional until 1 June 2009; Chief Executive Officer, Asia Pacific, Europe & America and Group Managing Director, Strategy 1 June – 9 August 2009) Deputy Chief Executive Officer – Retired 8 May 2009 Chief Executive Officer, Australia – Ceased employment 31 July 2009 Former Group Managing Director, Institutional – Ceased employment 29 August 2008 Executives – Summary Details CEO Fixed Remuneration Short Term Incentives (STI) Long Term Incentives (LTI) Other Summary Discussion in Report The CEO is the only executive director at ANZ. The CEO’s remuneration arrangements are detailed separately in section 2.5. This is the only ‘guaranteed’ part of the remuneration package. ANZ seeks to position its fixed remuneration for Executives against the median of the relevant financial services market in Australia. It has been agreed that there will be no increases to fixed remuneration in 2009 for Executives as part of the annual remuneration review. The STI plan is designed to drive out-performance by providing rewards that significantly differentiate individual achievement against targets. The STI provides an annual opportunity for an incentive award if certain company and individual objectives are met and there have been no inappropriate behaviour or risk/compliance/audit breaches. half of the STI payment above a threshold level (currently $200,000) is subject to mandatory deferral into equity. 50% of the deferred portion vests after 1 year and 50% vests after 2 years. The LTI provides alignment of a significant portion of remuneration to sustained growth in shareholder value over the longer term. Executives are granted Performance Rights which only vest if ANZ’s TSR hurdle relative to a peer group of comparator companies is achieved over the three year period from the date of grant. Performance equal to the median of the comparator group will result in half of the Performance Rights vesting. Achieving TSR above the median will result in further Performance Rights vesting, increasing on a straight line basis until ANZ’s TSR equals or exceeds the 75th percentile of the comparator group at which time all the Performance Rights vest. To ensure the interests of Executives continue to be aligned with those of shareholders, Executives are subject to a shareholding guideline which requires them to accumulate and maintain ANZ equity over a 5 year period equivalent to 200% of their fixed remuneration. To ensure equity remains at risk until vested, Executives are prohibited from hedging any unvested equity. ANZ has also extended its policy this year to prohibit Executives from providing ANZ securities in connection with a margin loan or similar financing arrangement. Page 36 Page 37 Page 38 Page 39 Page 40 Contract Terms The contract terms for the CEO and other Executives are provided in Section 3. Page 50 1. Non-Executive Director Remuneration 1.1. BOARD POLICY ON REMUNERATION Table 3 sets out the key principles that underpin the Board’s policy on NED remuneration. TABLE 3: PRINCIPLES UNDERPINNING ThE REMUNERATION POLICY FOR NEDS Principle Comment Aggregate Board and Committee fees are within the maximum annual aggregate limit approved by shareholders Fees are set by reference to key considerations The remuneration structure preserves independence whilst aligning interests of NEDs and Shareholders No Retirement Benefits The current aggregate fee pool for NEDs of $3.5 million was approved by shareholders at the 2008 Annual General Meeting. The increase from the previous cap of $3 million was considered necessary primarily to allow for the appointment of additional directors to the Board to enable appropriate succession management. The annual total of NEDs’ fees, including superannuation contributions, are within this agreed limit. NEDs are also eligible for other payments outside the limit such as reimbursement for business related expenses, including travel, and retirement benefits accrued as at September 2005. Board and Committee fees are set by reference to a number of relevant considerations including: general industry practice and best principles of corporate governance; the responsibilities and risks attaching to the role of NED; the time commitment expected of the NEDs on Group matters; reference to fees paid to other NEDs of comparable companies; and advice from external advisors. So that independence and impartiality is maintained, fees are not linked to the performance of the Company and NEDs are not eligible to participate in any of the Group’s incentive arrangements. NEDS also have adopted Shareholding Guidelines (refer section 1.3). NEDs do not accrue separate retirement benefits in addition to statutory superannuation entitlements. (Refer to Table 4 for details of preserved benefits for NEDs who participated in the NED retirement scheme prior to its closure in 2005). 28 ANZ Annual Report 2009 Remuneration Report 29 REMUNERATION REPORT (Audited) (continued) 1.2. COMPONENTS OF NON-ExECUTIVE DIRECTOR REMUNERATION 1.3. ShAREhOLDINGS OF NEDS In recognising that ownership of Company shares aligns Directors’ interests with those of shareholders, Directors adopted shareholding guidelines in 2005. These guidelines provide for Directors to accumulate shares, over a five year period, to the value of 100% (200% for the Chairman) of the base annual NED Fee and to maintain this shareholding while a director of ANZ. Directors have agreed that where their holding is below this guideline they will direct a minimum of 25% of their fees each year toward achieving this shareholding. The movement during the reporting period in shareholdings of NEDs (held directly, nominally and by related parties) is provided below: TABLE 5: NED ShAREhOLDINGS Name Current Non-Executive Directors C Goode G Clark J Ellis P hay6, 7 h Lee6 I Macfarlane D Meiklejohn J Morschel A Watkins6 Former Non-Executive Directors M Jackson Balance as at 1 Oct 2008 Shares acquired during the year in lieu of fees1 Shares from other changes during the year2 Balance as at 30 Sep 20093 Balance as at 30 Sep 2009 as a % of base fee4 Balance as at report sign-off date 738,279 12,479 140,381 2,963 – 8,574 15,156 10,677 15,000 – – 10,801 2,598 1,575 – – 1,183 3,419 34,972 1,042 3,161 1,445 – 4,042 1,042 1,042 1,042 773,251 13,521 154,343 7,006 1,575 12,616 16,198 12,902 19,461 96,228 – 2,964 99,192 9430% 165% 1882% 85% 19% 154% 198% 157% 237% 773,251 13,521 154,343 7,006 1,575 12,616 16,198 12,902 19,461 n/a5 1 All shares acquired in lieu of fees were done so under the Directors’ Share Plan (refer to section 1.2 of this Remuneration Report for an overview of the Directors’ Share Plan). 2 Shares from other changes during the year include the net result of any shares purchased/sold or acquired under the Dividend Reinvestment Plan or the ANZ Share Purchase Plan. 3 The following shares were nominally held as at 30 September 2009: C Goode – 424,843; G Clark – 13,521; J Ellis – 85,273; P hay – 2,676; h Lee – 1,575; I Macfarlane – 2,574; D Meiklejohn – 13,698; J Morschel – 7,860; A Watkins – 18,419. 4 The value of shares has been calculated using the closing price on 30 September 2009 of $24.39. The percentage of base fee has been determined by comparing the share value against the current base annual NED fee of $200,000. 5 M Jackson’s shareholding is not provided as she is no longer a NED as at the report sign-off date. 6 Commencing balance is based on holdings as at the date of commencement as a NED. 7 P hay acquired 1,600 ordinary shares on 2 November 2009 however these are excluded from the balance as at report sign-off date as settlement is due to occur on 6 November 2009. NEDs receive a fee for being a director of the Board, and additional fees for either chairing or being a member of a committee. The Chairman of the Board does not receive additional fees for service on Board Committees. For the 2008/09 year, the Board has agreed not to increase fees from those applied in 2008. For details of remuneration paid to directors for the year ended 30 September 2009, refer to Table 6 in this Remuneration Report. TABLE 4: COMPONENTS OF REMUNERATION FOR NEDS Elements Details Board/Committee Fees For the year ended 30 September 2009 Fees per annum are: Board Risk & Audit Committees hR Committee Governance & Technology Committees Chairman $783,000 $52,000 $48,000 $30,000 NED $200,000 $25,000 $21,000 $10,000 Other fees/benefits Work on special committees or as a director on a subsidiary board may attract additional fees of an amount considered appropriate in the circumstances. Post-employment Benefits Directors’ Share Plan Superannuation contributions are made at a rate of 9% (but only up to the Government’s prescribed maximum contributions limit) which satisfies the company’s statutory superannuation contributions. The NED retirement scheme was closed effective 30 September 2005. Accrued entitlements relating to the ANZ Directors’ Retirement Scheme were fixed at 30 September 2005 and NEDs had the option to convert these entitlements into ANZ shares. Such entitlements, either in ANZ shares or cash, will be carried forward and transferred to the NED when they retire (including interest accrued at the 30 day bank bill rate for cash entitlements). The accrued entitlements for current NEDs fixed under the ANZ Directors’ Retirement Scheme as at 30 September 2005 are as follows: C Goode G Clark J Ellis D Meiklejohn J Morschel The accrued entitlement for M Jackson at that time was $487,022. On M Jackson’s retirement in March 2009, a total payment of $604,392 was made to her for this entitlement and relevant interest. $1,312,539 $83,197 $523,039 $64,781 $60,459 ANZ operates the Directors’ Share Plan (the Plan). Under the Plan, both non-executive and executive directors were able to elect to sacrifice Fees in order to purchase ANZ shares. It has been agreed that from 1 October 2009, no new purchases will be made under the Plan, although existing shares will continue to be held in trust. As shares were purchased from remuneration forgone, they were not subject to performance conditions. Participation in the plan was voluntary. Shares acquired under the plan were purchased on market and were subject to a minimum 1 year restriction, during which the shares could not be traded. In the event of serious misconduct, all shares held in trust will be forfeited. All costs associated with the plan are met by the Company. The Plan is not a performance-based share plan and is not intended as an incentive component of NED remuneration. Included in Fee limit Yes Yes Yes No Yes 30 ANZ Annual Report 2009 Remuneration Report 31 REMUNERATION REPORT (Audited) (continued) 1.4. REMUNERATION PAID TO NEDs Remuneration details of NEDs for the years ended 30 September 2009 and 2008 are set out below in Table 6. There is an increase in overall 2009 Total Remuneration for NEDs compared with 2008. This variation is primarily attributable to two factors: the appointment of additional Directors during the year; and the termination benefit paid to M Jackson on her retirement from the Board comprised of the benefit accrued under the retirement scheme which existed prior to September 2005 There was no increase in actual fee levels so any individual changes can be primarily attributed to changes in representation on different committees. Refer to Section 1.2 for fee structure details. TABLE 6: NED REMUNERATION FOR 2009 AND 2008 Financial Year Cash salary/fees $ Value of shares acquired in lieu of cash salary/fees1 $ Committee fees (cash) $ Short term incentive $ Other $ Total $ Super contributions $ long service leave accrued during the year $ Total amortisation value of equity $ Total Remuneration3 $ Short-Term Employee Benefits Post- Employment long-Term Employee Benefits Termination Benefits2 Share-Based Payments Current Non-Executive Directors C Goode (Appointed director July 1991; appointed Chairman August 1995) Independent Non-Executive Director, Chairman G Clark (Appointed February 2004) Independent Non-Executive Director J Ellis (Appointed October 1995) Independent Non-Executive Director P hay (Appointed November 2008) Independent Non-Executive Director h lee (Appointed February 2009) Independent Non-Executive Director I Macfarlane (Appointed February 2007) Independent Non-Executive Director D Meiklejohn (Appointed October 2004) Independent Non-Executive Director J Morschel (Appointed October 2004) Independent Non-Executive Director A Watkins (Appointed November 2008) Independent Non-Executive Director Former Non-Executive Directors M Jackson (Appointed March 1994; retired March 2009) Independent Non-Executive Director Total of all Non-Executive Directors5 2009 2008 2009 2008 2009 2008 2009 2009 2009 2008 2009 2008 2009 2008 2009 2009 2008 2009 2008 783,000 783,000 200,000 142,900 17,500 177,860 139,500 – – – 57,084 182,429 22,114 37,498 – – 51,083 40,000 35,000 35,000 30,975 107,778 24,995 6,639 200,000 152,000 200,000 200,000 180,000 165,283 127,313 – 47,974 – – 19,987 47,974 49,670 65,000 65,000 87,000 87,000 73,000 73,000 54,960 94,444 134,750 2,049,535 1,755,793 – 65,234 314,579 240,380 34,472 73,000 438,129 373,000 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 1 Shares acquired through participation in Directors’ Share Plan. The value reflects the fees forgone to purchase shares on market (amortisation is not applicable). 2 The termination benefit paid to M Jackson on her retirement from the Board relates to the benefit accrued under the retirement scheme which existed prior to September 2005 and interest on that benefit. 3 Amounts disclosed for remuneration of directors exclude insurance premiums paid by the consolidated entity in respect of directors’ and officers’ liability insurance contracts. The total premium, which cannot be disclosed because of confidentiality requirements, has not been allocated to the individuals covered by the insurance policy as, based on all available information, the directors believe that no reasonable basis for such allocation exists. 4 Other for J Ellis relates to car parking and office space. 5 Due to consistency of remuneration structure, the Remuneration details of the CEO (who is the only Executive Director) are included in Table 17 with other Executives. – – – – 18,0854 17,982 – – – – – – – – – – – 18,085 17,982 783,000 783,000 251,083 239,984 253,014 252,956 207,973 13,924 13,283 13,924 13,283 13,924 13,283 13,343 139,412 10,149 265,000 264,974 287,000 287,000 272,987 286,257 231,943 128,916 272,984 2,820,328 2,387,155 13,924 13,283 13,924 13,283 13,924 – 13,477 6,872 13,283 127,385 79,698 n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 604,392 – 604,392 – n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a n/a 796,924 796,283 265,007 253,267 266,938 266,239 221,316 149,561 278,924 278,257 300,924 300,283 286,911 286,257 245,420 740,180 286,267 3,552,105 2,466,853 32 ANZ Annual Report 2009 Remuneration Report 33 REMUNERATION REPORT (Audited) (continued) 2. Executive Remuneration 2.1. REMUNERATION GUIDING PRINCIPLES ANZ’s reward policy, approved by the Board, shapes the Group’s remuneration strategies and initiatives. The following principles underpin ANZ’s reward policy for Executives: Focus on creating and enhancing value for all ANZ stakeholders; Emphasis on “at risk” components of total rewards; Differentiation of individual rewards in line with ANZ’s culture of rewarding for out-performance, adherence to standards of behaviour and to risk and compliance policies and processes; and The provision of a competitive reward proposition to successfully attract, motivate and retain the highest quality individuals required to deliver ANZ’s business and growth strategies. 2.2. PERFORMANCE OF ANZ Sustained company performance over the long-term is a key focus for ANZ. The success of ANZ’s remuneration policy in aligning shareholder and executive rewards is demonstrated by the close correlation that exists between Company performance and the benefits derived by Executives from the ‘at-risk’ components of their remuneration over the past 5 years. Table 7 shows ANZ’s annual performance over the five-year period spanning 1 October 2004 to 30 September 2009. The table illustrates the impact of ANZ’s performance on shareholder wealth, taking into account dividend payments, share price changes and other capital adjustments during the financial year. TABLE 7: ANZ’S PERFORMANCE 2005 – 2009 Basic Earnings Per Share (EPS) NPAT ($m) Total Dividend (cps) Share price at 30 September ($) Total Shareholder Return (12 month %) Underlying profit1 2008/09 2007/08 2006/07 2005/06 2004/05 131.0 2,943 102 24.39 40.3 3,772 170.4 3,319 136 18.75 -33.5 3,426 224.1 4,180 136 29.70 15.6 3,924 200.0 3,688 125 26.86 17.1 3,587 169.5 3,175 110 24.00 32.6 3,151 FIGURE 2: ANZ – UNDERLYING PROFIT1 & AVERAGE STI PAYMENTS , 3 9 2 4 , 3 5 8 7 , 3 7 7 2 X , X X 3 X 4 2 6 , , 3 1 5 1 Underlying Profit1 ($milion) Average STI payments against targets Target STI % of target STI paid to executive directors and disclosed executives 111% 112% 110% 76% 106% 05 06 07 08 09 125 100 75 Figure 2 illustrates the relationship between the average actual STI payments against target and the Group’s performance measured using underlying profit over the last 5 years. The average STI payments for each year are based on those executives (including the CEO) disclosed in each relevant reporting period. As illustrated in the chart, the average STI payments are generally in alignment with the underlying profit trend, with the 2009 STI payments (as a percentage of target STI) trending upwards as a result of the increase in underlying profit. 1 Underlying profit represents the directors’ assessment of the profit for the ongoing business activities of the Group, and is based on guidelines published by the Australian Institute of Company Directors and the Financial Services Institute of Australasia. ANZ applies this guidance by adjusting statutory profit for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer to page 6 for details of adjustments. 2.3. REMUNERATION STRUCTURE OVERVIEW The key aspects of ANZ’s remuneration strategy for Executives (including the CEO) is set out below: REMUNERATION OBJECTIVES 1 Underlying profit represents the directors’ assessment of the profit for the ongoing business activities of the Group, and is based on guidelines published by the Australian Institute of Company Directors and the Financial Services Institute of Australasia. ANZ applies this guidance by adjusting statutory profit for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. Refer to page 6 for details of adjustments. Shareholder value creation Emphasis on “at risk” components Reward differentiation to drive out-performance Attract, motivate and retain talent Figure 1 compares ANZ’s TSR performance against the median TSR of the LTI comparator group and the S&P/ASx 200 Banks Accumulation Index over the 2005 to 2009 measurement period. FIGURE 1: ANZ 5-YEAR CUMULATIVE TOTAL ShAREhOLDER RETURN PERFORMANCE e g a t n e c r e P 240 220 200 180 160 140 120 100 80 Upper Quartile Median Fin Index ANZ Pay for Performance Total Remuneration set by reference to geographic market Fixed At Risk Fixed Remuneration Short Term Incentive (STI) Long Term Incentive (LTI) Fixed remuneration is set based on financial services market/internal relativities reflecting: responsibilities, performance, qualifications, experience and location STI targets are linked to the performance targets of the Group, Division and Individual using a balanced scorecard approach LTI targets have direct links to shareholder value creation 4 0 p e S 5 0 r a M 5 0 p e S 6 0 r a M 6 0 p e S 7 0 r a M 7 0 p e S 8 0 r a M 8 0 p e S 9 0 r a M 9 0 p e S 34 ANZ Annual Report 2009 Performance period Remuneration Report 35 REMUNERATION REPORT (Audited) (continued) REMUNERATION REPORT (Audited) (continued) 2.4. REMUNERATION COMPONENTS The Board aims to achieve a balance between fixed and at-risk components of remuneration that reflects market conditions for each seniority level. The relative proportion of fixed and at-risk remuneration is as set out below: TABLE 8: ANNUAL TOTAL REWARD MIx PERCENTAGE (% BASED ON AT TARGET LEVELS OF PERFORMANCE) CEO Executives 1 The STI for all Executives is subject to mandatory deferral (refer to section 2.6.3 for details). Fixed Fixed remuneration 33% 37% At Risk STI 33% 45%1 lTI 33% 18% The levels of reward within the remuneration structure are benchmarked against the financial services market median. however, the application of the structure allows for the opportunity to earn upper quartile variable pay for significant out performance, and significantly reduced or nil payment for underperformance. In this way the remuneration structure reflects “reward for performance”. 2.5. CEO REMUNERATION The components of the CEO’s remuneration package are substantially the same as other Executives. however, there are some differences in the quantum, delivery and timing of the CEO’s arrangements. In the interests of clarity and in order to ensure a thorough understanding of the arrangements that are in place for the CEO, the following table provides a summary of these arrangements as well as cross references to other sections of the report where these arrangements are outlined in further detail. Discussion in Report STI – Refer Page 38 Details Summary Fixed Remuneration Short-Term Incentives (STI) Special Equity Allocation The level of fixed pay for the CEO was set at $3 million on his commencement in 2007. It was agreed this would be held constant for the first three years until October 2010 and will be subject to annual review from that time. The CEO has an annual opportunity to receive an incentive payment equivalent to the value of his fixed remuneration, i.e. $3 million if targets are met. The actual amount paid can increase or decrease from this number dependent on performance. The actual incentive payment paid in November 2008, but which related to the year ended 30 September 2008, was $2.4 million. (In addition the CEO received a Special Equity Allocation – detailed below). The Board approved the CEO’s 2009 balanced scorecard at the start of the year and then assessed his performance against these objectives at the end of the 2009 year to determine the appropriate incentive (relative to target). As per the Board hR Committee Charter, robust performance measures and targets for the CEO that encourage superior long term performance and ethical behaviour are recommended by the Board hR Committee to the full Board. The key objectives for 2009 included a number of quantitative and qualitative measures aligned with ANZ’s strategy, which included (but were not limited to) financial goals, risk management, progress towards long-term strategic goals, strengthening the management bench, and people/culture measures. A key focus of these objectives was on the strategic acquisition and disposal of assets in order to position the company for the future. Based on the Board’s assessment, the STI payment for the CEO for the 2009 year will be $4.5 million. The CEO will be paid $2.4 million in cash and the balance will be awarded as deferred shares. half the deferred shares will be restricted for 1 year and half for 2 years from the date of grant. In 2008 the Board reviewed the contract and retention arrangements of the CEO to ensure that they continued to be market competitive. Following this review, the Board considered it reasonable and appropriate to grant the CEO 700,000 options. This resolution was approved by shareholders at the 2008 AGM and the options were granted on 18 December 2008. The rationale for the grant of options to the CEO was: As options only reward for uplift in the share price above the option exercise price, the award helps drive a longer term focus on sustained share price growth while strengthening the alignment of the CEO’s interests with shareholders; Discussion in Report LTI – Refer Page 39 2.5. CEO REMUNERATION (CONTINUED) Details Summary Special Equity Allocation continued The grant recognised the CEO’s performance in establishing a solid foundation to enable ANZ to achieve its longer term vision, as well as acknowledging his very strong internal and external leadership during the significant challenges the organisation faced during that year; Long-Term Incentives (LTI) – Grants covering first 3 years Sign-On Award The grant took into consideration the fact that the CEO’s STI payment was reduced by 20% in 2008 as a result of ANZ’s performance, however, this result was largely attributable to decisions made prior to his appointment; Using Performance Rights as part of the long-term incentive program and Options for retention purposes provides a strong motivation and retention element in both flat and growth economic cycles. These options will be available for exercise from the date of vesting, December 2011, with the option exercise price being equal to the market value of ANZ shares at the date they were granted i.e. $14.18 per share. Upon exercise, each option entitles the CEO to one ordinary ANZ share. At grant the options were independently valued at $2.27 each i.e. a total value of $1.589 million. however, these options will only have any value if, at the vesting date or during the subsequent exercise period (i.e. 2 years after vesting), the share price exceeds $14.18. This value will be based on the amount by which the market price exceeds the exercise price multiplied by the total number of options. Three tranches of performance rights were provided to the CEO in December 2007, each to a maximum value of $3 million, covering his first three years in the role. The first of these tranches will be tested after three years (i.e. December 2010) based on ANZ’s relative TSR against a comparator group, consistent with the Executives LTI program (refer section 2.6.4). The other two tranches will be tested in December 2011 and December 2012 respectively. No retesting is available. Therefore, since joining ANZ as CEO on 1 October 2007 the CEO will only receive a benefit from December 2010 onwards if the performance hurdles have been met. In addition to his standard remuneration arrangements, the CEO was provided with additional equity as part of his original sign-on arrangements to recognise remuneration forgone from his previous employer in order to join ANZ. The CEO was offered $9 million on his commencement which he elected to take as deferred shares, with one third of the award vesting in each of October 2008, 2009 and 2010 respectively. The sign-on award equated to a total of 330,033 ANZ shares at the time of grant when the share price was $27.27. Given the purpose of the sign-on award for the CEO was to compensate him for remuneration forgone, the ANZ Deferred Shares were not subject to any performance hurdles. The allocation of Deferred Shares will, however, strengthen the alignment of the CEO’s interests with shareholders. On 2 October 2008, 110,011 of those shares became available to the CEO. however, the nominal value of the shares had declined significantly from the original grant value of $3 million to $2.097 million on 2 October 2008 (based on the one day VWAP of $19.0610 per share). The subsequent grants will vest on 2 October 2009 and 2010 respectively. 2.6. ExECUTIVE REMUNERATION 2.6.1. FIxED REMUNERATION The fixed remuneration amount is expressed as a total dollar amount which can be taken as cash salary, 9% superannuation contributions, and other nominated benefits (e.g. novated car leases, superannuation contributions, car parking and contributions towards the Employee Share Save Scheme). Fixed Remuneration at ANZ is reviewed annually. ANZ sets remuneration ranges with a midpoint targeted to the local market median being paid in the financial services industry in the relevant global markets in which ANZ operates. 2.6.2. VARIABLE REMUNERATION Variable remuneration forms a significant part of Executives’ potential remuneration, providing at-risk components that are designed to drive performance in the short, medium and long-term. The term “variable remuneration” within ANZ covers both the STI and LTI arrangements. 36 ANZ Annual Report 2009 Remuneration Report 37 REMUNERATION REPORT (Audited) (continued) 2.6.3. ShORT TERM INCENTIVES (STI) Details of the STI arrangements for Executives are provided in Table 9 below: 2.6.4. LONG TERM INCENTIVES (LTI) Details of the LTI arrangements for Executives are provided in Table 10 below: TABLE 9: SUMMARY OF STI ARRANGEMENTS TABLE 10: SUMMARY OF LTI ARRANGEMENTS Purpose Determining STI Pools Performance Targets The STI arrangements support ANZ’s strategic objectives by providing rewards that are significantly differentiated on the basis of achievement against annual performance targets. The introduction in 2008 of mandatory deferral of a portion of the STI places an increased emphasis on having a variable structure that is flexible, continues to be performance linked, has significant retention elements and motivates executives to drive continued performance over the longer term. ANZ’s Employee Reward Scheme (ANZERS) structure is reviewed and approved by the Board hR Committee. The size of the overall pool is determined by the Board and is based on an assessment of the balanced scorecard of measures of the Group, with this pool then distributed between the different Divisions based on their relative performance against a balanced scorecard of financial and qualitative measures. The STI targets are set to ensure appropriate focus on achievement of ANZ Group, Division and individual performance aligned with ANZ’s overall strategy. Individual performance objectives for Executives are based on a number of qualitative and quantitative measures which may include: Financial Measures including Revenue growth, Net Profit After Tax growth, and Operating Costs; Customer Measures including Customer Satisfaction, Share of Wallet and Market Share; Process Measures including Process Improvements and Cost benefits; People Measures including Staff Turnover; Diversity Targets and Performance Management Behaviour, Risk Management, Audit and Compliance Measures/Standards. The specific targets and features relating to these qualitative and quantitative measures have not been provided in detail due to their commercial sensitivity. The performance of relevant executives against these objectives is reviewed at the end of the year by the Board hR Committee. Determining Individual Incentive Targets Each Executive has a target STI percentage which is determined according to market relativities. The 2009 target STI award level for Executives (excluding the CEO) is 120% of Fixed Remuneration. Rewarding Performance The STI program and the targets that are set have been designed to motivate and reward superior performance. The size of the actual STI payment made at the end of each financial year to individuals will be determined based on performance as detailed above. Within the overall incentive pool approved by the Board, Executives who out-perform relative to their peers and significantly exceed targets may be rewarded with a maximum STI award which is significantly higher than their target STI. Conversely, the poorest performers relative to their peers will not be eligible to receive any STI award. Comparator Group Mandatory Deferral Since 2008, the following tiered STI deferral approach applies to Executives (excluding the CEO): STI up to the threshold (currently $200,000) paid in cash1 25% of STI amounts above the threshold deferred in ANZ equity for 1 year 25% of STI amounts above the threshold deferred in ANZ equity for 2 years The balance (i.e. 50%) of STI amounts above the threshold to be paid as cash1. In 2009, Executives could elect to receive the deferral value as 100% shares or 50% shares/50% options2. Allowing a mix of options and shares for the mandatory STI deferral provides a strong retention element in both flat and growth economic cycles. Options contain an in-built price hurdle given that they are designed to reward for share price growth. That is, options can provide benefits to the extent the ANZ share price increases above the option exercise price. Options deliver no value where the ANZ share price is equal to or below the option exercise price during the exercise period. As the incentive amount has already been earned, there are no further performance measures attached to the shares and options. however, all unvested deferred amounts are forfeited on resignation or termination on notice. In the case of retrenchment, retirement, death or total and permanent disablement, the unvested deferred amounts will vest unless the Board determines otherwise. 1 Executives are able to elect to take any cash bonus amounts they may be awarded as cash or superannuation. 2 J Fagg will receive share rights rather than shares due to taxation implications in New Zealand. A share right effectively provides a right in the future to acquire a share in ANZ at nil cost to the employee. The right value at grant is discounted (relative to the value of an ANZ share at grant), due to the fact that dividends will not be received during the deferral period. Purpose The LTI arrangements are designed to link a significant portion of Executives’ remuneration to shareholder interests. Type of Equity Awarded LTI is delivered to Executives as 100% Performance Rights. A Performance Right is a right to acquire a share at nil cost, subject to meeting time and performance hurdles. Upon exercise, each Performance Right entitles the executive to one ordinary share. Time Restrictions The Performance Rights awarded to Executives will be tested once only against the performance hurdle at the end of three years. If they do not achieve the required performance hurdle they are forfeited at that time. Subject to the performance hurdle being met, Executives then have a two-year exercise period. Performance hurdle The Performance Rights granted to Executives in October 2008 have a single long-term performance measure (refer to section 2.11 for details of legacy LTI programs). The Performance Rights are designed to reward Executives if the Company’s TSR is at or above the median TSR of a group of peer companies over a three year period. TSR represents the change in the value of a share plus the value of reinvested dividends paid. TSR was chosen as the most appropriate comparative measure as it focuses on the delivery of shareholder value and is a well understood and tested mechanism to measure performance. Vesting Schedule The proportion of Performance Rights that become exercisable will depend upon the TSR achieved by ANZ relative to the companies in the comparator group (shown below) at the end of the three-year period. ANZ’s TSR Ranking % of Grant Vested 0 – 49th percentile 50th percentile 0% 50% higher than 50th but below the 75th percentile An additional 2% for every 1.0 percentile above the 50th percentile but below the 75th percentile 75th – 100th percentile 100% An averaging calculation is used for TSR over a 90 day period for start and end values in order to reduce the impact of share price volatility. To ensure an independent TSR measurement, ANZ engages the services of an external organisation (Macquarie Financial Services) to calculate ANZ’s performance against the TSR hurdle. Where ANZ’s performance falls between two of the comparators, TSR is measured on a pro-rata basis. The peer group of companies against which ANZ’s TSR performance is measured, comprises the following nine companies: AMP Limited Commonwealth Bank of Australia Macquarie Bank Limited QBE Insurance Group Limited Westpac Banking Corporation AxA Asia Pacific holdings Limited Insurance Australia Group Limited National Australia Bank Limited Suncorp-Metway Limited The comparator group that has been used since 2004 included all the above companies together with St George Bank. After being acquired by Westpac, St George was subsequently delisted in November 2008 from the ASx. Consideration was given to a possible substitute company to be included in the comparator group. however, other possible inclusions had either a significantly different market cap or different business/market. Accordingly, the Board determined that comparisons for all existing grants would be made with the remaining nine companies from the original comparator group. The removal of St George did not have any material impact on vesting of existing equity grants. 38 ANZ Annual Report 2009 Remuneration Report 39 REMUNERATION REPORT (Audited) (continued) TABLE 10: SUMMARY OF LTI ARRANGEMENTS (CONTINUED) 2.7. EQUITY GRANTED AS REMUNERATION Size of LTI Grants Cessation of Employment Provisions The size of individual LTI grants for Executives is determined by an individual’s level of responsibility, their performance and the assessed potential of the executive. The target LTI for disclosed Executives is around 18% of the individual’s target reward mix and around 50% of Fixed Remuneration. Executives are advised of the dollar value of their LTI Grant, which is then converted into a number of Performance Rights based on an independent valuation. Refer to section 2.8 for further details on the valuation approach and inputs. LTI allocations are made annually after the annual review which occurs in October. The following example uses the October 2008 allocation value. Example: Executive granted LTI value of $500,000 Approved Allocation Valuation is $9.99 per Performance Right $500,000 / $9.99 = 50,050 Performance Rights The following provisions apply in the case of cessation of employment: In case of dismissal for misconduct, Performance Rights are forfeited; In case of resignation all unvested or vested but unexercised Performance Rights are forfeited at the time notice is given: In case of termination on notice, unless the Board determines otherwise, only Performance Rights that are vested may be exercised and all unvested Performance Rights will be forfeited; and In case of death or total & permanent disablement, the performance hurdle is waived and a grace period is provided in which to exercise all Performance Rights. Conditions of Grant The conditions under which Performance Rights are granted are approved by the Board in accordance with the rules of the ANZ Share Option Plan. hedging and Margin Lending Prohibitions Shareholding Guidelines As specified in the ANZ Securities Trading Policy, equity allocated under ANZ incentive schemes must remain at risk until fully vested (in the case of Deferred Shares) or exercisable (in the case of Options or Performance Rights). As such, it is a condition of grant that no schemes are entered into that specifically protect the unvested value of Shares, Options and Performance Rights allocated. Doing so would constitute a breach of the grant conditions and would result in the forfeiture of the relevant Shares, Options or Performance Rights. The Policy was also extended this year to incorporate a prohibition on Executives providing ANZ securities in connection with a margin loan or similar financing arrangements under which they may be subject to a call. To monitor adherence to this policy, ANZ’s Executives are required to sign an annual declaration stating that they have not entered into (and are not currently involved in) any schemes to protect the value of their interests in any unvested ANZ securities. Based on the 2009 declarations, ANZ can advise that Executives are fully compliant with this policy. Executives are expected to accumulate ANZ shares over a five year period, to the value of 200% of their Fixed Remuneration and to maintain this shareholding while an executive of ANZ. This guideline was introduced in June 2005. New Executives are expected to accumulate the required holdings within five years of appointment. Shareholdings for this purpose include all vested and allocated but unvested equity which is not subject to performance hurdles. Details of Deferred Shares, Options and Performance Rights granted to Executives during the 2009 year are set out in Table 11 below. TABLE 11: DEFERRED ShARES, OPTIONS AND PERFORMANCE RIGhTS GRANTED AS REMUNERATION DURING 2009 Name Type of Equity Number granted Grant date Vesting date Date of option expiry Option exercise price $ Fair Value8 $ Current Executives M Smith D Cartwright S Elliott J Fagg6 G hodges P Marriott C Page A Thursby Former Executives R Edgar B hartzer Special Options1 STI Restricted Shares2 STI Deferred Shares3 STI Deferred Shares3 STI Deferred Options3 STI Deferred Options3 LTI Performance Rights4 Other Deferred Shares5 Other Deferred Shares5 STI Deferred Options3 STI Deferred Options3 STI Deferred Share Rights3 STI Deferred Share Rights3 LTI Performance Rights4 STI Deferred Shares3 STI Deferred Shares3 STI Deferred Options3 STI Deferred Options3 LTI Performance Rights4 LTI Performance Rights4 STI Deferred Shares3 STI Deferred Shares3 STI Deferred Options3 STI Deferred Options3 Other Deferred Shares7 LTI Performance Rights4 STI Deferred Shares3 STI Deferred Shares3 STI Deferred Options3 STI Deferred Options3 LTI Performance Rights4 STI Deferred Shares3 STI Deferred Shares3 LTI Performance Rights4 700,000 18-Dec-08 18-Dec-11 17-Dec-13 40,745 7,276 7,275 48,385 48,385 40,040 7,530 7,530 33,870 33,869 5,341 5,663 50,050 3,638 3,637 24,193 24,192 50,050 38,038 12,369 12,369 82,255 82,254 43,610 55,055 3,638 3,637 24,193 24,192 25,025 18,917 18,917 75,075 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 11-Jun-09 11-Jun-09 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-09 31-Oct-09 31-Oct-10 31-Oct-09 31-Oct-10 31-Oct-11 11-Jun-10 11-Jun-11 31-Oct-09 31-Oct-10 31-Oct-09 31-Oct-10 31-Oct-11 31-Oct-09 31-Oct-10 31-Oct-09 31-Oct-10 31-Oct-11 – – – 30-Oct-13 30-Oct-13 31-Oct-13 – – 30-Oct-13 30-Oct-13 30-Oct-13 30-Oct-13 31-Oct-13 – – 30-Oct-13 30-Oct-13 31-Oct-13 31-Oct-08 31-Oct-11 31-Oct-13 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 22-Sep-09 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-09 31-Oct-10 31-Oct-09 31-Oct-10 22-Sep-12 31-Oct-11 31-Oct-09 31-Oct-10 31-Oct-09 31-Oct-10 31-Oct-11 31-Oct-09 31-Oct-10 31-Oct-11 – – 30-Oct-13 30-Oct-13 – 31-Oct-13 – – 30-Oct-13 30-Oct-13 31-Oct-13 – – 31-Oct-13 14.18 – – – 17.18 17.18 0.00 – – 17.18 17.18 0.00 0.00 0.00 – – 17.18 17.18 0.00 0.00 – – 17.18 17.18 – 0.00 – – 17.18 17.18 0.00 – – 0.00 2.27 16.38 16.38 15.45 2.80 2.94 9.99 16.83 16.83 2.80 2.94 16.38 15.45 9.99 16.38 15.45 2.80 2.94 9.99 9.99 16.38 15.45 2.80 2.94 23.22 9.99 16.38 15.45 2.80 2.94 9.99 16.38 15.45 9.99 1 Options granted to the CEO, M Smith were approved by shareholders at the 2008 AGM. Refer to Section 2.5 for further details of the grant and Table 12 for details of the valuation inputs and fair value. In 2008 Executives could voluntarily elect to defer some/all of their cash STI payment into shares and/or options. Shares granted under this election were restricted for a 12 month period. The 2 number of shares granted was based on the 1-week VWAP up to and including the date of grant. 3 Executives are required to take half of all STI amounts above the threshold as equity. Refer to Table 9 for further details of the Mandatory Deferral arrangements and Table 12 for details of the valuation methodology, inputs and fair value. 4 The 2008 LTI grants for Executives were delivered as Performance Rights. Refer to Table 10 for further details of the LTI grant and Table 12 for details of the valuation, inputs and fair value. 5 Other ordinary shares issued to S Elliott relate to the issue of deferred shares as part of his employment arrangements on commencement with ANZ. Refer to Table 19 for further details on the grant and restrictions. 6 J Fagg has not received any equity grants since being appointed as a KMP. 7 Other ordinary shares issued to A Thursby relate to the issue of deferred shares as part of his employment arrangements on commencement with ANZ. Refer to Table 19 for further details of the grant and restrictions. 8 The estimated maximum value of the grant can be determined by multiplying the number granted by the fair value of the equity investments. The minimum value of the grants, if the applicable conditions are not met, is nil. 40 ANZ Annual Report 2009 Remuneration Report 41 REMUNERATION REPORT (Audited) (continued) 2.8. EQUITY VALUATIONS 2.9. EQUITY VESTED/ExERCISED/LAPSED DURING ThE 2008/09 YEAR ANZ engages two external experts (Mercer and PricewaterhouseCoopers) to independently value any required Options, Rights and Shares, taking into account factors including the performance conditions, share price volatility, life of instrument, dividend yield and share price at grant date. These are then audited by internal audit and KPMG and the higher of the two values passing audit is then approved by the Board hR Committee as the allocation and/or expensing/disclosure value. The following table provides details of the valuations of the various equity instruments issued during the year: TABLE 12: EQUITY VALUATION INPUTS Recipients Type of Equity CEO Executives Executives Executives Executives Executives Special Options STI Deferred Options STI Deferred Options STI Deferred Share Rights STI Deferred Share Rights LTI Performance Rights Grant date 18-Dec-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 Equity value ($) 2.27 2.80 2.94 16.38 15.45 9.99 Share closing price at grant ($) ANZ expected volatility (%) Equity term (years) Vesting period (years) Expected life (years) Expected dividend yield (%) Risk free interest rate (%) 14.27 17.36 17.36 17.36 17.36 17.36 30 30 30 30 30 30 5 5 5 5 5 5 3 1 2 1 2 3 4 3 3.5 1 2 3 6.00 6.00 6.00 6.00 6.00 6.00 3.37 4.48 4.64 4.28 4.48 4.25 Details of the number and value of Deferred Shares, Options and Performance Rights granted to Executives in prior years which vested, were exercised or which lapsed during the 2009 year are set out in the table below. TABLE 13: EQUITY VESTED/ExERCISED/LAPSED DURING ThE 2008/09 YEAR Vested lapsed Exercised Name Type of Equity Current Executives Number granted Grant date First date exercisable Date of expiry Number % Number % Number % Value of vested, lapsed or exercised1 $ Vested and exercisable as at 30 Sep 2009 Unexercisable as at 30 Sep 2009 M Smith Sign-on Shares2 110,011 19-Dec-07 02-Oct-08 – 110,011 D Cartwright STI Restricted Shares3 7,846 02-Nov-07 02-Nov-08 2,096,920 110,011 134,810 7,846 S Elliott J Fagg G hodges P Marriott C Page A Thursby – – – – – – – – – Performance Rights4 Performance Rights4 Performance Rights4 Performance Rights4 Other5 49,656 18-Nov-05 10,690 15-May-06 19-Nov-08 19-Nov-08 18-Nov-10 18-Nov-10 53,794 18-Nov-05 8,707 15-May-06 442 05-Nov-04 19-Nov-08 19-Nov-08 05-Nov-07 18-Nov-10 18-Nov-10 04-Nov-11 – – – – – – – – Former Executives R Edgar B hartzer STI Deferred Shares6 STI Deferred Shares6 DRP STI Deferred Shares7 STI Deferred Options6 STI Deferred Options6 hurdled Options8 hurdled Options9 Index-Linked Options9 Performance Rights4 Performance Rights4 Performance Rights10 Performance Rights10 Performance Rights11 STI Deferred Shares6 STI Deferred Shares6 DRP STI Deferred Shares7 hurdled Options9 hurdled Options9 Index-Linked Options9 Index-Linked Options9 Performance Rights4 Performance Rights4 Performance Rights10 Performance Rights10 Performance Rights10 31-Oct-08 3,638 31-Oct-08 3,637 various 629 31-Oct-08 24,193 24,192 31-Oct-08 31,558 11-May-04 52,000 05-Nov-04 23-Oct-02 125,000 44,828 18-Nov-05 15,518 15-May-06 24-Oct-06 45,872 30-Oct-07 19,290 31-Oct-08 25,025 31-Oct-08 18,917 31-Oct-08 18,917 various 2,124 26,640 11-May-04 72,800 05-Nov-04 109,000 23-Oct-02 113,000 20-May-03 62,759 18-Nov-05 1,897 15-May-06 24-Oct-06 64,985 30-Oct-07 65,586 31-Oct-08 75,075 – 31-Oct-09 – 31-Oct-10 – 12-May-09 30-Oct-13 31-Oct-09 31-Oct-10 30-Oct-13 11-May-07 10-May-11 04-Nov-11 05-Nov-07 22-Oct-09 23-Oct-05 18-Nov-10 19-Nov-08 18-Nov-10 19-Nov-08 24-Oct-11 25-Oct-09 30-Oct-12 31-Oct-10 31-Oct-13 31-Oct-11 31-Oct-09 31-Oct-10 31-Jul-09 – – – 11-May-07 10-May-11 04-Nov-11 05-Nov-07 23-Oct-05 22-Oct-09 20-May-06 19-May-10 18-Nov-10 19-Nov-08 18-Nov-10 19-Nov-08 24-Oct-11 25-Oct-09 30-Oct-12 31-Oct-10 31-Oct-13 31-Oct-11 100 100 – – – – – – – – – – – – – (49,656) (10,690) (53,794) (8,707) (442) – – – 100 – 100 – 100 – 100 – 100 – – – (52,000) – (125,000) (44,828) – (15,518) – (45,872) – (19,290) – (20,855) – – (18,917) – (18,917) 100 – – (26,640) (72,800) – – (109,000) – (113,000) (62,759) – (1,897) – (64,985) – (65,586) – (75,075) – – – – – 100 100 100 100 100 – – – – – – – – 100 100 100 100 100 100 83 100 100 – 100 100 100 100 100 100 100 100 100 – – – – – – – – – – – – – – – – – – – – – – – – – – – (31,558) – – – – – – 4.170 – – – – – 100 – – – – – – 17 – – (632,617) (136,191) (685,336) (110,927) (1,851) – – 58,221 58,205 10,066 (17,182) (17,181) 58,165 (38,802) (510,775) (571,109) (197,699) (723,998) (304,454) (247,879) – – – – – – – – – – – – (348,928) – (348,928) – 39,178 – (5,999) – (162,693) – (120,467) – (95,508) – (799,550) – – (24,168) – (1,198,661) – (1,209,747) – (1,252,859) 7,846 – – – – – – – – – 3,638 3,637 629 24,193 24,192 – – – – – – – – – – 2,124 – – – – – – – – – – – – – – – – – – 3,638 3,637 629 24,193 24,192 – – – – – – – – – – 2,124 – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 42 ANZ Annual Report 2009 Remuneration Report 43 1 The value of shares and/or performance rights is based on the 1-day VWAP of the Company’s shares traded on the ASx on the date of vesting, lapsing or exercising, multiplied by the number of shares and/or performance rights. The value of options is based on the difference between the 1-day VWAP and the exercise price, multiplied by the number of options. 2 The first tranche of 110,011 deferred shares granted to the CEO on his commencement vested on 2 October 2008 – refer to section 2.5 for further details. The value has been determined based on the 1-day VWAP on 2 October 2008 of $19.0610 per share. 3 STI Restricted/Deferred Shares which were granted in prior years and first became exercisable in the current year. 4 Performance Rights granted under the LTI plans in 2005 and 2006 were subject to testing against the relevant performance hurdle in November 2008. As ANZ’s TSR performance was below the median of the comparator group at that time, the performance rights did not vest and, accordingly, were lapsed. 5 Other for P Marriott relates to share options granted to a related party. 6 Shares and/or options which were granted in 2008 under the STI mandatory deferral arrangements. In accordance with the conditions of grant, the equity is forfeited in the case of resignation prior to vesting (B hartzer) but vests in the case of retirement (R Edgar). 7 DRP refers to shares acquired under the Dividend Reinvestment Plan in relation to deferred/restricted shares held in Trust. 8 hurdled options which previously vested but were exercised in the current year at an exercise price of $18.22 per share. 9 hurdled and/or Index-Linked Options which lapsed on cessation of employment. 10 Performance Rights which lapsed on cessation of employment. 11 Performance Rights which were pro-rated on cessation of employment based on service from time of grant to the retirement date. REMUNERATION REPORT (Audited) (continued) 2.10. ShAREhOLDINGS OF ExECUTIVES The movement during the reporting period in shareholdings of Executives (held directly, nominally and by related parties) is provided below. The movement during the reporting period in options and performance rights of Executives (held directly, nominally and by related parties) is provided below. TABLE 14: ExECUTIVES’ ShAREhOLDINGS (INCLUDING MOVEMENTS DURING ThE 2008/09 YEAR) TABLE 15: ExECUTIVES’ OPTION AND PERFORMANCE RIGhT hOLDINGS (INCLUDING MOVEMENTS DURING ThE 2008/09 YEAR) Balance of shares as at 1 Oct 20081 Shares granted during the year as remuneration2 Shares from other changes during the year3 Balance as at 30 Sep 20094 Balance as at date of report sign-off6 Name Type of options/rights Balance as at 1 Oct 20081 Granted during the year as remuneration2 Exercised during the year Number forfeited or lapsed during the year3 Balance as at 30 Sep 2009 Balance as at date of report sign–off7 Name Current Executives M Smith D Cartwright S Elliott5 J Fagg5 G hodges P Marriott C Page A Thursby Former Executives R Edgar B hartzer 373,983 16,469 – 46,097 282,054 571,641 – 97,337 381,956 332,092 – 55,296 15,060 – – 7,275 – 68,348 7,275 37,834 1,042 2,300 – 1,047 – (44,566) – 2,139 (117,630) (367,357) 375,025 74,065 15,060 47,144 282,054 534,350 – 167,824 271,601 2,569 375,025 74,065 15,060 47,144 282,054 534,350 – 167,824 n/a n/a 1 Balance of shares held at 1 October 2008 include beneficially held shares (both direct and indirect) and shares held by related parties. 2 Details of shares granted as remuneration during 2009 are provided in Table 11. 3 Shares resulting from any other changes during the year include the net result of any shares purchased, or sold or any acquired under the Dividend Reinvestment Plan or the ANZ Share Purchase Plan. 4 The following shares were held on behalf of Executives (i.e. indirect beneficially held shares) as at 30 September 2009: M Smith – 330,033; D Cartwright– 73,023; S Elliott – 15,060; J Fagg – 10,547; G hodges – 126,747; P Marriott – 168,225; A Thursby – 167,824. 5 Commencing balance is based on holdings as at the date of commencement as a KMP. 6 R Edgar’s and B hartzer’s shareholdings are not provided as they are no longer KMP as at the report sign-off date. Current Executives M Smith D Cartwright S Elliott4 J Fagg4 G hodges P Marriott C Page A Thursby Former Executives R Edgar B hartzer Special Options LTI Performance Rights STI Deferred Options LTI Performance Rights hurdled Options Index-Linked Options LTI Performance Rights STI Deferred Share Rights hurdled Options Index-Linked Options STI Deferred Options LTI Performance Rights STI Deferred Share Rights hurdled Options Index-Linked Options STI Deferred Options LTI Performance Rights Other Performance Rights STI Deferred Options LTI Performance Rights hurdled Options Index-Linked Options STI Deferred Options LTI Performance Rights hurdled Options Index-Linked Options LTI Performance Rights – 779,002 – 46,296 – 33,316 34,155 83,794 37,722 109,181 176,000 – 175,556 – 136,863 311,000 – 177,711 442 – – 46,296 83,558 272,000 – 125,508 99,440 222,000 195,227 700,000 – 96,770 40,040 – – – – – – – 67,739 50,050 11,004 – – 48,385 50,050 – 38,038 164,509 55,055 – – 48,385 25,025 – – 75,075 – – – – – – – – – – – – – – – – – – – – – – (31,558) – – (4,170) – – – – – – – – – – – – – – – (60,346)3 – – – – (62,501)3 (442)5 – – – (52,000)6 (125,000)6 – (146,363)3 (99,440)6 (222,000)6 (270,302)3 700,000 779,002 96,770 86,336 – 33,316 34,155 83,794 37,722 109,181 176,000 67,739 165,260 11,004 136,863 311,000 48,385 165,260 – 38,038 164,509 101,351 – 147,000 48,385 – – – – 700,000 779,002 96,770 86,336 – 33,316 21,200 76,238 37,722 109,181 113,000 67,739 152,381 11,004 136,863 158,000 48,385 152,381 – 38,038 164,509 101,351 n/a n/a n/a n/a n/a n/a n/a 1 Balance of options/rights held at 1 October 2008 include beneficially held options/rights (both direct and indirect) and options/rights held by related parties. 2 Details of options/rights granted as remuneration during 2009 are provided in Table 11. 3 The 2005 and 2006 LTI grants of Performance Rights were subject to a relative TSR hurdle against a comparator group of financial services companies. This hurdle was tested on 19 November 2008. As ANZ’s TSR was below the median of the comparator group over the three year period, the Performance Rights lapsed. 4 Commencing balance is based on holdings as at the date of commencement as a KMP. 5 Other relates to options granted to a related party. 6 hurdled and Index-linked options forfeited on cessation of employment. 7 R Edgar’s and B hartzer’s option and performance right holdings are not provided as they are no longer KMP as at the report sign-off date. 44 ANZ Annual Report 2009 Remuneration Report 45           REMUNERATION REPORT (Audited) (continued) 2.11. LEGACY LTI PROGRAMS 2.12. REMUNERATION PAID TO ExECUTIVES Remuneration details of Executives for the years ended 30 September 2009 and 2008 are set out below in Table 17. Overall the year-on-year total is higher but it must be noted that there are additional disclosed executives in this year’s table compared to 2008. Due to the change in composition, prior year figures are not provided in relation to the four newly included executives. This results in a distortion of year on year totals at the bottom of the table. LTI equity grants awarded in 2009 are broadly unchanged from 2008. The overall actual STI payments are also only slightly higher than last year but this is consistent with the improvement in ANZ’s performance. however, despite these grants and payments remaining fairly consistent, the value expensed under share-based payments is significantly higher in 2009. This is due to the introduction of STI deferral last year which has resulted in the deferred STI portion being included for the first time in share-based payments expenses for the 2009 year. For those Executives who were disclosed in both 2008 and 2009, the following are noted: G hodges – Fixed remuneration is unchanged and STI is slightly lower than last year, therefore, the year on year increase is attributable to the greater amount of amortisation of equity in 2009 which relates to prior year grants. P Marriott – Fixed remuneration is also unchanged but the STI is higher than last year. The year on year increase is therefore attributable partly to the increased STI but also to the greater amount of amortisation of equity in the current year. A Thursby – Fixed remuneration was reviewed last year and increased in October 2008. In 2009, Thursby has been awarded a higher STI amount reflecting very strong performance. The largest contributing factor to the year on year change is the amortisation of equity relating to prior grants, including sign-on arrangements. There are a number of legacy LTI programs which are no longer offered to new entrants but which have existing participants. Details of these are shown in Table 16 below Option plans described below have the following features: An exercise price (or for index-linked options, the original exercise price) that is set equal to the weighted average sale price of all fully paid ordinary shares in the Company sold on the Australian Securities Exchange during the 1 week prior to and including the date of grant; A maximum life of 7 years and an exercise period that commences 3 years after the date of grant, subject to performance hurdles being met. Options are re-tested monthly (if required) after the commencement of the exercise period; Upon exercise, each option entitles the option-holder to one ordinary share; In case of resignation or termination on notice or dismissal for misconduct: options are forfeited; In case of redundancy: options are pro-rated and a grace period is provided in which to exercise the remaining options (with hurdles waived, if applicable); In case of retirement, death or total & permanent disablement: A grace period is provided in which to exercise all options (with hurdles waived, if applicable); and Performance hurdles, which are explained below for each type of option. TABLE 16: LEGACY LTI PLANS Type of Equity Details hurdled Options (hurdled B) (Granted November 2004) hurdled Options (hurdled A) (Granted to Executives from February 2000 until July 2002, and from November 2003 until May 2004) Index-linked options (Granted from October 2002 to May 2003) Deferred Shares (Granted from February 2000) In November 2004 hurdled options were granted with a relative TSR performance hurdle attached. The proportion of options that become exercisable will depend upon the TSR achieved by ANZ relative to the companies in the comparator group shown below. Performance equal to the median TSR of the comparator group will result in half the options becoming exercisable. Performance above median will result in further options becoming exercisable, increasing on a straight-line basis until all of the options become exercisable where ANZ’s TSR is at or above the 75th percentile in the comparator group. Where ANZ’s performance falls between two of the comparators, TSR is measured on a pro rata basis. Comparator Group AMP Limited AxA Asia Pacific holdings Limited Commonwealth Bank of Australia Insurance Australia Group Limited Macquarie Bank Limited National Australia Bank Limited QBE Insurance Group Limited Suncorp-Metway Limited Westpac Banking Corporation Until May 2004, hurdled options were granted to executives with the following performance hurdles attached. half the options may only be exercised once ANZ’s TSR exceeds the percentage change in the S&P/ASx 200 Banks (Industry Group) Accumulation Index, measured over the same period (since issue) and calculated as at the last trading day of any month (once the exercise period has commenced); and The other half of hurdled options may only be exercised once the ANZ TSR exceeds the percentage change in the S&P/ASx 100 Accumulation Index, measured over the same period (since issue) and calculated as at the last trading day of any month (once the exercise period has commenced). Index-linked options have a dynamic exercise price that acts as a built-in performance hurdle; i.e. the exercise price is adjusted in line with the movement in the S&P/ASx 200 Banks (Industry Group) Accumulation Index (excluding ANZ). As an additional constraint, the adjusted exercise price can only be set at or above the original exercise price. They are exercisable between the 3rd and 7th year after grant date, subject to the adjusted exercise price being above the prevailing share price. Deferred Shares granted under the LTI arrangements were designed to reward executives for superior growth whilst also encouraging executive retention and an increase in the Company’s share price. Shares are subject to a time-based vesting hurdle of 3 years, during which time they are held in trust; During the deferral period, the employee is entitled to any dividends paid on the shares; Shares issued under this plan may be held in trust for up to 10 years; The value used to determine the number of LTI deferred shares to be allocated has been based on the volume weighted average price of the shares traded on the ASx in the week leading up to and including the date of issue; In case of resignation or termination on notice or dismissal for misconduct: LTI shares are forfeited; In case of redundancy: the number of LTI shares that are released is pro rated according to the time held as a proportion of the vesting period; and In case of retirement, death or total & permanent disablement: LTI shares are released to executives. Deferred Shares no longer form part of ANZ’s Executive LTI program, however there may be circumstances (such as retention) where this type of equity (including Deferred Share Rights) will be issued. 46 ANZ Annual Report 2009 Remuneration Report 47 REMUNERATION REPORT (Audited) (continued) TABLE 17: ExECUTIVE REMUNERATION FOR 2009 AND 2008 Short-Term Employee Benefits Post- Employment Financial Year Cash salary $ 3,000,000 3,000,000 850,000 Non monetary benefits1 $ 5,000 566,567 128,977 Total cash $ incentive2,3 Total $ Super contributions4 $ 2,400,000 2,400,000 465,000 5,405,000 5,966,567 1,443,977 – – – Current Executives M Smith13 Chief Executive Officer D Cartwright Group Managing Director, Operations, Technology and Shared Services S Elliott Group Managing Director, Institutional J Fagg Chief Executive Officer, New Zealand G hodges10 Deputy Chief Executive Officer and Acting Chief Executive Officer, Australia P Marriott Chief Financial Officer C Page Chief Risk Officer A Thursby Chief Executive Officer, Asia Pacific, Europe & America Former Executives R Edgar Deputy Chief Executive Officer B hartzer11 Chief Executive Officer, Australia P hodgson Group Manager Director, Institutional Total of all Executive KMPs12 Total of all Disclosed Executives 2009 2008 2009 2009 2009 2009 2008 2009 2008 2009 2009 2008 2009 2008 2009 2008 2008 2009 2008 2009 2008 302,752 8,905 300,000 611,657 27,248 357,000 63,814 214,000 634,814 – 1,012,631 98,630 530,000 1,641,261 1,000,000 912,431 930,483 779,817 90,705 9,426 9,786 301,988 550,000 525,000 450,000 900,000 1,640,705 1,446,857 1,390,269 1,981,805 1,000,000 88,351 1,400,000 2,488,351 875,000 453,456 1,050,000 2,378,456 547,459 958,878 1,138,052 1,460,741 852,120 9,050,142 9,077,222 9,900,142 9,077,222 5,656 9,786 32,574 11,799 8,905 614,344 1,151,004 743,321 1,151,004 700,000 450,000 – 850,000 – 6,969,000 5,750,000 7,434,000 5,750,000 1,253,115 1,418,664 1,170,626 2,322,540 861,025 16,633,486 15,978,226 18,077,463 15,978,226 34,679 – 82,569 64,517 70,183 – – 49,541 36,122 102,798 32,246 53,330 367,018 186,215 367,018 186,215 long-Term Employee Benefits Retirement benefit accrued during year5 $ long service leave accrued during the year $ Share-Based Payments6 Total amortisation value of STI shares $ Total amortisation value of lTI shares $ Total amortisation value of STI options $ Total amortisation value of lTI options $ Total amortisation value of performance rights $ Total amortisation of other equity allocations7 $ Termination benefits8 $ Total excluding termination benefits $ Grand Total Remuneration 9 $ 28,588 (9,088) – – – – – 3,035 – – – – – – 19,298 – – – 28,588 22,333 28,588 22,333 45,663 45,788 13,933 – – 160,485 1,679 14,268 44,415 15,222 20,871 14,527 – – – – 80,239 – – 17,275 272,832 14,377 – – 59,677 – 74,902 – 115,782 – – – – 99,546 260,030 468,853 – – – – – – – 4,977 – 5,607 – – – – 21,516 – 6,039 16,732 – 54,871 – – 189,057 – – 132,340 – 94,529 – – 321,397 – 138,865 – – – – – – – – – – 4,795 – 5,402 – – – 2,341,479 3,143,461 5,111,391 1,839,734 – 10,935,603 10,935,603 12,963,480 – 12,963,480 310,957 82,736 – 2,201,145 2,201,145 – 57,810 222,457 42,061 – – 698,394 698,394 913,600 913,600 790,098 701,280 670,933 709,626 115,909 – – – – – – 2,617,878 2,617,878 – – – – 2,399,207 2,399,207 2,390,349 2,196,292 2,390,349 2,196,292 2,182,424 2,182,424 356,711 678,029 – 4,134,595 4,134,595 174,414 365,291 – 2,932,538 2,932,538 – 4,155 – 5,817 233,660 506,025 (762,604) 780,312 – – – – 421,902 – 212,967 – 1,790,963 2,065,457 510,820 3,221,856 2,212,865 2,065,457 723,787 3,221,856 1,259 200,327 – 1,334,282 1,132,673 2,466,955 687,131 – – 21,428 3,968,643 3,921,361 4,911,718 5,476,682 1,334,282 634,869 26,174,626 26,809,495 28,245,785 26,911,503 113,479 629,338 – 876,188 – 4,279,600 4,004,097 634,869 28,375,771 29,010,640 260,030 – 54,871 – 21,428 4,911,718 5,476,682 1,334,282 26,911,503 28,245,785 1 Non-monetary benefits generally consists of salary packaged items such as car parking as well as company-funded benefits including preparation of Australian taxation returns by PwC. This item also includes costs met by the company in relation to relocation, such as airfares and housing assistance. The fringe benefits tax payable on any benefits is also included in this item. 2 The total cash incentive relates to the cash component only, with the deferred equity component to be amortised from the grant date. The relevant amortisation of the 2008 STI deferred components are included in share-based payments above. The 2009 STI deferred components will be amortised from the grant date in the 2010 Remuneration Report. The cash incentive component was approved by the Board on 20 October 2009. 100% of the cash incentive awarded for the 2008 and 2009 years vested to the Executive in the applicable financial year. 3 The possible range of STI payments is between 0 and 3 times target STI. The actual STI received is dependent on ANZ Group, Division and individual performance (refer to Section 2.6.3 for more details). The 2009 STI awarded (cash and equity component) as a percentage of target STI was: M Smith 150% (2008:80% plus additional option grant approved by shareholders in December 2008); D Cartwright 72%; S Elliott 100%; J Fagg 71%; G hodges 72% (2008:75%); P Marriott 71% (2008:58%); C Page 157%; A Thursby 217% (2008:181%); R Edgar 100% pro-rated to cessation date (2008:58%); B hartzer 0% (2008:83%); P hodgson (2008:0%). Anyone who received less than 100% forfeited the rest of their STI entitlement. The minimum value is nil and the maximum value is what was actually paid. 4 As M Smith, D Cartwright and A Thursby are holders of long stay visas, their Fixed Remuneration does not include the 9% Superannuation Guarantee contribution, however they are able to elect voluntary superannuation contributions. 5 Accrual relates to Retirement Allowance. As a result of being employed with ANZ prior to November 1992, G hodges is eligible to receive a Retirement Allowance on retirement, retrenchment, death, or resignation for illness, incapacity or domestic reasons. The Retirement Allowance is calculated as follows: 3 months of preserved notional salary (which is 65% of Fixed Remuneration) plus an additional 3% of notional salary for each year of full- time service above 10 years, less the total accrual value of long service leave (including taken and untaken). R Edgar was also entitled to a Retirement Allowance, which was paid to him on retirement and is included in the Termination Benefits amount. 6 In accordance with the requirements of AASB 2, the amortisation value includes a proportion of the fair value (taking into account market-related vesting conditions) of all equity that had not yet fully vested as at the commencement of the financial year. It is assumed that the options / performance rights will vest at the commencement of their exercise period (i.e. the shortest possible vesting period is assumed) and that deferred shares will vest after 3 years. The fair value is determined at grant date and is allocated on a straight-line basis over the relevant vesting period. The amount included as remuneration is not related to nor indicative of the benefit (if any) that may ultimately be realised should the options / performance rights become exercisable. For deferred shares, the fair value is the volume weighted average price of the Company’s shares traded on the ASx on the day the shares were granted. 7 Amortisation of other equity allocations for M Smith relates to the sign-on award and the special equity allocations which were approved by shareholders at the 2007 and 2008 Annual General Meetings respectively. Amortisation for S Elliott and A Thursby relates to equity granted on commencement – refer to Table 19 for more details; Amortisation for J Fagg relates to equity granted prior to commencement as a KMP but amortised and reflected since her commencement and inclusion as a KMP. 8 Termination benefits for R Edgar include retirement allowance and annual and long service leave entitlements payable on his retirement. Termination benefits for B hartzer include annual and long service leave entitlements only which were payable on his cessation. 9 Remuneration amounts disclosed exclude insurance premiums paid by the consolidated entity in respect of directors’ and officers’ liability insurance contracts which cover current and former KMP of the controlled entities. The total premium, which cannot be disclosed because of confidentiality requirements, has not been allocated to the individuals covered by the insurance policy as, based on all available information, the directors believe that no reasonable basis for such allocation exists. 10 G hodges’ 2009 cash salary includes an annual leave payment of $47,310, paid on change of contracts on transfer from New Zealand to Australia. 11 B hartzer’s 2009 share-based payments amortisation reflects the reversal of previously amortised values due to the forfeiture of equity on cessation of his employment. 12 Total excludes D Cartwright who is included in the disclosures by virtue of being in the Top 5 highest remunerated executives and is not included under the definition of KMP. 13 While the CEO is an Executive Director he has been included in this table with other Executives. 48 ANZ Annual Report 2009 Remuneration Report 49 REMUNERATION REPORT (Audited) (continued) 3. Contract Terms 3.1. CEO’S CONTRACT TERMS The following table sets out details of the contract terms relating to the CEO. The contract terms are in line with industry practice (based on external advice on Australian and international peer company benchmarks) and ASx Corporate Governance Principles. TABLE 18: CONTRACT TERMS – CEO (M SMITh) Length of Contract M Smith commenced as CEO and Executive Director of ANZ on 1 October 2007 on a rolling twelve month contract with a minimum term of three years. Notice Periods M Smith or ANZ may terminate the employment agreement by providing 12 months’ written notice. Resignation M Smith may resign by providing 12 months’ written notice. On resignation, all unexercised Performance Rights (or cash equivalent) and unvested sign-on award will be forfeited. Termination on Notice by ANZ If ANZ terminates M Smith’s employment within the first 3 years, ANZ will give M Smith the greater of 12 months’ written notice or notice equal to the unexpired term of three years from commencement as CEO. ANZ may elect to pay in lieu all or part of the notice period based on M Smith’s Fixed Remuneration. Death or Total and Permanent Disablement Termination for serious misconduct On termination on notice by ANZ: All Performance Rights (or cash equivalent) which have vested or vest during the notice period will be retained and become exercisable; all Performance Rights (or cash equivalent) which have not yet vested will be retained and will vest and become exercisable subject to the relevant time and performance hurdles being satisfied. Sign-on award will vest in full. All Performance Rights (or cash equivalent) and sign-on award will vest. ANZ may immediately terminate the CEO’s employment at any time in the case of serious misconduct, and the CEO will only be entitled to payment of Fixed Remuneration up to the date of termination. Payment of statutory entitlements of long service leave and annual leave applies in all events of separation. On Termination without notice by ANZ in the event of serious misconduct: All Performance Rights (or cash equivalent) and sign-on award will be forfeited. 3.2. ExECUTIVES’ CONTRACT TERMS The following table sets out details of the contract terms relating to the Executives. The contract terms for all Executives are similar, but do, on occasion, vary to suit different needs. TABLE 19: CONTRACT TERMS – ExECUTIVES Length of Contract Rolling. Notice Periods Resignation In order to terminate the employment arrangements, Executives are required to provide the company with 6 months’ written notice, ANZ must provide Executives with 12 months’ written notice. Employment may be terminated by the Executive giving 6 months’ written notice. On resignation any options, performance rights and unvested deferred shares will be forfeited. Termination on Notice by ANZ ANZ may terminate the executive’s employment by providing 12 months’ written notice or payment in lieu of the notice period based on Fixed Remuneration. There is discretion to pay STI on a pro-rata basis (depending on termination date, reason for termination and subject to business performance). On termination on notice by ANZ any options, performance rights or LTI deferred shares that have vested, or will vest during the notice period will be released, in accordance with the ANZ Share Option Plan Rules. Options, performance rights or LTI shares that have not yet vested will generally be forfeited. (Although in relation to P Marriott there is a contractual requirement that equity granted prior to 1 October 2008 will vest in full.) Under the new mandatory deferral provisions of the STI program (effective from 2008), Executives must be in employment with ANZ and not in receipt of notice (given or received), to exercise vested STI deferred options or for vested STI deferred shares to be released in full. TABLE 19: CONTRACT TERMS – ExECUTIVES (CONTINUED) Redundancy If ANZ terminates employment for reasons of bona fide redundancy, a severance payment will be made that is equal to 12 months’ Fixed Remuneration. Death or Total and Permanent Disablement Termination for serious misconduct Other arrangements All STI Deferred Shares are released. Options, Performance Rights and LTI Deferred Shares are either released in full or on a pro-rata basis, at the discretion of the Board with regard to the circumstances. There is discretion to pay short-term incentives on a pro-rata basis (depending on termination date and subject to business performance). All Options, Performance Rights and Shares are released; pro-rata short-term incentive. ANZ may immediately terminate the Executive’s employment at any time in the case of serious misconduct, and the employee will only be entitled to payment of Fixed Remuneration up to the date of termination. Payment of statutory entitlements of long service leave and annual leave applies in all events of separation. On Termination without notice by ANZ in the event of serious misconduct any Options, Performance Rights and Deferred Shares still held in trust will be forfeited. S Elliott As part of S Elliott’s employment arrangement, he was granted Deferred Shares to a total value of $250,000. The grant was made following his commencement with one-half vesting after 1 year and the other half vesting after 2 years. The Shares are restricted and held in trust for the beneficial interest of S Elliott, during which period they will be forfeited if employment ceases for any reason other than retrenchment, death or total and permanent disablement, and that for the whole period that the Shares remain in trust (including any further period) they will be forfeited for any serious misconduct. A Thursby As part of A Thursby’s employment arrangement, he was granted 3 separate tranches of Deferred Shares to the value of $1 million per annum, subject to Board approval. The first grant was to be made around the time of commencement with the subsequent two grants being awarded around his 1st and 2nd anniversaries with ANZ. The first tranche was approved by the Board on 3 September 2007, the second on 28 August 2008, and the third on 22 September 2009. The Shares are restricted and held in trust for three years from the date of allocation for the beneficial interest of A Thursby, during which period they will be forfeited if employment ceases for any reason other than retrenchment, death or total and permanent disablement, and that for the whole period that the Shares remain in trust (including any further period) they will be forfeited for any serious misconduct. Signed in accordance with a resolution of the Directors COPY OF ThE AUDITORS INDEPENDENCE DECLARATION Charles B Goode Chairman Michael R P Smith Director 5 November 2009 Lead Auditor’s Independence Declaration under Section 307C of the Corporations Act 2001 To: the directors of Australia and New Zealand Banking Group Limited I declare that, to the best of my knowledge and belief, in relation to the audit for the financial year ended 30 September 2009 there have been: (i) no contraventions of the auditor independence requirements as set out in the Corporations Act 2001 in relation to the audit; and (ii) no contraventions of any applicable code of professional conduct in relation to the audit. KPMG Michelle hinchliffe Partner Melbourne 5 November 2009 50 ANZ Annual Report 2009 Remuneration Report 51 Corporate Governance The following statement sets out the governance framework the Board has adopted at ANZ as well as highlights of the substantive work undertaken by the Board and its Committees during the financial year. Directors The below information relates to the Directors in office, and sets out their Board Committee memberships and other details, as at 30 September 2009. OThER JURISDICTIONS ANZ also monitors best practice developments in corporate governance across other relevant jurisdictions. ANZ deregistered from the US Securities and Exchange Commission (SEC) with effect from October 2007. Despite no longer being required to comply with US corporate governance rules, ANZ has decided to continue with certain governance practices required under US regulations as being best practice, including practices in relation to the independence of Directors, the independence of the external auditor and the financial expertise of the Audit Committee, as described in this statement. Recognition ANZ has been assessed as the leading bank globally on the Dow Jones Sustainability Index (DJSI) for the third consecutive year. ANZ received a rating of 92/100 for Corporate Governance as part of this assessment. In 2009, ANZ also received the Special Award for Governance Reporting (Private Sector) at the 2009 Australasian Reporting Awards for the second consecutive year. Website Full details of ANZ’s governance framework are set out at www.anz.com > About us > Our company > Corporate governance. This section of ANZ’s website also contains copies of all the charters and summaries of many of the documents and policies mentioned in this statement, as well as summaries of other ANZ policies of interest to shareholders and stakeholders. The website is regularly updated to ensure it reflects ANZ’s most recent corporate governance information. Approach to Governance In relation to corporate governance, the Board seeks to: embrace principles and practices it considers to be best practice internationally; be an ‘early adopter’, where possible, by complying before a published law or recommendation takes effect; and take an active role in discussions regarding the development of corporate governance best practice and associated regulation in Australia and overseas. Compliance with Corporate Governance Codes ANZ has equity securities listed on the Australian (ASx) and New Zealand (NZx) Securities Exchanges and has debt securities listed on these and other overseas Securities Exchanges. As such, ANZ must comply with a range of listing and corporate governance requirements from both Australia and overseas. AUSTRALIA As a company listed on the ASx, ANZ is required to disclose how it has applied the Recommendations contained within the ASx Corporate Governance Council’s Corporate Governance Principles and Recommendations (ASx Governance Principles) during the financial year, explaining any departures from them. Full details of the location of the references in this statement (and elsewhere in this Annual Report) which specifically set out how ANZ applies each Recommendation of the ASx Governance Principles are contained on www.anz.com >About us > Our company > Corporate governance. NEW ZEALAND As an overseas listed issuer on the NZx, ANZ is deemed to comply with the NZx Listing Rules provided that it remains listed on the ASx, complies with the ASx Listing Rules and provides the NZx with all the information and notices that it provides to the ASx. The ASx Governance Principles may materially differ from the NZx’s corporate governance rules and the principles of the NZx’s Corporate Governance Best Practice Code. More information about the corporate governance rules and principles of the ASx can be found at www.asx.com.au and, in respect of the NZx, at www.nzx.com. Irrespective of any differences, ANZ has complied with all applicable governance principles both in Australia and New Zealand throughout the financial year. Mr C B Goode, AC Chairman, Independent Non-Executive Director BCom (Hons), mBA (ColumBiA), Hon llD (melB), Hon llD (monAsH) Non-executive director since July 1991. Mr Goode was appointed Chairman in August 1995 and is an ex officio member of all Board Committees. Skills, experience and expertise: Mr Goode has a background in the finance industry and has been a professional non-executive director since 1989. Mr Goode brings a wide range of skills and significant experience of the finance industry to his role as Chairman of the Board. Current Directorships: Chairman: Australian United Investment Company Limited (Director from 1990), Diversified United Investment Limited (Director from 1991), Grosvenor Australia Properties Pty Ltd (Director from 2008) and The Ian Potter Foundation Ltd (Director from 1987). Mr M R P Smith, OBE Chief Executive Officer, Executive Director BsC (Hons) Chief Executive Officer since 1 October 2007. Skills, experience and expertise: Mr Smith is an international banker with over 30 years experience in banking operations in Asia, Australia and internationally. Until June 2007, he was President and Chief Executive Officer, The hong Kong and Shanghai Banking Corporation Limited, Chairman, hang Seng Bank Limited, Global head of Commercial Banking for the hSBC Group and Chairman, hSBC Bank Malaysia Berhad. Previously, Mr Smith was Chief Executive Officer of hSBC Argentina holdings SA. Mr Smith joined the hSBC Group in 1978 and during his international career he has held a wide variety of roles in Commercial, Institutional and Investment Banking, Planning and Strategy, Operations and General Management. Member: International Council of the Asia Society (from 2000), Asia Society Australasia Centre (from 2003), AsiaLink Council (from 2002) and The Global Foundation (from 1999). Former Directorships include: Former Chairman: Woodside Petroleum Limited (Director 1988–2007, Chairman 1999–2007). Former President: howard Florey Institute of Experimental Physiology and Medicine (Director 1987–2006, President 1997–2004). Former Director: Singapore Airlines Limited (1999–2006). Age: 71. Residence: Melbourne. Mr Goode will retire from the Board in February 2010 and will be succeeded by Mr Morschel as Chairman. Current Directorships: Director: ANZ National Bank Limited (from 2007) and The Financial Markets Foundation for Children (from 2008). Member: Chongqing Mayor’s International Economic Advisory Council (from 2006), Australian Bankers’ Association Incorporated (from 2007), Asia Business Council (from 2008), Financial Literacy Advisory Board (from 2008) and Visa Asia Pacific Senior Advisory Council (from 2009). Fellow: The hong Kong Management Association (from 2005). Former Directorships include: Former Chairman: hSBC Bank Malaysia Berhad (2004–2007) and hang Seng Bank Limited (2005–2007). Former CEO and Director: The hong Kong and Shanghai Banking Corporation Limited (2004–2007). Former Director: hSBC Australia Limited (2004–2007), hSBC Finance Corporation (2006–2007) and hSBC Bank (China) Company Limited (2007). Former Board Member: Visa International (Asia Pacific) Limited (2005–2007). Age: 53. Residence: Melbourne. Dr G J Clark Independent Non-Executive Director, Chairman of the Technology Committee BsC (Hons), PHD, FAPs, FTse Non-executive director since February 2004. Dr Clark is a member of the Governance Committee and the human Resources Committee. Skills, experience and expertise: Dr Clark is Principal of Clark Capital Partners, a US based firm that advises internationally on technology and the technology market place. Previously he held senior executive positions in IBM, News Corporation, and Loral Space and Communications. he brings to the Board international business experience and a distinguished career in micro-electronics, computing and communications. Current Directorships: Chairman: KaComm Communications Pty Ltd (Director from 2006). Director: Eircom holdings Ltd (formerly Babcock & Brown Capital Limited) (from 2006). Former Directorships include: Former Chairman: GPM Classified Directories (2007–2008). Former Director: James hardie Industries NV (2002–2006). Age: 66. Residence: Based in New York, United States of America and also resides in Sydney. 52 ANZ Annual Report 2009 Corporate Governance 53 CORPORATE GOVERNANCE (continued) Mr J K Ellis Independent Non-Executive Director Mr I J Macfarlane, AC Independent Non-Executive Director, Chairman of the Governance Committee mA oxon, FAiCD, FAus imm, FTse, Hon llD (monAsH), Hon DR enG (C.Q.u), Hon Fie AusT Non-executive director since October 1995. Mr Ellis is a member of the Audit Committee and the Technology Committee. Skills, experience and expertise: Mr Ellis brings to the Board his analytical skills together with his practical understanding of operational issues, investments and acquisitions arising from his involvement across a range of sectors including natural resources, manufacturing, biotechnology and education. Current Directorships: Chairman: Landcare Australia Limited (from 2004), Future Eye Pty Ltd Advisory Board (from 2008), Pacific Road Corporate Finance Pty Limited Advisory Board (Director from 2002), Earth Resources Development Council (from 2006) and MBD Energy Limited (from 2009). Mr P A F hay Independent Non-Executive Director llB (melB) Non-executive director since November 2008. Mr hay is a member of the Risk Committee and Governance Committee. Skills, experience and expertise: Mr hay has a strong background in company law and investment banking advisory work, with a particular expertise in relation to mergers and acquisitions. he has also had significant involvement in advising governments and government-owned enterprises. Mr lee hsien Yang Independent Non-Executive Director msC, BA Non-executive director since February 2009. Mr Lee is a member of the Technology Committee. Skills, experience and expertise: Mr Lee is one of Asia’s most respected business leaders and has considerable knowledge of the region. he has a background in engineering and brings to the Board his international business and management experience across a wide range of sectors including food and beverages, properties, publishing and printing, telecommunications, financial services, education, civil aviation and land transport. Current Directorships: Chairman: Fraser & Neave, Limited (from 2007) and Civil Aviation Authority of Singapore (from July 2009). Director: Singapore Exchange Limited (from 2004), The Islamic Bank of Asia Limited (from 2007) Director: Future Directions International Pty Ltd (from 2003). Member: The Sentient Group Advisory Council (from 2001) and Anglo American plc’s Australian Advisory Board (from 2006). Former Directorships include: Former Chairman: The Broken hill Proprietary Company Limited (Director 1991–1999, Chairman 1997–1999), Pacifica Group Limited (Chairman and Director 1999–2007) and Golf Australia (2005–2008). Former Chancellor: Monash University (1999–2007). Age: 71. Residence: Melbourne. Mr Ellis will retire from the Board with effect from the end of the 2009 Annual General Meeting. BeC (Hons), meC, Hon DsC (syD), Hon DsC (unsW), Hon DCom (melB), Hon DliTT (mACQ), Hon llD (monAsH) Non-executive director since February 2007. Mr Macfarlane is a member of the Risk Committee and the Technology Committee. Skills, experience and expertise: During his 28 year career at the Reserve Bank of Australia including a 10 year term as Governor, Mr Macfarlane made a significant contribution to economic policy in Australia and internationally. he has a deep understanding of financial markets as well as a long involvement with Asia. Current Directorships: Director: Woolworths Limited (from 2007), Leighton holdings Limited (from 2007) and the Lowy Institute for International Policy (from 2004). Member: Council of International Advisors to the China Banking Regulatory Commission (from 2009), International Advisory Board of Goldman Sachs JB Were (from 2007) and International Advisory Board of ChAMP Private Equity (from 2007). Former Directorships include: Former Chairman: Payments System Board (1998–2006), Australian Council of Financial Regulators (1998–2006) and Financial Markets Foundation for Children (1996–2006). Former Governor: Reserve Bank of Australia (Member 1992–2006, Chairman 1996–2006). Age: 63. Residence: Sydney. Current Directorships: Chairman: Lazard Pty Ltd Advisory Board (from 2009). Director: Alumina Limited (from 2002), Landcare Australia Limited (from 2008), GUD holdings Limited (from 2009) and NBN Co Limited (from 2009). Part Time Member: Takeovers Panel (from 2009). Former Directorships include: Former Chief Executive Officer: Freehills (2000–2005). Former Director: Pacifica Group Limited (1989–2008) and Lazard Pty Ltd (2007–2009). Age: 59. Residence: Melbourne. and Kwa Geok Choo Pte Ltd (from 1979). Member: Governing Board of Lee Kuan Yew School of Public Policy (from 2005), Rolls Royce International Advisory Council (from 2007) and Merrill Lynch PacRim Advisory Council (from 2007). Consultant: Capital International Inc Advisory Board (from 2007). Former Directorships include: Former Chairman: Republic Polytechnic (2002–2009). Former Director: SingTel Optus Pty Limited (2002–2007), Singapore Post Limited (1995–2007), L & L Services Pte Ltd (2004–2008) and Board of INSEAD (1999–2007). Former Member: Textron International Advisory Council (1999–2008). Former Chief Executive Officer: Singapore Telecommunications Limited (1995–2007). Age: 52. Residence: Singapore. Mr D E Meiklejohn Independent Non-Executive Director, Chairman of the Audit Committee BCom, DiPeD, FCPA, FAiCD, FAim Non-executive director since October 2004. Mr Meiklejohn is a member of the Governance Committee and the Risk Committee. Skills, experience and expertise: Mr Meiklejohn has a strong background in finance and accounting. he also brings to the Board his experience across a number of directorships of major Australian companies spanning a range of industries. Current Directorships: Chairman: Paperlinx Limited (Director from 1999). Director: Coca Cola Amatil Limited (from 2005) and Mirrabooka Investments Limited (from 2006). President: Melbourne Cricket Club (Committee member from 1987). Former Directorships include: Former Director and Chief Financial Officer: Amcor Limited (1985–2000). Age: 67. Residence: Melbourne. Mr J P Morschel Independent Non-Executive Director, Chairman of the Risk Committee DiPQs, FAiCD Non-executive director since October 2004. Mr Morschel is a member of the human Resources Committee. Skills, experience and expertise: Mr Morschel has a strong background in banking, financial services and property and brings the experience of being a Chairman and director of major Australian and international companies. Current Directorships: Director: Singapore Telecommunications Limited (from 2001), Tenix Pty Limited (from 1998) and Gifford Communications Pty Limited (from 2000). Former Directorships include: Former Chairman: Rinker Group Limited (Chairman and Director 2003–2007), Leighton holdings Limited (Chairman and Director 2001–2004) and CSR Limited (Director 1996–2003, Chairman 2001–2003). Former Director: Rio Tinto Plc (1998–2005), Rio Tinto Limited (1998–2005), Westpac Banking Corporation (1993–2001) and Lend Lease Corporation Limited (1983–1995). Age: 66. Residence: Sydney. Ms A M Watkins Independent Non-Executive Director, Chairman of the human Resources Committee BCom, FCA, F Fin, mAiCD Non-executive director since November 2008. Ms Watkins is a member of the Audit Committee. Skills, experience and expertise: Ms Watkins is an experienced CEO and established director with a grounding in finance and accounting. her experience includes retailing, agriculture, food manufacturing and financial services, and covers small to medium companies as well as large organisations. Current Directorships: Chief Executive Officer: Bennelong Group (from 2008). Director: Woolworths Limited (from 2007), Yarra Capital Partners Pty Ltd (from 2008), AICD Victorian Council (from 2007) and The Nature Conservancy Australian Advisory Board (from 2007). Former Directorships include: Former Chairman: Mrs Crocket’s Kitchen (2006–2007). Former CEO: Berri Limited (2002–2005). Former Director: Just Group Limited (2004–2008). Former Partner: McKinsey & Company (1996–1999). Age: 46. Residence: Melbourne. 54 ANZ Annual Report 2009 Corporate Governance 55 CORPORATE GOVERNANCE (continued) Board Responsibility and Delegation of Authority The Board is chaired by an independent non-executive Director. The roles of the Chairman and Chief Executive Officer are separate, and the Chief Executive Officer is the only executive Director on the Board. Role of the Chairman The Chairman plays an important leadership role and is involved in: chairing meetings of the Board and providing effective leadership to it; monitoring the performance of the Board and the mix of skills and effectiveness of individual contributions; being a member of all principal Board Committees; maintaining ongoing dialogue with the Chief Executive Officer and providing appropriate mentoring and guidance; and being a respected ambassador for ANZ, including chairing meetings of shareholders and dealing with key customer, political and regulatory parties. Board Charter The Board Charter clearly sets out the Board’s purpose, powers, and specific responsibilities. The Board is responsible for: charting the direction, strategies and financial objectives for ANZ and monitoring the progress in relation to such matters; monitoring compliance with regulatory requirements, ethical standards and external commitments; appointing and reviewing the performance of the Chief Executive Officer; and reporting to shareholders on ANZ’s performance. In addition to the above and any matters expressly required by law to be approved by the Board, powers specifically reserved for the Board include: approval of appointment of senior executives to roles leading ANZ businesses or functions and reporting to the Chief Executive Officer (Board Appointees); any matters in excess of any discretions delegated to Board Committees or the Chief Executive Officer; annual approval of the budget and strategic plan; annual approval of the remuneration and conditions of service for any executive Directors, direct reports to the Chief Executive Officer and other key executives; significant changes to organisational structure; and the acquisition, establishment, disposal or cessation of any significant business. Under ANZ’s Constitution, the Board may delegate any of its powers and responsibilities to Committees of the Board. The roles of the principal Board Committees are set out on pages 60 to 64. Substantive areas of focus for the Board in the 2009 financial year included oversight of: the management of ANZ’s businesses in the context of the global financial crisis and economic downturn, including in particular ANZ’s capital and funding requirements; succession planning for the role of the Chairman of the Board; new Director appointments; completion of the “One ANZ” restructure, and remediation work arising from the Securities Lending Review; and the ongoing implementation of ANZ’s strategies in relation to its super regional aspirations. Board Meetings The Board normally meets at least 8 times each year, including an offsite meeting to review in detail the Group’s strategy. Typically at Board meetings the agenda will include: minutes of the previous meeting, and outstanding issues raised by Directors at previous meetings; the Chief Executive Officer’s report; the Chief Financial Officer’s report; reports on major projects and current business issues; specific business proposals; reports from Chairs of Committees which have met since the last Board meeting on matters considered at those meetings; and for review, the minutes of Committee meetings which have occurred since the last Board meeting. There are two private sessions held at the end of each Board meeting which are each chaired by the Chairman of the Board. The first involves all Directors including the CEO, and the second involves only the non-executive Directors. The Chief Financial Officer, Group General Counsel and Company Secretary are also present at all Board meetings. Members of senior management attend Board meetings when an issue under their area of responsibility is being considered or as otherwise requested by the Board. CEO and Delegation to Management The Board has delegated to the Chief Executive Officer, and through the Chief Executive Officer to other senior management, the authority and responsibility for managing the everyday affairs of ANZ. The Board monitors management and performance on behalf of shareholders. The Group Discretions Policy details the comprehensive discretions framework that applies within ANZ and to employees appointed to operational roles or directorships of related entities. The Group Discretions Policy is maintained by the Chief Financial Officer and reviewed annually by the Audit Committee with the outcome of this review reported to the Board. At a senior management level, ANZ has a Management Board which comprises the Chief Executive Officer and ANZ’s most senior executives. As at 30 September 2009, the following senior executives, in addition to the Chief Executive Officer, were members of Management Board: Graham hodges – Deputy Chief Executive Officer and Acting Chief Executive Officer, Australia*; Peter Marriott – Chief Financial Officer; Jenny Fagg – Chief Executive Officer, New Zealand; Alex Thursby – Chief Executive Officer, Asia Pacific, Europe and America; Shayne Elliott – Group Managing Director, Institutional; David hisco – Group Managing Director, Commercial Banking; David Cartwright – Group Managing Director, Operations, Technology and Shared Services; Susie Babani – Group Managing Director, human Resources; Chris Page – Chief Risk Officer; and Joyce Phillips – Group Managing Director, Strategy, M&A, Marketing and Innovation. (* From November 2009, Philip Chronican will join ANZ as Chief Executive Officer, Australia). Typically, the Management Board meets every week and has a full day meeting each month to discuss business performance, review shared initiatives and build collaboration and synergy across the Group. One ANZ In September 2008, ANZ announced a new business model and organisational structure to accelerate progress with its strategy to become a super regional bank, lift customer focus and drive performance improvement. ANZ is now organised around its three geographies – Australia, New Zealand and Asia Pacific, Europe & America – and its global Institutional client business. Each geography mainly focuses on two customer segments – Retail and Commercial, which are co-ordinated globally. The new structure became effective during the year. Internal Review On 22 August 2008, ANZ released the findings of the Review Committee which examined ANZ’s involvement in Securities Lending and its relationship with Broker clients including the Opes Prime group. ANZ pursued a remediation program to address the 13 recommendations arising from the Review. Remedial actions are well progressed and ANZ has kept APRA fully informed. ANZ continues to focus on ensuring the remedial initiatives are operationally effective and achieve their intended outcomes. Board Composition, Selection and Appointment The Board strives to achieve a balance of skills, knowledge, experience, tenure and perspective among its Directors. Details regarding the skills, experience and expertise of each Director in office at the date of this Annual Report can be found on pages 53 to 55. The Governance Committee (see page 62) has been delegated responsibility for the director nomination process. The Committee reviews the size and composition of the Board and assesses whether there is a need for any new non-executive Director appointments. Nominations may be provided from time to time to the Chairman of the Governance Committee. The Committee also reviews and recommends the process for the election of the Chairman of the Board and reviews succession planning for the Chairman of the Board, making recommendations to the Board as appropriate. The Committee assesses potential new Director candidates against Board approved selection criteria including integrity, fitness and propriety, skills, qualifications, experience, communication capabilities and community standing. If found suitable, and where there is a need for any new appointments, candidates are recommended to the Board. Otherwise, the Chairman of the Committee maintains names of suitable candidates for succession purposes. The Chairman of the Board is responsible for approaching potential candidates. This process is formalised in the Board Renewal and Performance Evaluation Policy. The composition of the principal Board Committees is reviewed annually by the Board. APPOINTMENT DOCUMENTATION Each new non-executive Director receives an appointment letter accompanied by a: Directors’ handbook – The handbook includes information on a broad range of matters relating to the role of a Director, including details of all applicable policies; and Directors’ Deed – Each Director signs a Deed in the form approved by shareholders at the 2005 Annual General Meeting which covers a number of issues including indemnity, directors’ and officers’ liability insurance, the right to obtain independent advice and requirements concerning confidential information. UNDERTAKING INDUCTION TRAINING Every new Director takes part in a formal induction program which involves the provision of information regarding ANZ’s values and culture, the Group’s governance framework, the non-executive Directors Code of Conduct and Ethics, Director related policies, Board and Committee policies, processes and key issues, financial management and business operations. A briefing is also provided by senior management about matters concerning their areas of responsibility. MEETING ShARE QUALIFICATION Non-executive Directors are required to accumulate within 5 years of appointment, and thereafter maintain, a holding in ANZ shares that is equivalent to at least 100% of a non-executive Director’s base fee (and 200% of this fee in the case of the Chairman). ELECTION AT NExT ANNUAL GENERAL MEETING Subject to the provisions of ANZ’s Constitution and the Corporations Act 2001, the Board may appoint a person as a non-executive Director of ANZ at any time but that person must retire and, if they wish to continue in that role, must seek election by shareholders at the next Annual General Meeting. 56 ANZ Annual Report 2009 Corporate Governance 57 CORPORATE GOVERNANCE (continued) FIT AND PROPER ANZ has a robust framework in place to ensure that individuals appointed to relevant senior positions within the Group have the appropriate fitness and propriety to properly discharge their prudential responsibilities both on appointment and throughout the course of their appointment. The framework, set out in ANZ’s Fit and Proper Policy, addresses the requirements of APRA’s Fit and Proper Prudential Standard. It involves assessments being carried out for each Director, relevant senior executives and the external auditor prior to a new appointment being made. These assessments are carried out against a benchmark of documented competencies which have been prepared for each role, and also involve attestations being completed by each individual, as well as the obtaining of evidence of material qualifications and the carrying out of checks such as criminal record, bankruptcy and regulatory disqualification checks. These assessments are reviewed thereafter on an annual basis. The Governance Committee and the Board have responsibility for assessing the fitness and propriety of non-executive Directors. The human Resources Committee is responsible for assessing the fitness and propriety of the Chief Executive Officer and key senior executives. The Audit Committee is responsible for assessing the fitness and propriety of the external auditor. Fit and Proper assessments were carried out in respect of each non-executive Director, the Chief Executive Officer, key senior executives and the external auditor during the 2009 financial year. INDEPENDENCE AND MATERIALITY Under ANZ’s Board Charter, the Board must contain a majority of non-executive Directors who satisfy ANZ’s criteria for independence. The Board Charter sets out independence criteria in order to establish whether a non-executive Director has a relationship with ANZ which could (or could be perceived to) impede their decision-making. All non-executive Directors are required to notify the Chairman of a potential change in their outside Board appointments. The Chairman reviews the proposed appointments and will consult with other Directors as the Chairman deems appropriate. In the 2009 financial year, the Board conducted its annual review of criteria for independence against the ASx Governance Principles and APRA Prudential Standards, as well as US director independence requirements. ANZ’s criteria are more comprehensive than those set in many jurisdictions including in particular criteria stipulated specifically for Audit Committee members. The criteria and review process are both set out in the Corporate Governance section of ANZ’s website. In summary, a relationship with ANZ is regarded as material if a reasonable person would expect there to be a real and sensible possibility that it would influence a Director’s mind in: making decisions on matters likely to come regularly before the Board or its Committees; objectively assessing information and advice given by management; setting policy for general application across ANZ; and generally, carrying out the performance of his or her role as a Director. During 2009, the Board considered each non-executive Director’s independence and concluded that the independence criteria were met by each non-executive Director. Directors’ biographies on pages 53 to 55 and on anz.com highlight their major associations outside of ANZ. CONFLICTS OF INTEREST Over and above the issue of independence, each Director has a continuing responsibility to determine whether he or she has a potential or actual conflict of interest in relation to any material matter which comes before the Board. Such a situation may arise from external associations, interests or personal relationships. Under the Directors Disclosure of Interest Policy and Policy for handling Conflicts of Interest, a Director may not exercise any influence over the Board if a potential conflict of interest exists. In such circumstances, the Director may not receive relevant Board papers and, unless the other Directors have resolved to the contrary, may not be present for Board deliberations on the subject, and may not vote on any related Board resolutions. These matters, should they occur, are recorded in the Board minutes. INDEPENDENT ADVICE In order to assist Directors in fulfilling their responsibilities, each Director has the right (with the prior approval of the Chairman) to seek independent professional advice regarding his/her responsibilities at the expense of ANZ. In addition, the Board and each Committee, at the expense of ANZ, may obtain whatever professional advice it requires to assist in its work. TENURE AND RETIREMENT ANZ’s Constitution, consistent with the ASx Listing Rules, provides that a non-executive Director must seek re-election by shareholders every 3 years if they wish to continue in their role as a non-executive Director. In addition, ANZ’s Board Renewal and Performance Evaluation Policy confirms that non-executive Directors will retire once they have served a maximum of three 3-year terms after first being elected by shareholders unless invited by the Board to extend their tenure due to special circumstances. This Policy applies to current non-executive Directors except where there is an agreed retirement plan that has been made public and it also applies to future non-executive Directors. CONTINUING EDUCATION ANZ Directors take part in a range of training and continuing education programs. In addition to a formal induction program (see page 57), Directors also receive a quarterly bulletin designed to keep them abreast of matters relating to their duties and responsibilities as Directors. Each Committee also conducts its own continuing education sessions from time to time as appropriate. Internal and/or external experts are engaged to conduct all education sessions. Directors also receive regular business briefings at Board meetings. These briefings are intended to provide Directors with information on each area of ANZ’s business, in particular regarding performance, key issues, risks and strategies for growth. In addition, Directors have the opportunity to participate in site visits from time to time. ACCESS TO DIRECTORS Management is able to consult Directors as required. Employees have access to the Directors directly or through the Company Secretary. Shareholders who wish to communicate with the Directors may direct correspondence to a particular Director, or to the non executive Directors as a whole. Role of Company Secretary The Board is responsible for the appointment of ANZ’s Company Secretaries. The Board has appointed three Company Secretaries. The Group General Counsel provides legal advice to the Board as and when required. he works closely with the Chairman of the Governance Committee to develop and maintain ANZ’s corporate governance principles, and is responsible to the Board for the Company Secretary’s Office function. The Company Secretary is responsible for the day-to-day operations of the Company Secretary’s Office including lodgements with relevant Securities Exchanges and other regulators, the administration of Board and Board Committee meetings (including preparation of meeting minutes), the management of dividend payments and associated share plans, the administration of the Group’s Australian subsidiaries and oversight of the relationship with ANZ’s Share Registrar. The Chief Financial Officer is also appointed as a Company Secretary. Profiles of ANZ’s Company Secretaries can be found in the Directors’ Report on page 20. Performance Evaluations OVERVIEW The framework used to assess the performance of Directors is based on the expectation that they are performing their duties in a manner which should create and continue to build sustainable value for shareholders, and in accordance with the duties and obligations imposed upon them by ANZ’s Constitution and the law. The performance review takes into account each Director’s contribution across various criteria including: the charting of direction, strategy and financial objectives for ANZ; the monitoring of compliance with regulatory requirements and ethical standards; the monitoring and assessing of management performance in achieving strategies and budgets approved by the Board; the setting of criteria for, and evaluation of, the Chief Executive Officer’s performance; and the regular and continuing review of executive succession planning and executive development activities. The performance evaluation process is set out in ANZ’s Board Renewal and Performance Evaluation Policy. NON-ExECUTIVE DIRECTORS Non-executive Director performance evaluations are conducted in two ways: Annual review – On an annual basis, or more frequently if appropriate, the Chairman has a one-on-one meeting with each non-executive Director specifically addressing the performance criteria including compliance with the non-executive Directors Code of Conduct and Ethics. To assist the effectiveness of these meetings, the Chairman is provided with objective information about each Director (e.g. number of meetings attended, Committee memberships, other current directorships etc) and a guide for discussion to ensure consistency. A report on the outcome of these meetings is provided to the Governance Committee and to the Board. Re-election statement – Non-executive Directors when nominating for re-election are given the opportunity to submit a written or oral statement to the Board setting out the reasons why they seek re-election. In the non-executive Director’s absence, the Board evaluates this statement (having regard to the performance criteria) when it considers whether to endorse the relevant Director’s re-election. 58 ANZ Annual Report 2009 Corporate Governance 59 CORPORATE GOVERNANCE (continued) ChAIRMAN OF ThE BOARD An annual review of the performance of the Chairman of the Board is facilitated by the Chairman of the Governance Committee who seeks input from each Director individually on the performance of the Chairman of the Board against the competencies for the Chairman’s role approved by the Board. The Chairman of the Governance Committee collates the input in order to provide an overview report to the Governance Committee and to the Board, as well as feedback to the Chairman of the Board. ThE BOARD During 2008/09, the performance of the Board in respect of the previous year was assessed using an independent external facilitator, who sought input from each Director and certain members of senior management when carrying out the assessment. It is expected that externally facilitated reviews will occur approximately every three years. The review process in the intervening years will consider progress against any recommendations implemented arising from the most recent externally facilitated review, together with any new issues that may have arisen, and will be conducted internally. BOARD COMMITTEES Each of the principal Board Committees conducts an annual Committee performance self-assessment to review performance using Guidelines approved by the Governance Committee. The Guidelines set out that at a minimum, the self-assessments should review and consider the following: the scope of the Committee’s responsibilities and duties as enshrined in its Charter; the Committee’s performance against its Charter and annual calendar of business; the Committee’s performance against any goals or objectives it set itself for the year under review; major issues that faced the Committee during the year; and the identification of future topics for training/education of the Committee. The outcomes of the performance self-assessments, along with plans and objectives for the new financial year, are submitted to the Governance Committee (and, in the case of the Governance Committee, to the Board) for discussion and noting. SENIOR MANAGEMENT Details of how the performance evaluation process is undertaken in respect of the Chief Executive Officer (by the Board) and other key senior executives (by the human Resources Committee), including how financial, operational and qualitative measures are assessed, are set out in the Remuneration Report on pages 24 to 25. REVIEW PROCESSES UNDERTAKEN Board and relevant senior management evaluations in accordance with the above processes have been undertaken in respect of the 2008/09 reporting period with one exception. During the year, the Chairman of the Board announced that he would be retiring in February 2010 and, in these circumstances, it was believed unnecessary and of no benefit to carry out a performance review of the Chairman. Board Committees As set out on page 56 of this statement, the Board has the ability under its Constitution to delegate its powers and responsibilities to Committees of the Board. This allows the Board to spend additional and more focused time on specific issues. ANZ’s Board has five principal Board Committees: Audit Committee, Governance Committee, human Resources Committee, Risk Committee and Technology Committee. MEMBERShIP AND ATTENDANCE Each of the principal Board Committees is comprised solely of independent non-executive Directors, has its own Charter and has the power to initiate any special investigations it deems necessary. Membership criteria are based on each Director’s skills and experience, as well as his/her ability to add value and commit time to the Committee. Composition is reviewed annually by the Board. The Chairman is an ex-officio member of each principal Board Committee. The Chief Executive Officer is invited to attend Board Committee meetings as appropriate. his presence is not automatic, however, and he does not attend any meeting where his remuneration is considered or discussed, nor does he attend the non-executive Director private sessions of Committees. Non-executive Directors may attend any meeting of any Committee. Each Board Committee may, within the scope of its responsibilities, have unrestricted access to management, employees and information it considers relevant and necessary to the carrying out of its responsibilities under its Charter. Each Board Committee may require the attendance of any ANZ officer or employee, or request the attendance of any external party, at meetings as appropriate. MEETINGS The principal Board Committees plan their annual agendas following a process approved by the Board. The offices of the executives who are appointed to assist the Chairman of each Board Committee liaise in order to review the calendars of business prepared by each Committee and identify any potential gaps and unnecessary overlaps between the Committees. Any issues arising from this are reported to, and resolved by, the relevant Committee Chairman. The results of this process are then reported to the Governance Committee to assist the Board in fulfilling its oversight responsibilities in respect of the delegations it has made to the various Board Committees. Committees report at the next Board meeting through the Committee Chairman. When there is a cross-Committee item, the Committees will communicate with each other through their Chairman. Throughout the year, Committee Chairman also conduct agenda planning meetings involving relevant stakeholders to take account of emerging issues. ANZ BOARD COMMITTEE MEMBERShIPS – as at 30 September 2009 Audit Governance human Resources Risk Mr D E Meiklejohn FE, C Mr I J Macfarlane C Ms A M Watkins3 C Mr J P Morschel C Technology Dr G J Clark C Mr J K Ellis Mr J K Ellis Ms A M Watkins1 Dr G J Clark Mr P A F hay2 Dr G J Clark4 Mr P A F hay2 Mr J P Morschel Mr I J Macfarlane Mr I J Macfarlane Mr C B Goode (ex Officio) Mr D E Meiklejohn Mr C B Goode (ex Officio) Mr D E Meiklejohn Mr Lee hsien Yang5 Mr C B Goode (ex Officio) Mr C B Goode (ex Officio) Mr C B Goode (ex Officio) C – Chairman FE – Financial Expert 1 Ms Watkins joined the Audit Committee on 12 November 2008, following her appointment as a Director. 2 Mr hay joined the Governance Committee and Risk Committee on 12 November 2008, following his appointment as a Director. 3 Ms Watkins was appointed to the human Resources Committee on 12 November 2008, following her appointment as a Director and became Chairman of the Committee on 22 March 2009. 4 Dr Clark joined the human Resources Committee on 22 March 2009. 5 Mr Lee joined the Technology Committee on 1 February 2009, following his appointment as a Director. Ms Jackson was a Director of ANZ, Chairman of the human Resources Committee, and a member of the Audit Committee during 2008/09 prior to her retirement from the Board on 21 March 2009. AUDIT COMMITTEE The Audit Committee is responsible for the oversight and monitoring of: ANZ’s financial reporting principles and policies, controls and procedures; the effectiveness of ANZ’s internal control and risk management framework; the work of Internal Audit which reports directly to the Chairman of the Audit Committee (refer to Internal Audit on page 64 for more information); the Audit Committees of significant subsidiary companies; prudential supervision procedures required by regulatory bodies relating to financial reporting; and the integrity of ANZ’s financial statements, compliance with related regulatory requirements and the independent audit thereof. The Audit Committee is also responsible for: the appointment, annual evaluation and oversight of the external auditor, including reviewing their independence and fitness and propriety; compensation of the external auditor; and where appropriate, replacement of the external auditor. Under the Committee Charter, all members of the Audit Committee must be financially literate. Mr Meiklejohn (Chairman) was determined to be a ‘financial expert’ for the 2009 financial year under the definition set out in the Audit Committee Charter which reflects US audit committee requirements. Refer to page 55 for his qualifications. While the Board has determined that Mr Meiklejohn has the necessary attributes to be a ‘financial expert’ in accordance with the relevant requirements, it is important to note that this does not give rise to him having responsibilities additional to those of other members of the Audit Committee. The Audit Committee meets with the external auditor and internal auditor without management being present. The Chairman of the Audit Committee meets separately and regularly with the Group General Manager, Internal Audit, the external auditor and management. The Group General Manager, Finance is the executive responsible for assisting the Chairman of the Committee in connection with the administration and efficient operation of the Committee. Substantive areas of focus in the 2009 financial year included: Internal and External Audit – The Committee approved the annual plans for internal and external audit and kept progress against those plans under regular review. Adjustments to the internal audit plan were made during the year to accommodate changes arising from the One ANZ restructure and high priority items; Regulatory developments – Reports on domestic and international accounting and financial reporting developments were provided to the Committee outlining relevant changes and implications for ANZ; Financial Reporting Governance Program – Notwithstanding that ANZ has ceased to be registered with the SEC in the US, the Committee requested management ensure that ANZ’s financial governance framework retained the beneficial aspects of US regulation. The 2009 Program involved increased management testing with Internal Audit providing an oversight role and the Committee received regular Financial Reporting Governance updates providing comment on key themes, emerging risks and areas of focus, and Program status; Whistleblowing – The Committee received reports on disclosures made under ANZ’s Global Whistleblower Protection Policy, and of enhancements to the Policy, including the establishment of a 24/7 External hotline; and Information Security – the Committee received regular reports on information security. 60 ANZ Annual Report 2009 Corporate Governance 61 CORPORATE GOVERNANCE (continued) GOVERNANCE COMMITTEE The Governance Committee is responsible for: identifying and recommending prospective Board members, Committee members and succession planning for the position of Chairman (see page 57); ensuring there is a robust and effective process for evaluating the performance of the Board, Board Committees and non-executive Directors (see pages 59 to 60); ensuring an appropriate Board and Board Committee structure is in place; reviewing and approving the Charters for each Board Committee except its own, which is reviewed and approved by the Board; and reviewing the development of and approving corporate governance policies and principles applicable to ANZ. The Group General Counsel is the executive responsible for assisting the Chairman of the Committee in connection with the administration and efficient operation of the Committee. Substantive areas of focus in the 2009 financial year included: Succession Planning – Three new Director appointments were made during the year, together with announcements regarding the succession plan relating to the Chairman of the Board; Governance framework –The Committee reviewed the Board’s governance framework and principles including Board composition and appointment procedures, Board and Committee education and Director independence criteria. A new director tenure policy was adopted under which non-executive Directors will retire once they have served a maximum of three 3 year terms after election by shareholders, unless invited by the Board to extend their tenure due to special circumstances; Ethics Framework – A new Code of Conduct for employees and non-executive Directors was launched during the year; Securities Lending Review – The Committee was updated on progress of the Securities Lending remediation program and endorsed a number of governance initiatives which included implementation of a new Policy and Guidelines to enhance the governance of Management Committees; Board Performance Evaluation – The Committee considered and reported to the Board on each of the recommendations from the external review of Board performance; and Review and approval of Group policies – The Committee approved amendments to existing Group policies including the Continuous Disclosure Policy, Global Employee Securities Trading and Conflict of Interest Policy, Board Renewal and Performance Evaluation Policy, Fit & Proper Policy, Director independence criteria and assessment process, and Shareholder Charter. hUMAN RESOURCES COMMITTEE The human Resources Committee is responsible for reviewing and approving the Group’s compensation programs and remuneration strategy, including any equity based programs, compensation levels and policy guidelines (details in the Remuneration Report on pages 23 to 51). The Committee also evaluates the performance of and approves the compensation for Board Appointees and makes recommendations to the Board on matters relating to the Chief Executive Officer (details in the Remuneration Report on pages 23 to 51). In addition, the Committee considers and approves key executive appointments, and senior executive succession plans, as well as policies relating to health and safety issues and diversity. The Group Managing Director, human Resources is the executive responsible for assisting the Chairman of the Committee in connection with the administration and efficient operation of the Committee. Substantive areas of focus in the 2009 financial year included: Management roles and performance – The Committee reviewed the performance of the CEO and CEO’s direct reports and ensured that succession plans were in place for Management Board and business critical roles; Focus on governance and policy impacts of APRA Prudential Standards on remuneration, the proposed changes to taxation of employee equity plans, the Productivity Commission Review and the proposed termination payments cap legislation. The Committee continues to closely monitoring these developments and implications for ANZ; Fitness and Propriety – The Committee completed fit and proper assessments for all current and new Board Appointees; and Remuneration – The Committee approved the grant of $1000 of shares to each eligible employee under the Employee Share Acquisition Plan, and reviewed and approved amendments to the bonus framework for the Institutional Division. The Committee conducted an annual review of remuneration for non-executive Directors and agreed to freeze director fees for the 2008/09 financial year, and also reviewed the compensation structure for senior executives and agreed not to increase salaries for the 2009/10 financial year. For more details on the activities of the human Resources Committee, please refer to the Remuneration Report on pages 23 to 51. RISK COMMITTEE The Board is principally responsible for approving the Group’s risk tolerance, related strategies and policies, and for the oversight of policy compliance and the effectiveness of the risk and compliance management framework that is in place. The Risk Committee is delegated responsibility for overseeing, monitoring and reviewing the Group’s risk management principles and policies, strategies, processes and controls including credit, market, liquidity, balance sheet, operational, compliance and other reputational risk frameworks. The Committee is also authorised to approve credit transactions and other related matters beyond the approval discretion of executive management. The Chief Risk Officer is the executive responsible for supporting the Chairman of the Committee in connection with the administration and efficient operation of the Committee. Substantive areas of focus in the 2009 financial year included: Economic Environment – The Committee received regular updates on the global economic environment and regulatory changes implemented/proposed following the impact of the global financial crisis; Liquidity – The Committee performed an ongoing and detailed review of the Group’s liquidity and funding positions and risks throughout the year; Provisioning – The Committee regularly reviewed provisioning in light of the global financial crisis; Risk Frameworks – The Committee approved an updated Operational Risk Framework and further development of the Risk Appetite Framework. The Committee also reviewed the Information Security Governance Framework; Securities Lending Review – The Committee continued to monitor the remediation program in relation to issues raised in the Review. During the year, management reported to the Risk Committee as to the effectiveness of ANZ’s risk and compliance management framework and the management of ANZ’s material business risks. For further information on how ANZ manages its material financial risks, please see the disclosures in relation to AASB 7 ‘Financial Instruments: Disclosure’ in the notes to the financial statements and the Corporate Governance section of anz.com. TEChNOLOGY COMMITTEE The Technology Committee assists the Board in the effective discharge of its responsibilities in relation to technology and related operations matters. The Committee is responsible for the oversight and evaluation of new projects in technology above $50 million and security issues relevant to ANZ’s technology, its operational processes and systems. The Committee is also responsible for the review and approval of management’s recommendations for long-term technology and related operations planning and the overall framework for the management of technology risk. The Group Managing Director, Operations, Technology and Shared Services is the executive responsible for assisting the Chairman of the Committee in connection with the administration and efficient operation of the Committee. Substantive areas of focus in the 2009 financial year included: Technology Architecture – The Committee monitored the definition and execution of ANZ’s Technology Architecture Strategy; Information Security – The Committee received regular updates on key information security issues and strategies and technology risk remediation; Future needs – The Committee received reports on the future technology investment requirements for ANZ and on ANZ’s future IT operating model; and Projects – The Committee received reports on the progress of ANZ’s major technology and property projects, including the 833 Collins Street development, and on recent changes to the priorisation and governance of projects at ANZ. DIRECTORS’ MEETINGS The number of Board meetings and meetings of Committees during the year the Director was eligible to attend, and the number of meetings attended by each Director were: Board Risk Committee Audit Committee human Resources Committee Governance Committee Technology Committee Executive Committee Shares Committee* Committee of the Board* G J Clark J K Ellis P A F hay C B Goode M A Jackson Lee hsien Yang I J Macfarlane D E Meiklejohn J P Morschel M R P Smith A M Watkins A B 5 7 7 7 7 5 7 7 6 7 A 17 17 14 17 7 11 17 17 17 17 14 B 17 16 14 16 6 11 17 15 17 17 13 A 9 9 5 B 7 9 5 9 9 7 7 A 2 5 3 5 3 B 2 5 3 5 3 A 4 3 4 4 4 B 4 3 4 4 3 A 4 4 4 4 4 B 4 4 4 4 4 A 1 2 1 1 2 2 2 1 B 1 2 1 1 2 2 2 1 A 1 6 2 2 1 2 B 1 6 2 2 1 2 A 1 2 3 B 1 2 3 11 11 1 7 5 10 2 1 7 5 10 2 Column A – Indicates the number of meetings the Director was eligible to attend. Column B – Indicates the number of meetings attended. The Chairman is an ex-officio member of the Risk, Audit, human Resources, Governance, and Technology Committees. * The meetings of the Shares Committee and Committee of the Board as referred to in the table above include those conducted by written resolution. 62 ANZ Annual Report 2009 Corporate Governance 63 CORPORATE GOVERNANCE (continued) ADDITIONAL COMMITTEES In addition to the five principal Board Committees, the Board has constituted an Executive Committee and a Shares Committee, each consisting solely of Directors, to assist in carrying out specific tasks. The Executive Committee has the full power of the Board and is convened as necessary between regularly scheduled Board meetings to deal with urgent matters. The Shares Committee has the power to manage on behalf of the Board the issue of shares and options (including under ANZ’s Employee Share Plan and Employee Share Option Plan). The Board also forms and delegates authority to ad-hoc Committees of the Board as and when needed to carry out specific tasks. Audit and Financial Governance INTERNAL AUDIT Internal Audit is a function independent of management whose role is to appraise the effectiveness of ANZ’s risk management, control and governance processes. Operating under a Board approved Charter, Internal Audit’s primary reporting line is to the Audit Committee with a direct communication line to the Chief Executive Officer and external auditors. The Global audit plan is derived utilising a risk based approach and is refreshed on a quarterly basis. The Audit Committee approves the plan, the associated budget and any changes thereto quarterly. Audits fully conform to the International Standards for the Professional Practice of Internal Auditing and results thereof are reported to the Audit Committee, Risk Committee and Executive Management. These results influence the performance assessment of business heads. Furthermore, Internal Audit monitors the remediation of audit issues and highlights the current status of any outstanding audits. ExTERNAL AUDIT The external auditor’s role is to provide an independent opinion that ANZ’s financial reports are true and fair and comply with applicable regulations. The external auditor performs an independent audit in accordance with Australian Auditing Standards. The Audit Committee oversees ANZ’s Policy on Relationship with the External Auditor. Under the Policy, the Audit Committee is responsible for the appointment (subject to ratification by shareholders) and also the compensation, retention and oversight of the external auditor. The Policy also stipulates that the Audit Committee: pre-approves all audit and non-audit services on an engagement by engagement basis or pursuant to specific pre-approval policies adopted by the Committee; regularly reviews the independence of the external auditor; and evaluates the effectiveness of the external auditor. The Policy also requires that all services provided by the external auditor, including the non-audit services that may be provided by the external auditor, must be in accordance with the following principles: the external auditor should not have a mutual or conflicting interest with ANZ; the external auditor should not audit its own work; the external auditor should not function as part of management or as an employee; and the external auditor should not act as an advocate of ANZ. The Policy, which sets out in detail the types of services the external auditor may and may not provide, can be found on the Corporate Governance section of anz.com. Details of the non-audit services provided by the external auditor, KPMG, during the 2009 financial year, including their dollar value, together with the statement from the Board as to their satisfaction with KPMG’s compliance with the related independence requirements of the Corporations Act 2001, are set out in the Directors’ Report on pages 20 to 21. In addition, ANZ requires a two year period before any former partner or employee of the external auditor is appointed as a Director or senior executive of ANZ. The lead partner of the external auditor is required to rotate off the ANZ audit after 5 years and cannot return for a further 5 years. Certain other senior audit staff are required to rotate off after a maximum of seven years. Any appointments of ex-partners or ex-employees of the external auditor as ANZ finance staff, or at senior manager level or higher, must be pre-approved by the Chairman of the Audit Committee. As disclosed in previous Annual Reports, the US SEC commenced an inquiry into non-audit services provided by ANZ’s auditor, KPMG. ANZ has provided the information requested by the SEC. This inquiry has not concluded. Should the SEC determine that services provided by KPMG did not comply with the US auditor independence rules, the SEC may seek sanctions, the nature and amount of which are not known. Whilst ANZ cannot predict the outcome of the inquiry, based on information currently available, ANZ does not believe it will have a material adverse effect on the Company. FINANCIAL CONTROLS As previously noted, the Audit Committee of the Board oversees ANZ’s financial reporting policies and controls, the integrity of ANZ’s financial statements, the relationship with the external auditor, the work of Internal Audit, and the Audit Committees of various significant subsidiary companies. ANZ has in place a Financial Reporting Governance (FRG) Program which evaluates the design and tests the operation of key financial reporting controls, including Company-level controls, period-end controls, process-level controls, and IT general controls. In addition, Preparers’ Statements in the form of half-yearly certifications are completed by senior management, including senior finance executives. These Statements comprise representations and questions about financial results, disclosures, processes and controls and are aligned with ANZ’s external obligations. The process is independently evaluated by Internal Audit and tested under the FRG Program. Any issues arising from the evaluation and testing are reported to the Audit Committee. This process assists the Chief Executive Officer and Chief Financial Officer in making the certifications to the Board under the Corporations Act and ASx Governance Principles as set out in the Directors’ Report on page 21. Ethical and Responsible Decision-making CODES OF CONDUCT AND EThICS ANZ has two main Codes of Conduct and Ethics, the Employee Code and the non-executive Directors Code. These Codes provide employees and Directors with a practical set of guiding principles to help them make decisions in their day to day work. having two Codes recognises the different responsibilities that Directors have under law but enshrines the same values and principles. The Codes embody honesty, integrity, quality and trust, and employees and Directors are required to demonstrate these behaviours and comply with the Codes whenever they are identified as representatives of ANZ. The principles underlying ANZ’s Codes of Conduct and Ethics are: We act in ANZ’s best interests and value ANZ’s reputation; We act with honesty and integrity; We treat others with respect, value difference and maintain a safe workplace; We identify conflicts of interest and manage them responsibly; We respect and maintain privacy and confidentiality; We do not make or receive improper payments, benefits or gains; We comply with the Codes, the law and ANZ’s policies and procedures; and We immediately report any breaches of the Codes, the law or ANZ policies and procedures. The Codes are supported by the following detailed policies that together form ANZ’s Conduct and Ethics Policy Framework: Anti-Money Laundering and Counter-Terrorism Financing Program; Use of Systems, Equipment and Information Policy; Global Fraud and Corruption Policy; Group Expense Policy; Equal Employment Opportunity, Bullying and harassment Policy; health and Safety Policy; Global Employee Securities Trading and Conflict of Interest Policy; Global Anti-Bribery Policy; and Global Whistleblower Protection Policy. Within two months of commencing employment with ANZ, and thereafter on an annual basis, all employees are required to sign up to the principles of the Employee Code, including key relevant extracts of the policies set out above, to show that they have understood and agree to comply with their obligations. In June 2009, ANZ launched the Global Performance Improvement and Unacceptable Behaviour Policy to support the Code of Conduct and Ethics. This Policy sets out the processes that will be followed to determine whether the Code of Conduct and Ethics has been breached and the consequences that should be imposed on employees who are found to have breached the Code of Conduct and Ethics. Breaches of the Code of Conduct and Ethics which lead to formal warnings automatically result in a behaviour flag being raised under the ANZ Global Performance Management Framework and have a direct bearing on the individual’s performance and remuneration outcomes for the financial year in question. Directors’ compliance with the non-executive Directors Code continues to form part of their annual performance review. SECURITIES TRADING ANZ’s Global Employee Securities Trading and Conflict of Interest Policy prohibits trading in ANZ securities or the securities of other companies by all employees and Directors who are aware of unpublished price-sensitive information. The Policy specifically prohibits restricted employees and their associates trading in ANZ securities during ‘blackout periods’ leading up to the day following the half-yearly and annual results announcements. Non-executive Directors are required to seek approval from the Chairman in advance of any trading in ANZ securities. The Chairman of the Board is required to seek approval from the Chairman of the Audit Committee. Senior Executives and other restricted employees are also required to seek approval before they, or their associates, trade in ANZ securities. It is a condition of the grant of employee share options (including Performance Rights) and deferred shares that no schemes are entered into by any employee that specifically protect the value of such shares, options and Performance Rights before the shares have vested or the options or Performance Rights have entered their exercisable period. Any breach of this prohibition would constitute a breach of the grant conditions and would result in the forfeiture of the relevant shares, options or Performance Rights. Directors and Management Board members are also prohibited from providing ANZ securities as security in connection with any margin loan or similar financing arrangement under which they may be subject to a margin call or loan to value ratio obligations. 64 ANZ Annual Report 2009 Corporate Governance 65 CORPORATE GOVERNANCE (continued) WhISTLEBLOWER PROTECTION The ANZ Global Whistleblower Policy provides a mechanism by which ANZ employees, contractors and consultants may voice serious concerns or escalate serious matters on a confidential basis, without fear of reprisal, dismissal or discriminatory treatment. Complaints may be made under the Policy to designated Whistleblower Protection Officers, or via an independently managed Whistleblower Protection hotline. Commitment to Shareholders Shareholders are the owners of ANZ and our approaches described below are enshrined in ANZ’s Shareholder Charter, a copy of which can be found on the Corporate Governance section of anz.com. COMMUNICATION In order to make informed decisions about ANZ, and to communicate views to ANZ, it is important for shareholders to have an understanding of ANZ’s business operations and performance. ANZ encourages shareholders to take an active interest in ANZ, and seeks to provide shareholders with quality information in a timely fashion generally through ANZ’s reporting of results, ANZ’s Annual Report and Shareholder Review, briefings, half yearly newsletters and via its dedicated shareholder site on anz.com. ANZ strives for transparency in all its business practices, and recognises the impact of quality and transparent disclosure on the trust and confidence of shareholders, the wider market and the community. To this end, ANZ, outside of its scheduled result announcements, issued additional Trading Updates to the market during the financial year. Should shareholders require any information, contact details for ANZ and its Share Registrar are set out in the Shareholder Review, the half yearly shareholder newsletter, and the Investor Centre section of anz.com. MEETINGS To allow as many shareholders as possible to have an opportunity to attend shareholder meetings, ANZ rotates meetings around capital cities and makes them available to be viewed online using webcast technology. Further details on meetings and presentations held throughout this financial year are available on anz.com > About us > Investor Centre > Events & Publications. Prior to the Annual General Meeting, shareholders are provided the opportunity to submit any questions they have for the Chairman or Chief Executive Officer to enable key common themes to be considered. The external auditor is present at ANZ Annual General Meetings and available to answer shareholder questions on any matter that concerns them in their capacity as auditor, including in relation to the conduct of the audit and the preparation and content of the auditor’s report. The letter of appointment, which has been agreed to and signed by all non-executive Directors, states that Directors are also expected to attend and be available to meet shareholders at the Annual General Meeting each year. Shareholders have the right to vote on various resolutions put to a meeting. If shareholders are unable to attend a meeting they can submit their proxies via post or electronically. Where votes are taken on a poll, which is usual ANZ practice, ANZ appoints an independent party to verify the results, normally KPMG, which are reported as soon as possible to the ASx and posted on anz.com. Continuous Disclosure ANZ’s practice is to release all price-sensitive information in a timely manner and as required under the ASx Listing Rules and then to all relevant Securities Exchanges on which ANZ’s securities are listed, and to the market and community generally through ANZ’s media releases, website and other appropriate channels. Through ANZ’s Continuous Disclosure Policy, ANZ demonstrates its commitment to continuous disclosure. The Policy reflects relevant obligations under applicable securities exchange listing rules and legislation. For disclosure purposes, price-sensitive information is information that a reasonable person would expect to have a material effect on the price or value of ANZ’s securities. Designated Disclosure Officers have responsibility for reviewing proposed disclosures and considering what information can be or should be disclosed to the market. Each ANZ employee is required to inform a Disclosure Officer regarding any potentially price-sensitive information concerning ANZ as soon as they become aware of it. A committee of senior executives (the Continuous Disclosure Review Sub-Committee) also meets on a regular basis each quarter to overview the effectiveness of ANZ’s systems and procedures for achieving compliance with applicable regulatory requirements in relation to the disclosure of price-sensitive information. This Sub-Committee reports to the Governance Committee of the Board on an annual basis. In carrying out their role, the Disclosure Officers recognise ANZ’s commitment to achieving best practice in terms of disclosure by acting in accordance with the spirit, intention and purposes of the applicable regulatory requirements and by looking beyond form to substance. Corporate Responsibility Corporate responsibility and sustainability are part of ANZ’s core strategy. The global financial crisis has brought into focus how economies and the community are best served when the banking sector understands the importance of its role in the broader community. In September 2009, ANZ released a new corporate responsibility framework which responds to the priorities of customers, employees, community groups, regulators and governments across our business and provides a clear direction for ANZ, with flexibility to suit specific geographic regions. The following 5 priority areas have been identified for ANZ to focus on globally: education and employment for the disadvantaged; rural development; financial capability; responsible practices; urban sustainability. ANZ will strengthen existing programs and develop and implement new initiatives consistent with our core purpose and priorities over the coming years. Donations During the year ended 30 September 2009, ANZ contributed over $22 million in cash, time and in-kind services to charitable organisations in the regions where ANZ does business. More than $4 million of this contribution was invested in financial literacy and inclusion programs such as MoneyMinded (Australia and New Zealand), Saver Plus and Progress Loans (Australia). ANZ’s community partners the Brotherhood of St Laurence, Berry Street, The Benevolent Society and The Smith Family currently deliver these programs in over 20 communities. Funding of $13.5 million has been granted by the Federal Government with the aim of extending the reach and impact of the Saver Plus program from 20 to more than 50 communities across Australia over the next 2 years. ANZ will continue to work closely with its community partners on this expansion. Financial Literacy is a key element of ANZ’s Corporate Responsibility Strategy, targeting especially those in disadvantaged communities who are most at risk of financial exclusion. The $22 million contribution also includes donations of more than $2.5 million to support the recovery and rebuilding of communities in our region affected by disaster, including for example the Sichuan Earthquake (Oct 2008), the Victorian Bushfire Crisis (Feb 2009) and the Pacific Tsunami (Sept 2009). Further details can be accessed at www.anz.com/community In addition, for the year to 30 September 2009, ANZ donated $50,000 to the Liberal Party of Australia and $50,000 to the Australian Labor Party. 66 ANZ Annual Report 2009 Corporate Governance 67 Shareholders Information Ordinary Shares At 8 October 2009, the twenty largest holders of ordinary shares held 1,430,321,088 ordinary shares, equal to 57.11% of the total issued ordinary capital. ANZ Convertible Preference Shares (ANZ CPS) At 8 October 2009, the twenty largest holders of ANZ CPS held 2,672,105 securities, equal to 24.71% of the total issued securities. Name Number of shares % Name 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. hSBC CUSTODY NOMINEES (AUSTRALIA) LIMITED J P MORGAN NOMINEES AUSTRALIA LIMITED NATIONAL NOMINEES LIMITED CITICORP NOMINEES PTY LIMITED ANZ NOMINEES LIMITED COGENT NOMINEES PTY LIMITED QUEENSLAND INVESTMENT CORPORATION AMP LIFE LIMITED UBS WEALTh MANAGEMENT AUSTRALIA NOMINEES PTY LTD CITICORP NOMINEES PTY LIMITED RBC DExIA INVESTOR SERVICES AUSTRALIA NOMINEES PTY LIMITED 451,912,188 357,731,260 289,692,228 78,029,750 65,373,642 38,300,554 25,071,461 21,031,328 18.04 14.28 11.57 3.12 2.61 1.53 1.00 0.84 12. 13. 14. 15. 16. 17. 14,451,928 0.58 18. 13,931,919 0.56 12,772,086 0.51 19. 20. AUSTRALIAN REWARD INVESTMENT ALLIANCE CITICORP NOMINEES PTY LIMITED ANZEST PTY LTD AUSTRALIAN FOUNDATION INVESTMENT COMPANY LIMITED PERPETUAL TRUSTEE COMPANY LIMITED CITICORP NOMINEES PTY LIMITED RBC DExIA INVESTOR SERVICES AUSTRALIA NOMINEES PTY LIMITED ANZEST PTY LTD RBC DExIA INVESTOR SERVICES AUSTRALIA NOMINEES PTY LIMITED Number of shares % 11,300,111 0.45 8,093,657 7,627,312 6,224,394 6,181,106 0.32 0.30 0.25 0.25 5,783,314 0.23 5,777,259 5,529,303 0.23 0.22 Name Number of securities % Name 1. 2. 3. 4. 5. 6. 7. 8. 9. UBS WEALTh MANAGEMENT AUSTRALIA NOMINEES PTY LTD RBC DExIA INVESTOR SERVICES AUSTRALIA NOMINEES PTY LIMITED UCA CASh MANAGEMENT FUND LTD hSBC CUSTODY NOMINEES (AUSTRALIA) LIMITED J P MORGAN NOMINEES AUSTRALIA LIMITED UBS NOMINEES PTY LTD QUESTOR FINANCIAL SERVICES LIMITED hARMAN NOMINEES PTY LTD NETWEALTh INVESTMENTS LIMITED RBC DExIA INVESTOR SERVICES AUSTRALIA NOMINEES PTY LIMITED 628,530 5.81 318,502 239,791 193,838 180,310 162,204 139,290 2.95 2.22 1.79 1.67 1.50 1.29 119,794 1.11 87,248 0.81 76,866 0.71 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. NATIONAL NOMINEES LIMITED COGENT NOMINEES PTY LIMITED CITICORP NOMINEES PTY LIMITED BALLARD BAY PTY LTD JMB PTY LIMITED SPINETTA PTY LTD ThE AUSTRALIAN NATIONAL UNIVERSITY MACEQUEST PTY LTD ANZ NOMINEES LIMITED KOLL PTY LTD Number of securities 75,304 69,588 % 0.70 0.64 59,000 0.55 50,000 50,000 50,000 48,000 42,500 41,340 40,000 0.46 0.46 0.46 0.44 0.39 0.38 0.37 2,672,105 24.71 Total Distribution of shareholdings At 8 October 2009 Range of shares 1 to 1,000 1,000 to 5,000 5,001 to 10,000 10,001 to 100,000 Over 100,000 Total At 8 October 2009: 5,506,288 0.22 10. 1,430,321,088 57.11 Number of holders % of holders 195,343 166,016 23,633 12,582 477 398,051 49.07 41.71 5.94 3.16 0.12 Number of shares 80,884,874 366,217,289 161,712,649 255,057,728 1,640,715,687 % of shares 3.23 14.62 6.46 10.18 65.51 100.00 2,504,588,227 100.00 Total Distribution of ANZ CPS holdings At 8 October 2009 Range of shares 1 to 1,000 1,000 to 5,000 5,001 to 10,000 10,001 to 100,000 Over 100,000 Total Number of holders % of holders Number of securities % of securities 14,472 1,040 98 50 8 15,668 92.37 6.64 0.63 0.32 0.05 100.00 4,313,214 2,280,500 800,838 1,435,313 1,982,259 39.89 21.09 7.41 13.28 18.33 10,812,124 100.00 there were no additional/new entries in the register of Substantial Shareholdings. Subsequently, ANZ received a notice of initial substantial holder from Barclays Group on 13 October 2009 in relation to its holding of 126,645,464 ANZ ordinary shares; the average size of holdings of ordinary shares was 6,292 (2008: 5,421) shares; and there were 7,370 holdings (2008: 10,095 holdings) of less than a marketable parcel (less than $500 in value or 21 shares based on the market price of $24.74), which is less than 1.85% of the total holdings of ordinary shares. Voting rights of ordinary shares The Constitution provides for votes to be cast: i) on show of hands, 1 vote for each shareholder; and ii) on a poll, 1 vote for each fully paid ordinary share. At 8 October 2009: There was one holding of less than a marketable parcel (less than $500 in value or 6 securities based on the market price of $99.94, which is less than 0.01% of the total holdings of ANZ CPS). Voting rights of ANZ CPS An ANZ CPS does not entitle its holder to vote at any general meeting of ANZ except in the following circumstances: i) on any proposal to reduce ANZ’s share capital, other than a resolution to approve a Redemption of the ANZ CPS; ii) on a proposal that affects the rights attached to the ANZ CPS; iii) on any resolution to approve the terms of a buy-back agreement, other than a resolution to approve a Redemption of ANZ CPS; iv) on a proposal to wind up ANZ; v) on a proposal for the disposal of the whole of ANZ’s property, business and undertaking; vi) on any matter during a winding up of ANZ; and vii) on any matter during a period in which a Divided remains unpaid. On a resolution or proposal on which an ANZ CPS holder is entitled to vote, the ANZ CPS holder has: i) on a show of hands, one vote; and ii) on a poll, one vote for each ANZ CPS held. 68 ANZ Annual Report 2009 Shareholder Information 69 ShAREhOLDER INFORMATION (continued) Employee Shareholder Information At the Annual General Meeting in January 1994, shareholders approved an aggregate limit of 7% of all classes of shares and options, which remain subject to the rules of a relevant incentive plan, being held by employees and directors. At 30 September 2009 participants held 1.30% (2008: 1.52%) of the issued shares and options of ANZ under the following incentive plans: American Depositary Receipts Australia and New Zealand Banking Group Limited (ANZ) has American Depositary Receipts (ADRs) representing American Depositary Shares (ADSs) that are traded on the over-the counter (“OTC”) securities market on the Pink Sheets electronic platform operated by Pink Sheets LLC in the United States under the ticker symbol: ANZBY and the CUSIP number: 05258304. ANZ Employee Share Acquisition Plan; ANZ Employee Share Save Scheme; ANZ Share Option Plan; ANZ Directors’ Share Plan; and ANZ Directors’ Retirement Benefit Plan. Stock Exchange Listings Australia and New Zealand Banking Group Limited’s ordinary shares are listed on the Australian Securities Exchange and the New Zealand Stock Exchange. The Group’s other stock exchange listings include: Australian Securities Exchange – ANZ Convertible Preference Shares (ANZ CPS) [Australia and New Zealand Banking Group Limited]; senior and subordinated debt [Australia and New Zealand Banking Group Limited]; Channel Islands Stock Exchange – Senior debt [ANZ Jackson Funding 2 Limited, ANZ Jackson Funding 3 Limited and ANZ Jackson Funding 4 Limited ] and subordinated debt [ANZ Jackson Funding PLC]; London Stock Exchange – Non-cumulative mandatory convertible stapled securities (UK Stapled Securities) [Australia and New Zealand Banking Group Limited]; senior and subordinated debt [Australia and New Zealand Banking Group Limited]; and senior debt [ANZ National (Int’l) Limited]; Luxembourg Stock Exchange – Subordinated debt [Australia and New Zealand Banking Group Limited]; and non-cumulative Trust Securities (Euro Trust Securities) [ANZ Capital Trust III]; New Zealand Stock Exchange – Senior and subordinated debt and perpetual callable subordinated notes [ANZ National Bank Limited]; and Swiss Stock Exchange – Senior debt [Australia and New Zealand Banking Group Limited and ANZ National (Int’l) Limited]. With effect from 23 July 2008, the ADR ratio changed from one ADS representing five ANZ ordinary shares to one ADS representing one ANZ ordinary share. The Bank of New York Mellon Corporation (“BNY Mellon”) is the Depositary for the Company’s ADR program in the United States. holders of the Company’s ADRs should deal directly with BNY Mellon on all matters relating to their ADR holdings, by telephone on 1-888-269-2377 (for callers within the US), 1-212-815-3700 (for callers outside the US) or by email to shareowners@bankofny.com. US Trust Securities In November 2003, ANZ issued 1.1 million Fixed Rate Non-cumulative Trust Securities (“US Trust Securities”) at an issue price of USD1,000 each in two tranches through ANZ Capital Trust I or ANZ Capital Trust II (formed in the State of Delaware). Each US Trust Security is a stapled security comprising a preference share in ANZ and an unsecured note issued by Samson Funding Limited. Prior to a conversion event, the preference share and note components of a US Trust Security cannot be separately traded. After 15 January 2010 and 15 December 2013, ANZ may redeem the USD350 million US Trust Securities issued through ANZ Capital Trust I and the USD750 million US Trust Securities issued through ANZ Capital Trust II respectively. If ANZ fails to redeem, the US Trust Securities may convert into ANZ ordinary shares at the discretion of the holder. Euro Trust Securities In December 2004, ANZ issued 500,000 Floating Rate Non-cumulative Trust Securities (“Euro Trust Securities”) at an issue price of €1,000 each through ANZ Capital Trust III (formed in the State of Delaware). Each Euro Trust Security is a stapled security comprising a preference share in ANZ and an unsecured subordinated note issued by ANZ Jackson Funding PLC. The Euro Trust Securities are listed on the Luxembourg Stock Exchange. The unsecured subordinated notes are listed on the Channel Islands Stock Exchange. Prior to a conversion event, the preference share and subordinated note components of a Euro Trust Security cannot be separately traded. UK Stapled Securities In June 2007, ANZ issued 9,000 non-cumulative stapled securities (“UK Stapled Securities”) at an issue price of £50,000 each. Each UK Stapled Security is a stapled security comprising a preference share in ANZ and an unsecured subordinated note issued by ANZ through its New York branch. The UK Trust Securities are listed on the London Stock Exchange. Prior to a conversion event, the preference share and subordinated note components of the UK Stapled Securities cannot be traded separately. The UK Stapled Securities will mandatorily convert into ANZ ordinary shares on 15 June 2012. however, the mandatory conversion is deferred for five years if the conversion conditions are not satisfied. Convertible Notes On 26 September 2008, ANZ through its New York branch issued 1,200 Convertible Notes at an issue price of $500,000 each. The Convertible Notes were perpetual, subordinated and non-cumulative, paid floating rate interest payments and could convert into ANZ ordinary shares on 28 September 2009 or each following quarterly interest payment date, at the holders option, or earlier following the occurrence of certain events. ANZ redeemed the Convertible Notes on 28 September 2009. ANZ CPS On 30 September 2008, the Company issued 10,812,124 Convertible Preference Shares (“ANZ CPS”) at an issue price of $100 each. ANZ CPS are floating-rate and non-cumulative and will mandatorily convert into ANZ ordinary shares on the Mandatory Conversion Date. however, ANZ may elect for a third party to purchase the ANZ CPS rather than delivering the ANZ ordinary shares issued on conversion to the holder. The ANZ CPS are listed on the Australian Securities Exchange. The Mandatory Conversion Date is 16 June 2014 or each following quarterly dividend payment date provided that all of the mandatory conversion conditions are satisfied. 70 ANZ Annual Report 2009 Shareholder Information 71 Financial Report INCOME STATEMENTS FOR ThE YEAR ENDED 30 SEPTEMBER BALANCE ShEETS AS AT 30 SEPTEMBER Income Statements Interest income Interest expense Net interest income Other operating income Share of joint venture profit from ING Australia and ING New Zealand Share of associates profit Operating income Operating expense Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Profit after income tax Profit attributable to minority interest Profit attributable to shareholders of the Company Earnings per ordinary share (cents) Basic Diluted Dividend per ordinary share (cents) Consolidated The Company Sep 09 $m 26,206 (16,398) 9,808 3,337 83 382 13,610 (6,225) 7,385 (3,005) 4,380 (1,435) 2,945 (2) 2,943 131.0 129.6 102 Sep 08 $m 32,604 (24,754) 7,850 3,948 143 218 12,159 (5,696) 6,463 (1,948) 4,515 (1,188) 3,327 (8) 3,319 170.4 162.2 136 Sep 09 $m 20,666 (13,600) 7,066 3,075 – – 10,141 (4,868) 5,273 (2,079) 3,194 (909) 2,285 – 2,285 n/a n/a 102 Sep 08 $m 23,634 (18,238) 5,396 4,437 – – 9,833 (4,300) 5,533 (1,573) 3,960 (624) 3,336 – 3,336 n/a n/a 136 Note 3 4 3 3 3 4 16 6 8 8 7 The notes appearing on pages 76 to 183 form an integral part of these financial statements. The results of 2009 include the following items: Tax on New Zealand Conduits ($196 million after tax) Company (nil). Transformation costs associated with an organisational transformation ($17 million after tax, tax expense: $7 million), Company ($2 million after tax, tax expense: $1 million). New Zealand investor settlement on ING Diversified Yield Fund and ING Regular Income Fund ($121 million after tax, tax expense: $52 million) Company (nil). Restructuring costs associated with the implementation of a new “One ANZ” business model ($83 million after tax, tax expense: $35 million), Company ($72 million after tax, tax expense: $31 million). The results of 2008 include the following items: Gain arising from the allocation of shares in Visa Inc. measured at fair value ($248 million after tax, tax expense: $105 million), Company ($174 million after tax, tax expense: $105 million). Transformation costs associated with an organisational transformation ($152 million after tax, tax expense: $66 million), Company ($127 million after tax, tax expense: $54 million). An expense associated with a write-down of an intangible asset relating to Origin Australia, reflecting the winding back of the mortgage manager business model ($24 million loss after tax, tax expense $10 million), Group and Company. Additional adjustment relating to restatement of deferred tax assets following the change in New Zealand company tax rate ($1 million after tax) Company (nil). Assets Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances Customer's liability for acceptances Due from controlled entities Shares in controlled entities Shares in associates and joint venture entities Current tax assets Deferred tax assets Goodwill and other intangible assets1 Other assets Premises and equipment Total assets liabilities Due to other financial institutions Deposits and other borrowings Derivative financial instruments Liability for acceptances Due to controlled entities Current tax liabilities Deferred tax liabilities Payables and other liabilities Provisions Bonds and notes Loan Capital Total liabilities Net Assets Shareholders’ equity Ordinary share capital Preference share capital Reserves Retained earnings Share capital and reserves attributable to shareholders of the Company Minority interests Total equity Commitments Contingent liabilities The notes appearing on pages 76 to 183 form an integral part of these financial statements. 1 Excludes notional goodwill in equity accounted entities. Consolidated Sep 09 $m Sep 08 $m The Company Sep 09 $m Sep 08 $m Note 25,317 4,985 30,991 37,404 16,575 332,007 13,762 – – 4,565 693 503 3,896 4,227 2,062 25,030 9,862 15,177 36,941 17,480 334,554 15,297 – – 4,375 809 357 3,741 5,078 1,592 20,199 3,236 27,410 33,001 13,554 256,008 13,739 45,471 8,522 761 601 446 829 2,749 1,449 18,081 8,573 12,846 33,298 15,103 236,124 15,262 26,661 9,144 869 680 239 623 3,352 1,005 476,987 470,293 427,975 381,860 19,924 294,370 36,516 13,762 – 99 111 7,775 1,312 57,260 13,429 20,092 283,966 31,927 15,297 – 61 149 9,443 1,217 67,323 14,266 16,974 227,300 33,168 13,739 42,336 61 90 6,006 905 46,033 11,885 18,001 203,328 31,455 15,262 17,469 2 145 6,851 908 52,071 12,776 444,558 443,741 398,497 358,268 32,429 26,552 29,478 23,592 19,151 871 (1,787) 14,129 32,364 65 32,429 12,589 871 (742) 13,772 26,490 62 26,552 19,151 871 (494) 9,950 29,478 – 29,478 12,589 871 (75) 10,207 23,592 – 23,592 9 10 11 12 13 14 17 17 18 18 19 20 21 22 12 23 23 24 25 26 27 28 28 29 29 30 43 44 72 ANZ Annual Report 2009 Financial Report 73 STATEMENTS OF RECOGNISED INCOME AND ExPENSE FOR ThE YEAR ENDED 30 SEPTEMBER CASh FLOW STATEMENTS FOR ThE YEAR ENDED 30 SEPTEMBER NOTES TO ThE FINANCIAL STATEMENTS Items recognised directly in equity1 Currency translation adjustments Exchange differences on translation of foreign operations taken to equity Available-for-sale assets Valuation gain/(loss) taken to equity Cumulative (gain)/loss transferred to the income statement Transfer on step acquisition of associate Cash flow hedges Valuation gain/(loss) taken to equity Transferred to income statement for the year Actuarial gain/(loss) on defined benefit plans Adjustment on step acquisition of associate Net (loss)/income recognised directly in equity Profit for the year Total recognised income and expense for the year Total recognised income and expense for the year attributable to minority interests Total recognised income and expense for the year attributable to shareholders of the Company The notes appearing on pages 76 to 183 form an integral part of these financial statements. 1 These items are disclosed net of tax (refer note 6). Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m Note 29 29 29 45 (909) 393 (283) 254 29 18 – (106) (63) (124) – (1,155) 2,945 1,790 (305) 60 60 (39) (35) (79) 1 56 3,327 3,383 20 18 – (97) (63) (113) – (518) 2,285 1,767 (272) 63 60 (34) 5 (60) – 16 3,336 3,352 2 8 – – 1,788 3,375 1,767 3,352 Cash flows from operating activities Interest received Dividends received Fee income received Other income received Interest paid Personnel expenses paid Premises expenses paid Other operating expenses paid Net cash paid on settlement of derivatives Income taxes paid Australia Overseas Goods and services tax paid (Increase)/decrease in operating assets: Liquid assets – greater than three months Due from other financial institutions – greater than three months Trading Securities Loans and advances Net intra-group loans and advances Increase/(decrease) in operating liabilities Deposits and other borrowings Due to other financial institutions Payables and other liabilities Net cash (used in)/provided by operating activities 37(a) Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m Note 26,795 49 2,799 1,192 (17,354) (3,652) (503) (1,161) (7,754) (851) (439) (29) 2,253 1,402 (15,971) (1,897) – 12,601 (168) (994) (3,682) 32,189 84 2,696 692 (24,186) (3,156) (465) (1,284) (1,628) (2,006) (464) (10) (4,692) (739) 31 (46,855) – 49,796 976 (1,189) (210) 21,245 156 2,071 1,847 (14,503) (2,736) (362) (1,457) (7,936) (845) (78) 5 2,427 1,032 (14,491) (23,162) 6,412 26,171 (1,027) 259 (4,972) 23,341 304 1,953 70 (17,852) (2,256) (324) (1,101) (796) (2,002) (38) 18 (3,620) (674) 501 (37,813) 2,222 43,503 761 (3,146) 3,051 (30,980) 31,559 (30,228) 26,914 (28,206) 29,480 (28,555) 25,189 (263) 15 (709) 27 (50) (401) (450) 128 (559) 98 (1,333) (5,430) (231) 15 (211) 8 (704) 151 (291) 113 (396) 10 (1,134) (5,064) 20,417 (20,648) 29,200 (21,091) 16,297 (14,009) 22,545 (17,319) 1,287 (1,344) (697) 4,680 3,695 (3,682) (401) 3,695 (388) 23,487 (294) 22,805 3,823 (1,975) (46) 67 9,978 (210) (5,430) 9,978 4,338 19,074 75 23,487 1,242 (1,344) (664) 4,680 6,202 (4,972) 151 6,202 1,381 17,156 (486) 18,051 2,851 (1,455) – 67 6,689 3,051 (5,064) 6,689 4,676 12,040 440 17,156 37(b) Cash flows from investing activities Net decrease/(increase) Available-for-sale assets Purchases Proceeds from sale or maturity Controlled entities and associates Purchased (net of cash acquired) Proceeds from sale (net of cash disposed) Premises and equipment Purchases Proceeds from sale Other Net cash (used in)/provided by investing activities Cash flows from financing activities Net increase/(decrease) Bonds and notes Issue proceeds Redemptions Loan capital Issue proceeds Redemptions Dividends paid Share capital issues Net cash (used in)/provided by financing activities Net cash (used in)/provided by operating activities Net cash (used in)/provided by investing activities Net cash (used in)/provided by financing activities Net increase/(decrease) in cash and cash equivalents Cash and cash equivalents at beginning of period Foreign currency translation Cash and cash equivalents at end of period The notes appearing on pages 76 to 183 form an integral part of these financial statements. 74 ANZ Annual Report 2009 Financial Report 75 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies The financial report of Australia and New Zealand Banking Group Limited (the Company or the Parent entity) and its controlled entities (the Group) for the year ended 30 September 2009 was authorised for issue in accordance with the resolution of the directors on 5 November, 2009. The principal accounting policies adopted in the preparation of the financial report are set out below. These policies have been consistently applied by all consolidated entities and to all periods presented in the consolidated financial report. A) BASIS OF PREPARATION i) Statement of compliance The financial report of the Company and Group is a general purpose financial report which has been prepared in accordance with the accounts provisions of the Banking Act 1959 (as amended), Australian Accounting Standards (AASs), Australian Accounting Standards Board (AASB) Interpretations, other authoritative pronouncements of the AASB, and the Corporations Act 2001. International Financial Reporting Standards (IFRS) are Standards and Interpretations adopted by the International Accounting Standards Board (IASB). IFRS forms the basis of AASs and Interpretations issued by the AASB. The Group’s application of AASs and Interpretations ensures that the consolidated financial report of the Group and the financial report of the Company comply with IFRS. ii) Use of estimates and assumptions The preparation of the financial report requires the use of management judgement, estimates and assumptions that affect reported amounts and the application of policies. The estimates and associated assumptions are based on historical experience and various other factors that are believed to be reasonable. Actual results may differ from these estimates. Discussion of the critical accounting treatments, which include complex or subjective decisions or assessments, are covered in note 2. Such estimates may require review in future periods. iii) Basis of measurement The financial report has been prepared in accordance with the historical cost basis except that the following assets and liabilities are stated at their fair value: derivative financial instruments, including in the case of fair value hedging (refer note 1 (E)(ii)) the fair value of any applicable underlying exposure; assets treated as available-for-sale; financial instruments held for trading; assets and liabilities designated at fair value through profit and loss; and defined benefit plan assets and liabilities. iv) Changes in accounting policy and early adoptions AASB 8 Operating Segments has been early adopted by the Group for the 2009 financial year. AASB 8 replaces AASB 114 Segment Reporting and requires the use of a ‘management approach’ to segment reporting. Segment information is therefore presented on the same basis as that used for internal reporting purposes. Adoption of this standard and the restructure of the Group has resulted in a revision to the Group’s reportable segments. As goodwill is allocated by management to groups of cash-generating units (CGUs) on a segment level, the change in reportable segments has required a corresponding restructure of the Group’s CGUs. Refer to additional information in note 2(vi) and note 36. AASB 2007-3 Amendments to Australian Accounting Standards arising from AASB 8 makes consequential amendments to various standards which arise as a result of the issuance of AASB 8. This standard is required to be applied when an entity applies AASB 8 and as such this standard has also been early adopted in the current financial year. AASB 2008-10 Amendments to Australian Accounting Standards – Reclassification of Financial Assets resulted in amendments to AASB 139 Financial Instruments: Recognition and Measurement permitting reclassification of Financial Assets in certain limited circumstances. This standard also resulted in amendments to AASB 7 Financial Instruments: Disclosure. The Group has applied this standard from 1 October 2008 and reclassified $415 million of available-for-sale financial assets to loans and advances as at 1 November 2008. Refer to additional information in note 14. Various AASB Interpretations became effective and thus applicable to the Group for the first time from 1 October 2008 with no material impact. These are as follows: AASB Interpretation 13 “Customer Loyalty Programmes” which requires the deferral of revenue associated with such programmes and the recognition over the redemption period. The Group offers such programmes through many of its credit card arrangements, however, a thorough review of the underlying arrangements has not resulted in any material adjustment as ANZ typically acts as an agent in these relationships. AASB Interpretation 14 “AASB 119 – The Limit on a Defined Benefit Asset, Minimum Funding Requirements and their interaction” which provides guidance on the amount of surplus that can be recognised as an asset by an employer sponsor of a defined benefit scheme. No adjustment has resulted from applying this guidance. AASB Interpretation 16 “hedges of a Net Investment in a Foreign Operation” clarifies certain aspects of hedge accounting for net investments in foreign operations. The Group’s existing hedges are in compliance with the requirements thus no adjustment was required. There has been no other change in accounting policy during the year. v) Rounding The Parent entity is an entity of the kind referred to in Australian Securities and Investments Commission class order 98/100 dated 10 July 1998 (as amended). Consequently, amounts in the financial report have been rounded to the nearest million dollars, except where otherwise indicated. vi) Comparatives Certain amounts in the comparative information have been reclassified to conform with current period financial statement presentations. 1: Significant Accounting Policies (continued) vii) Principles of consolidation Subsidiaries The financial statements consolidate the financial statements of the Company and all its subsidiaries where it is determined that there is a capacity to control. Where subsidiaries have been sold or acquired during the year, their operating results have been included to the date of disposal or from the date of acquisition. Control means the power to govern, directly or indirectly, the financial and operating policies of an entity so as to obtain benefits from its activities. All the facts of a particular situation are considered when determining whether control exists. Control is usually present when an entity has: power over more than one-half of the voting rights of the other entity; or power to govern the financial and operating policies of the other entity; or power to appoint or remove the majority of the members of the board of directors or equivalent governing body; or power to cast the majority of votes at meetings of the board of directors or equivalent governing body of the entity. In addition, potential voting rights that are presently exercisable or convertible are taken into account in determining whether control exists. In relation to special purpose entities, control is deemed to exist where: in substance, the majority of the residual risks and rewards from their activities accrue to the Group; or in substance, the Group controls decision making powers so as to obtain the majority of the risks and rewards from their activities. Further detail on special purpose entities is provided in note 2(i). Foreign currency transactions Foreign currency transactions are translated into the functional currency using the exchange rates prevailing at the dates of the transactions. Monetary assets and liabilities resulting from foreign currency transactions are subsequently translated at the spot rate at reporting date. Exchange differences arising on the settlement of monetary items or on translating monetary items at rates different to those at which they were initially recognised or included in a previous financial report, are recognised in the income statement in the period in which they arise. Translation differences on non-monetary items, such as derivatives measured at fair value through profit or loss, are reported as part of the fair value gain or loss on these items. Translation differences on non-monetary items measured at fair value through equity, such as equities classified as available-for-sale financial assets, are included in the available-for-sale reserve in equity. Foreign operations The results and financial position of all Group entities (none of which has the currency of a hyperinflationary economy), that have a functional currency different from the Group’s presentation currency, are translated into the Group’s presentation currency as follows: assets and liabilities of each foreign operation are translated at the rates of exchange ruling at balance date; revenue and expenses of each foreign operation are translated at the average exchange rate for the period, unless this average is not a reasonable approximation of the rate prevailing on transaction date, in which case revenue and expenses are translated at the exchange rate ruling at transaction date; and all resulting exchange differences are recognised in the foreign currency translation reserve. Associates and joint ventures The Group adopts the equity method of accounting for associates and the Group’s interest in joint venture entities. When a foreign operation is disposed, exchange differences are recognised in the income statement as part of the gain or loss on sale. The Group’s share of results of associates and joint venture entities is included in the consolidated income statement. Shares in associates and joint venture entities are carried in the consolidated balance sheet at cost plus the Group’s share of post-acquisition net assets. Interests in associates and joint ventures are reviewed for any indication of impairment at least at each reporting date. This impairment review may use a discounted cash flow methodology and other methodologies to determine the reasonableness of the valuation, including the multiples of earnings methodology. In the Company’s financial statements, investments in associates and joint venture entities are carried at cost. viii) Foreign currency translation Functional and presentation currency Items included in the financial statements of each of the Group’s entities are measured using the currency of the primary economic environment in which the entity operates (the functional currency). The consolidated financial statements are presented in Australian dollars, which is the Company’s functional and presentation currency. Goodwill arising on the acquisition of a foreign entity is treated as an asset of the foreign entity and translated at the rate ruling at balance date. B) INCOME RECOGNITION i) Interest income Interest income is recognised as it accrues using the effective interest rate method. The effective interest rate method calculates the amortised cost of a financial asset or financial liability and allocates the interest income or interest expense over the expected life of the financial asset or financial liability so as to achieve a constant yield on the financial asset or liability. For assets subject to prepayment, expected life is determined on the basis of the historical behaviour of the particular asset portfolio, taking into account contractual obligations and prepayment experience assessed on a regular basis. 76 ANZ Annual Report 2009 Financial Report 77 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies (continued) ii) Fee and commission income Fees and commissions received that are integral to the effective interest rate of a financial asset are recognised using the effective interest method. For example, loan commitment fees, together with related direct costs, are deferred and recognised as an adjustment to the effective interest rate on a loan once drawn. Commitment fees to originate a loan which is unlikely to be drawn down are recognised as fee income as the service is provided. Fees and commissions that relate to the execution of a significant act (for example, advisory or arrangement services, placement fees and underwriting fees) are recognised when the significant act has been completed. Fees charged for providing ongoing services (for example, maintaining and administering existing facilities) are recognised as income over the period the service is provided. iii) Dividend income Dividends are recognised as revenue when the right to receive payment is established. iv) Leasing income Finance income on finance leases is recognised on a basis that reflects a constant periodic return on the net investment in the finance lease. v) Gain or loss on sale of property, plant and equipment The gain or loss on the disposal of premises and equipment is determined as the difference between the carrying amount of the assets at the time of disposal and the proceeds of disposal, and is recognised as an item of other income in the year in which the significant risks and rewards of ownership are transferred to the buyer. C) ExPENSE RECOGNITION i) Interest expense Interest expense on financial liabilities measured at amortised cost is recognised in the income statement as it accrues using the effective interest rate method. ii) Loan origination expenses Certain loan origination expenses are an integral part of the effective interest rate of a financial asset measured at amortised cost. These loan origination expenses include: fees and commissions payable to brokers in respect of originating lending business; and other expenses of originating lending business, such as external legal costs and valuation fees, provided these are direct and incremental costs related to the issue of a financial asset. Such loan origination expenses are initially recognised as part of the cost of acquiring the financial asset and amortised as part of the expected yield of the financial asset over its expected life using the effective interest rate method. iii) Share-based compensation expense The Group has various equity settled share-based compensation plans. These are described in note 46 and largely comprise the Employee Share Acquisition Plan and the ANZ Share Option Plan. ANZ ordinary shares The fair value of ANZ ordinary shares granted under the Employee Share Acquisition Plan is measured at grant date, using the one-day volume weighted average market price of ANZ shares. The fair value is expensed immediately when shares vest immediately or on a straight-line basis over the relevant vesting period. Share options The fair value of share options is measured at grant date, using an option pricing model. The fair value is expensed on a straight- line basis over the relevant vesting period. This is recognised as an employee compensation expense with a corresponding increase in the share options reserve. The option pricing model takes into account the exercise price of the option, the risk-free interest rate, the expected volatility of ANZ’s ordinary share price and other factors. Market vesting conditions are taken into account in estimating the fair value. Performance rights A Performance Right is a right to acquire a share at nil cost to the employee subject to satisfactorily meeting time and performance hurdles. Upon exercise, each Performance Right entitles the holder to one ordinary share in ANZ. The fair value of Performance Rights is determined at grant date using an option pricing model, taking into account market conditions. The fair value is expensed over the relevant vesting period. This is recognised as an employee expense with a corresponding increase in the share options reserve. Other adjustments Subsequent to the grant of an equity-based award, the amount recognised as an expense is adjusted for vesting conditions other than market conditions so that, ultimately, the amount recognised as an expense is based on the number of equity instruments that eventually vest. iv) Lease payments Leases entered into by the Group as lessee are predominantly operating leases, and the operating lease payments are recognised as an expense on a straight-line basis over the lease term. D) INCOME TAx i) Income tax expense Income tax on earnings for the year comprises current and deferred tax and is based on the applicable tax law in each jurisdiction. It is recognised in the income statement as tax expense, except when it relates to items credited directly to equity, in which case it is recorded in equity, or where it arises from the initial accounting for a business combination, in which case it is included in the determination of goodwill. ii) Current tax Current tax is the expected tax payable on taxable income for the year, based on tax rates (and tax laws) which are enacted at the reporting date, including any adjustment for tax payable in previous periods. Current tax for current and prior periods is recognised as a liability (or asset) to the extent that it is unpaid (or refundable). 1: Significant Accounting Policies (continued) iii) Deferred tax Deferred tax is accounted for using the comprehensive tax balance sheet method. It is generated by temporary differences between the carrying amounts of assets and liabilities for financial reporting purposes and their tax base. Deferred tax assets, including those related to the tax effects of income tax losses and credits available to be carried forward, are recognised only to the extent that it is probable that future taxable profits will be available against which the deductible temporary differences or unused tax losses and credits can be utilised. Deferred tax liabilities are recognised for all taxable temporary differences, other than those relating to taxable temporary differences arising from goodwill. They are also recognised for taxable temporary differences arising on investments in controlled entities, branches, associates and joint ventures, except where the Group is able to control the reversal of the temporary differences and it is probable that temporary differences will not reverse in the foreseeable future. Deferred tax assets associated with these interests are recognised only to the extent that it is probable that the temporary difference will reverse in the foreseeable future and there will be sufficient taxable profits against which to utilise the benefits of the temporary difference. Deferred tax assets and liabilities are measured at the tax rates that are expected to apply to the period(s) when the asset and liability giving rise to them are realised or settled, based on tax rates (and tax laws) that have been enacted or substantively enacted by the reporting date. The measurement reflects the tax consequences that would follow from the manner in which the Group, at the reporting date, recovers or settles the carrying amount of its assets and liabilities. iv) Offsetting Current and deferred tax assets and liabilities are offset only to the extent that they relate to income taxes imposed by the same taxation authority, there is a legal right and intention to settle on a net basis and it is allowed under the tax law of the relevant jurisdiction. E) ASSETS Financial assets i) Financial assets and liabilities at fair value through profit or loss Trading securities are financial instruments acquired principally for the purpose of selling in the short-term or which are a part of a portfolio which is managed for short-term profit-taking. Trading securities are initially recognised and subsequently measured in the balance sheet at their fair value. Derivatives that are neither financial guarantee contracts nor effective hedging instruments are carried at fair value through profit or loss. In addition, certain financial assets and liabilities are designated and measured at fair value through profit or loss where the following applies: doing so eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from measuring assets and liabilities, or recognising the gains or losses thereon, on different bases; a group of financial assets or financial liabilities or both is managed and its performance evaluated on a fair value basis; or the financial instrument contains an embedded derivative, unless the embedded derivative does not significantly modify the cash flows or it is clear, with little or no analysis, that it would not be separately recorded. Changes in the fair value (gains or losses) of these financial instruments are recognised in the income statement in the period in which they occur. Purchases and sales of trading securities are recognised on trade date. ii) Derivative financial instruments Derivative financial instruments are contracts whose value is derived from one or more underlying price, index or other variables. They include swaps, forward rate agreements, futures, options and combinations of these instruments. Derivative financial instruments are entered into for trading purposes (including customer-related reasons), or for hedging purposes (where the derivative instruments are used to hedge the Group’s exposures to interest rate risk, currency risk, price risk, credit risk and other exposures relating to non-trading positions). Derivative financial instruments are recognised initially at fair value with gains or losses from subsequent measurement at fair value being recognised in the income statement. Included in the determination of the fair value of derivatives is a credit valuation adjustment to reflect the credit worthiness of the counterparty. The valuation adjustment is influenced by the mark-to-market of the derivative trades and by movement in credit spreads. Where the derivative is designated and is effective as a hedging instrument, the timing of the recognition of any resultant gain or loss in the income statement is dependent on the hedging designation. These hedging designations and associated accounting are as follows: Fair value hedge Where the Group hedges the fair value of a recognised asset or liability or firm commitment, changes in the fair value of the derivative designated as a fair value hedge are recognised in the income statement. Changes in the fair value of the hedged item attributable to the hedged risk are reflected in adjustments to the carrying value of the hedged item, which are also recognised in the income statement. hedge accounting is discontinued when the hedge instrument expires or is sold, terminated, exercised or no longer qualifies for hedge accounting. The resulting adjustment to the carrying amount of the hedged item arising from the hedged risk is amortised to the income statement over the period to maturity of the hedged item. If the hedged item is sold or repaid, the unamortised fair value adjustment is recognised immediately in the income statement. Cash flow hedge The Group designates derivatives as cash flow hedges where the instrument hedges the variability in cash flows of a recognised asset or liability, a foreign exchange component of a firm commitment or a highly probable forecast transaction. The effective portion of changes in the fair value of derivatives qualifying and designated as cash flow hedges is deferred to the hedging reserve, which forms part of shareholders’ equity. Any ineffective portion is recognised immediately in the income statement. Amounts deferred in equity are recognised in the income statement in the period during which the hedged forecast transactions take place. 78 ANZ Annual Report 2009 Financial Report 79 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies (continued) When the hedging instrument expires, is sold, terminated, or no longer qualifies for hedge accounting, the cumulative amount deferred in equity remains in the hedging reserve, and is subsequently transferred to the income statement when the hedged item is recognised in the income statement. When a forecast hedged transaction is no longer expected to occur, the amount deferred in equity is recognised immediately in the income statement. Net investment hedge hedges of net investments in foreign operations are accounted for similarly to cash flow hedges. The gain or loss from remeasuring the fair value of the hedging instrument relating to the effective portion of the hedge is deferred in the foreign currency translation reserve in equity and the ineffective portion is recognised immediately in the income statement. Derivatives that do not qualify for hedge accounting All gains and losses from changes in the fair value of derivatives that are not designated in a hedging relationship but are entered into to manage the interest rate and foreign exchange risk of funding instruments are recognised in the income statement. Under certain circumstances, the component of the fair value change in the derivative which relates to current period realised and accrued interest is included in net interest income. The remainder of the fair value movement is included in other income. Set-off arrangements Fair value gains/losses arising from trading derivatives are not offset against fair value gains/losses on the balance sheet unless a legal right of set-off exists and there is an intention to net settle. For contracts subject to master netting agreements that create a legal right of set-off for which only the net revaluation amount is recognised in the income statement, net unrealised gains on derivatives are recognised as part of other assets and net unrealised losses are recognised as part of other liabilities. iii) Available-for-sale financial assets Available-for-sale assets comprise non-derivative financial assets which the Group designates as available-for-sale but which are not deemed to be held principally for trading purposes, and include equity investments, certain loans and advances, and quoted debt securities. They are initially recognised at fair value plus transaction costs. Subsequent gains or losses arising from changes in fair value are included as a separate component of equity in the ‘available-for-sale revaluation reserve’. When the asset is sold, the cumulative gain or loss relating to the asset is transferred to the income statement. Where there is objective evidence of impairment on an available- for-sale asset, the cumulative loss related to that asset is removed from equity and recognised in the income statement, as an impairment expense for debt instruments or as non-interest income for equity instruments. If, in a subsequent period, the amount of an impairment loss relating to an available-for-sale debt instrument decreases and the decrease can be linked objectively to an event occurring after the impairment event, the loss is reversed through the income statement through the impairment expense line. Purchases and sales of available-for-sale financial assets are recognised on trade date being the date on which the Group commits to purchase or sell the asset. iv) Net loans and advances Net loans and advances are non-derivative financial assets with fixed or determinable payments that are not quoted in an active market. They arise when the Group provides money to a debtor with no intention of trading the loans and advances. The loans and advances are initially recognised at fair value plus transaction costs that are directly attributable to the issue of the loan or advance. They are subsequently measured at amortised cost using the effective interest rate method (refer note 1(B)(i)), unless specifically designated on initial recognition at fair value through profit or loss. All loans are graded according to the level of credit risk. Net loans and advances includes direct finance provided to customers such as bank overdrafts, credit cards, term loans, finance lease receivables and commercial bills. Impairment of loans and advances Loans and advances are reviewed at least at each reporting date for impairment. Credit impairment provisions are raised for exposures that are known to be impaired. Exposures are impaired and impairment losses are recorded if, and only if, there is objective evidence of impairment as a result of one or more loss events that occurred after the initial recognition of the loan and prior to the reporting date, and that loss event, or events, has had an impact on the estimated future cash flows of the individual loan or the collective portfolio of loans that can be reliably estimated. Impairment is assessed for assets that are individually significant (or on a portfolio basis for small value loans) and then on a collective basis for those exposures not individually known to be impaired. Exposures that are assessed collectively are placed in pools of similar assets with similar risk characteristics. The required provision is estimated on the basis of historical loss experience for assets with credit risk characteristics similar to those in the collective pool. The historical loss experience is adjusted based on current observable data such as changed economic conditions. The provision also takes account of the impact of inherent risk of large concentrated losses within the portfolio and an assessment of the economic cycle. The estimated impairment losses are measured as the difference between the assets’ carrying amount and the estimated future cash flows discounted to their present value. As this discount unwinds during the period between recognition of impairment and recovery of the cash flow, it is recognised in interest income. The process of estimating the amount and timing of cash flows involves considerable management judgment. These judgments are reviewed regularly to reduce any differences between loss estimates and actual loss experience. Impairment of capitalised acquisition expenses is assessed through comparing the actual behaviour of the portfolio against initial expected life assumptions. The provision for impairment loss (individual and collective) is deducted from loans and advances in the balance sheet and the movement for the reporting period is reflected in the income statement. When a loan is uncollectable, either partially or in full, it is written-off against the related provision for loan impairment. Unsecured facilities are normally written-off when they become 180 days past due or earlier in the event of the customer’s bankruptcy or similar legal release from the obligation. 1: Significant Accounting Policies (continued) however a certain level of recoveries is expected after the write-off, which is reflected in the amount of the provision for credit losses. In the case of secured facilities, remaining balances are written-off after proceeds from the realisation of collateral have been received if there is a shortfall. Where impairment losses recognised in previous periods have subsequently decreased or no longer exist, such impairment losses are reversed in the income statement. A provision is also raised for off-balance sheet items such as loan commitments that are considered to be onerous. v) Lease receivables Contracts to lease assets and hire purchase agreements are classified as finance leases if they transfer substantially all the risks and rewards of ownership of the asset to the customer or an unrelated third party. All other lease contracts are classified as operating leases. vi) Repurchase agreements Securities sold under repurchase agreements are retained in the financial statements where substantially all the risks and rewards of ownership remain with the Group, and a counterparty liability is disclosed under the classifications of due to other financial institutions or payables and other liabilities. The difference between the sale price and the repurchase price is accrued over the life of the repurchase agreement and charged to interest expense in the income statement. Securities purchased under agreements to resell, where the Group does not acquire the risks and rewards of ownership, are recorded as receivables in liquid assets, net loans and advances, or due from other financial institutions, depending on the term of the agreement and the counterparty. The security is not included in the balance sheet. Interest income is accrued on the underlying loan amount. Securities borrowed are not recognised in the balance sheet, unless these are sold to third parties, at which point the obligation to repurchase is recorded as a financial liability at fair value with fair value movements included in the income statement. vii) Derecognition The Group enters into transactions where it transfers financial assets recognised on its balance sheet yet retains either all the risks and rewards of the transferred assets or a portion of them. If all, or substantially all, the risks and rewards are retained, the transferred assets are not derecognised from the balance sheet. In transactions where substantially all the risks and rewards of ownership of a financial asset are neither retained nor transferred, the Group derecognises the asset if control over the asset is lost. In transfers where control over the asset is retained, the Group continues to recognise the asset to the extent of its continuing involvement, determined by the extent to which it is exposed to changes in the value of the transferred asset. The rights and obligations retained or created in the transfer are recognised separately as assets and liabilities as appropriate. Non-financial assets viii) Goodwill Goodwill represents the excess of the purchase consideration over the fair value of the identifiable net assets of a controlled entity at the date of gaining control. Goodwill is recognised as an asset and not amortised, but assessed for impairment at least annually or more frequently if there is an indication that the goodwill may be impaired. This involves using the discounted cash flow (DCF) or the capitalisation of earnings methodology (CEM) to determine the expected future benefits of the cash- generating units. Where the assessment results in the goodwill balance exceeding the value of expected future benefits, the difference is charged to the income statement. Any impairment of goodwill may not be subsequently reversed. ix) Other intangible assets Other intangible assets include costs incurred in acquiring and building software and computer systems (“software”). Software is amortised using the straight-line method over its expected useful life to the Group. The period of amortisation is between 3 and 5 years, except for certain core infrastructure projects where the useful life has been determined to be 7 years. At each reporting date, software assets are reviewed for impairment. If any such indication exists, the recoverable amount of the assets are estimated and compared against the existing carrying value. Where the existing carrying value exceeds the recoverable amount, the difference is charged to the income statement. Costs incurred in planning or evaluating software proposals, or in maintaining systems after implementation, are not capitalised. x) Premises and equipment Premises and equipment are carried at cost less accumulated depreciation and impairment. Borrowing costs incurred for the construction of qualifying assets (principally the new office building in Docklands area, Melbourne Australia) are capitalised during the period of time that is required to complete and prepare the asset for its intended use. The calculation of borrowing costs is based upon the Group’s internal cost of capital. Assets other than freehold land are depreciated at rates based upon their expected useful lives to the Group, using the straight-line method. The depreciation rates used for each class of asset are: Buildings Building integrals Furniture & equipment Computer & office equipment 1–1.5% 10% 10% 12.5%–33% Leasehold improvements are amortised on a straight-line basis over the shorter of their useful lives or remaining terms of the lease. At each reporting date, the carrying amounts of premises and equipment are reviewed for impairment. If any such indication exists, the recoverable amount of the assets are estimated and compared against the existing carrying value. Where the existing carrying value exceeds the recoverable amount, the difference is charged to the income statement. If it is not possible to estimate the recoverable amount of an individual asset, the Group estimates the recoverable amount of the cash generating unit to which the asset belongs. A previously recognised impairment loss is reversed if there has been a change in the estimates used to determine the recoverable amount. 80 ANZ Annual Report 2009 Financial Report 81 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies (continued) F) LIABILITIES Financial liabilities i) Deposits and other borrowings Deposits and other borrowings include certificates of deposit, interest bearing deposits, debentures and other related interest bearing financial instruments. They are measured at amortised cost. The interest expense is recognised using the effective interest method. ii) Acceptances Commercial bills accepted but not held in portfolio are accounted for as a liability with a corresponding contra asset. The liability is disclosed as liability for acceptances, and the asset is disclosed as Customer’s liability for acceptances. The Group’s own acceptances discounted are held as part of the trading securities portfolio. iii) Bonds, notes and loan capital Bonds, notes and loan capital are accounted for in the same way as deposits and other borrowings, except for those bonds and notes which are stated designated at fair value through profit or loss on initial recognition, with fair value movements recorded in the income statement. iv) Financial guarantee contracts Financial guarantee contracts are contracts that require the issuer to make specified payments to reimburse the holder for a loss it incurs because a specified debtor fails to make payments when due. Financial guarantees are issued in the ordinary course of business, consisting of letters of credit, guarantees and acceptances. Financial guarantees are initially recognised in the financial statements at fair value on the date the guarantee was given; typically this is the premium received. Subsequent to initial recognition, the Group’s liabilities under such guarantees are measured at the higher of their amortised amount and the best estimate of the expenditure required to settle any financial obligation arising at the balance sheet date. These estimates are determined based on experience of similar transactions and the history of past losses. v) Derecognition Financial liabilities are derecognised when the obligation specified in the contract is discharged, cancelled or expires. Non-financial liabilities vi) Employee benefits leave benefits The amounts expected to be paid in respect of employees’ entitlements to annual leave are accrued at expected salary rates including on-costs. Expected future payments for long service leave are discounted using market yields at the reporting date on national government bonds with terms to maturity that match, as closely as possible, the estimated future cash outflows. Liability for long service leave is calculated and accrued for in respect of all applicable employees (including on-costs) using an actuarial valuation. Defined contribution superannuation schemes The Group operates a number of defined contribution schemes and also contributes, according to local law, in the various countries in which it operates, to government and other plans that have the characteristics of defined contribution schemes. The Group’s contributions to these schemes are recognised as an expense in the income statement when incurred. Defined benefit superannuation schemes The Group operates a small number of defined benefit schemes. The liability and expense related to providing benefits to employees under each defined benefit scheme are calculated by independent actuaries. A defined benefit liability is recognised to the extent that the present value of the defined benefit obligation of each scheme, calculated using the Projected Unit Credit Method, is greater than the fair value of each scheme’s assets. Where this calculation results in a benefit to the Group, a defined benefit asset is recognised, which is capped at the recoverable amount. In each subsequent reporting period, ongoing movements in the defined benefit liability or asset carrying value is treated as follows: the net movement relating to the current period’s service cost, interest cost, expected return on scheme assets, past service costs and other costs (such as the effects of any curtailments and settlements) is recognised as an employee expense in the income statement; movements relating to actuarial gains and losses are recognised directly in retained earnings; and contributions incurred are recognised directly against the net defined benefit position. vii) Provisions The Group recognises provisions when there is a present obligation, the future sacrifice of economic benefits is probable, and the amount of the provision can be measured reliably. The amount recognised is the best estimate of the consideration required to settle the present obligation at reporting date, taking into account the risks and uncertainties surrounding the obligation at reporting date. Where a provision is measured using the cash flows estimated to settle the present obligation, its carrying amount is the present value of those cash flows. G) EQUITY i) Ordinary shares Ordinary shares in the Company are recognised at the amount paid per ordinary share net of directly attributable issue costs. ii) Treasury shares Shares in the Company which are purchased on-market by the ANZ Employee Share Acquisition Plan or issued by the Company to the ANZ Employee Share Acquisition Plan are classified as treasury shares (to the extent that they relate to unvested employee share- based awards) and deducted from share capital. 1: Significant Accounting Policies (continued) iii) Minority interests Minority interests represent the share in the net assets of subsidiaries attributable to equity interests not owned directly or indirectly by the Company. iv) Reserves Foreign currency translation reserve As indicated in note 1(A)(viii), exchange differences arising on translation of the assets and liabilities of all Group entities are reflected in the foreign currency translation reserve. Any offsetting gains or losses on hedging these balances, together with any tax effect, are also reflected in this reserve. Available-for-sale revaluation reserve This reserve includes changes in the fair value of available-for- sale financial assets, net of tax. These changes are transferred to the income statement (in non-interest income) when the asset is derecognised. Where the asset is impaired, the changes are transferred to impairment expense in the income statement for debt instruments and in the case of equity instruments to non-interest income. Cash flow hedging reserve This reserve includes the fair value gains and losses associated with the effective portion of designated cash flow hedging instruments. Share-based payment reserves Share-based payment reserves include the share options reserve and other equity reserves which arise on the recognition of share-based compensation expense (see note 1(C)(iii)). h) PRESENTATION i) Offsetting of income and expenses Income and expenses are not offset unless required or permitted by an accounting standard. At the Group level, this generally arises in the following circumstances: where transaction costs form an integral part of the effective interest rate of a financial instrument which is measured at amortised cost, these are offset against the interest income generated by the financial instrument; or where gains and losses relating to fair value hedges are assessed as being effective; or where gains and losses arise from a group of similar transactions, such as foreign exchange gains and losses. ii) Offsetting assets and liabilities Assets and liabilities are offset and the net amount reported in the balance sheet only where there is: a current enforceable legal right to offset the asset and liability; and an intention to settle on a net basis, or to realise the asset and settle the liability simultaneously. iii) Cash and cash equivalents For cash flow statement presentation purposes, cash and cash equivalents includes cash on hand, deposits held at call with other financial institutions, other short-term, highly liquid investments with original terms to maturity of three months or less that are readily convertible to cash and which are subject to an insignificant risk of changes in value. iv) Segment reporting A segment is a distinguishable component of the Group that is engaged either in providing products or services (business segment), or in providing products or services within a particular economic environment (geographical segment), that is subject to risks and returns that are different from those of other business or geographical segments. v) Goods and services tax Income, expenses and assets are recognised net of the amount of goods and services tax (GST), except where the amount of GST incurred is not recoverable from the Australian Tax Office (ATO). In these circumstances the GST is recognised as part of the cost of acquisition of the asset or as part of the expense. Receivables and payables are stated with the amount of GST included. The net amount of GST recoverable from or payable to the ATO is included as an other asset or liability in the balance sheet. Cash flows are included in the cash flow statement on a gross basis. The GST components of cash flows arising from investing and financing activities which are recoverable from or payable to the ATO are classified as operating cash flows. I) OThER i) Contingent liabilities A contingent liability is a liability of sufficient uncertainty that it does not qualify for recognition as a provision. Further disclosure is made in note 44 where the above requirements are not met, but there is a possible obligation that is higher than remote. Specific details of the nature of the contingent liability are provided and, where practicable, an estimate of its financial effect. Alternatively, where no disclosure is made of its financial effect because it is not practicable to do so, a statement to that effect. ii) Earnings per share Basic earnings per share is calculated by dividing net profit after tax applicable to equity holders of the Company, excluding any costs of servicing other equity instruments, by the weighted average number of ordinary shares outstanding during the financial year. Diluted earnings per share adjusts the figures used in the determination of basic earnings per share to take into account the after income tax effective interest and other financing costs associated with dilutive potential ordinary shares and the weighted average number of additional ordinary shares that would have been outstanding assuming the conversion of all dilutive potential ordinary shares. 82 ANZ Annual Report 2009 Financial Report 83 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies (continued) iii) Accounting Standards and Interpretations not early adopted The following standards and amendments were available for early adoption but have not been applied by the Group in these financial statements. The Group does not intend to apply any of the pronouncements until their effective date. 1: Significant Accounting Policies (continued) iii) Accounting Standards and Interpretations not early adopted (continued) AASB amendment/ standard/ interpretation AASB 3 Business Combinations (revised) AASB 101 Presentation of Financial Statements (revised) Application date for the Group 1 October 2009 1 October 2009 Possible impact on the Company and the Group’s financial report in period of initial adoption This standard makes changes to certain aspects of accounting for business combinations including: Transaction costs associated with a business combination are immediately expensed, unless the cost relates to issuing debt or equity securities; and Contingent consideration must be recognised at its fair value at acquisition date and classified as a liability or equity. If the contingent consideration is classified as a liability, subsequent changes in that liability are recognised in profit or loss. If classified as equity, it is not remeasured in subsequent periods. The revised standard will apply to future reporting periods and the impact will depend upon the nature of acquisitions undertaken. The main change made by this standard is the specification of a new structure for financial statements under which: The “balance sheet” will revert to its former title “statement of financial position” and the “cash flow statement” will revert to its former title “statement of cash flows”; A “statement of comprehensive income” will be required showing revenues and expenses recognised in profit or loss and directly against equity. Alternatively, an income statement may be presented showing revenues and expenses recognised in profit or loss and, separately, a statement of comprehensive income showing net profit or loss and revenues and expenses recognised directly in equity; and A “statement of changes in equity” showing total comprehensive income, transactions with owners in their capacity as owners and the effect of retrospective applications or restatements. The application of this standard is not expected to have a material impact of the financial results or position of the Company or the Group as this standard is only concerned with disclosure. AASB 123 Borrowing Costs (revised) The amendments to this standard remove the option to expense all borrowing costs and require the capitalisation of all borrowing costs directly attributable to the acquisition, construction or production of a qualifying asset. There is no significant impact expected to the Company or Group on application of this standard as the Company and Group currently capitalises borrowing costs on any significant qualifying assets. AASB 127 Consolidated and Separate Financial Statements (revised) The standard makes changes to certain aspects of accounting for non-controlling interests (currently referred to as a ‘minority interests’). For example, total comprehensive income must be attributed to the owners of the parent and to the non-controlling interests even if this results in the controlling interests having a deficit balance. 1 October 2009 1 October 2009 Requirements have been added to clarify that changes in a parent’s ownership interest in a subsidiary that do not result in the loss of control of a subsidiary are recognised directly in equity. When loss of control of a subsidiary occurs, any gain or loss arising from this event is recognised in profit or loss and the investment retained in the former subsidiary is measured at its fair value at the date control is lost. The amendments regarding minority interests are not expected to have a material impact on the Group’s financial results or position as minority interests are not material to the Group. The amendments regarding accounting for changes in a parent’s ownership interest in a subsidiary are not expected to have a material impact on the Company as these types of changes occur relatively infrequently for the Company and normally involve amounts which are not material to the Company. This standard makes consequential amendments to a number of Australian Accounting Standards arising from revised AASB 123 Borrowing Costs. No material impact on the Company or the Group is expected. 1 October 2009 AASB 2007-6 Amendments to Australian Accounting Standards arising from AASB 123 84 ANZ Annual Report 2009 AASB amendment/ standard/ interpretation AASB 2007-8 Amendments to Australian Accounting Standards arising from AASB 101 AASB 2008-1 Amendments to Australian Accounting Standard – Share-based Payments: Vesting Conditions and Cancellations AASB 2008-2 Amendments to Australian Accounting Standards – Puttable Financial Instruments and Obligations arising on Liquidation AASB 2008-3 Amendments to Australian Accounting Standards arising from AASB 3 and AASB 127 AASB 2008-5 Amendments to Australian Accounting Standards arising from the Annual Improvements Project AASB 2008-6 Further Amendments to Australian Accounting Standards arising from the Annual Improvements Project Possible impact on the Company and the Group’s financial report in period of initial adoption This standard makes technical amendments to a number of Australian Accounting Standards arising from revised AASB 101 Presentation of Financial Statements. No material impact on the Company or the Group is expected. Application date for the Group 1 October 2009 This standard clarifies that vesting conditions only include service and performance conditions. The application of this standard is not expected to have an impact of the financial results of the Company or the Group as the treatment of vesting conditions under the Group’s existing share- based plans is clear. 1 October 2009 This standard defines puttable instruments and requires puttable instruments with certain characteristics to be classified as equity. 1 October 2009 The application of this standard is not expected to have an impact on the financial position of the Company or the Group as the Group or Company has not issued, nor expects to issue, puttable instruments with characteristics covered by the standard. This standard makes technical amendments to a number of Australian Accounting Standards arising from revised AASB 3 Business Combinations and AASB 127 Consolidated and Separate Financial Statements. No material impact on the Company or the Group is expected. 1 October 2009 This standard makes amendments to 25 standards that result in terminology or editorial changes to standards as well as presentation, recognition and measurement changes to certain standards. Most of the amendments are of a technical or clarifying nature and are not expected to have a material impact on the Company or the Group. 1 October 2009 This standard amends AASB 1 First-time Adoption of Australian Equivalent to International Financial Reporting Standards to require a first-time adopter to apply AASB 127 Consolidated and Separate Financial Statements (as amended in July 2008) prospectively from the date of transition to Australian equivalents to IFRSs. An amendment has also been made to AASB 5 Non-current Assets held for Sale and Discontinued Operations to require an entity that is committed to a sale plan involving loss of control of a subsidiary to classify all the assets and liabilities of that subsidiary as held for sale when specified criteria are met, regardless of whether the entity will retain a non-controlling interest in its former subsidiary after the sale. No material impact on the Company or the Group is expected as a result of these amendments. 1 October 2009 Financial Report 85 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 1: Significant Accounting Policies (continued) 1: Significant Accounting Policies (continued) iii) Accounting Standards and Interpretations not early adopted (continued) iii) Accounting Standards and Interpretations not early adopted (continued) Application date for the Group 1 October 2009 Possible impact on the Company and the Group’s financial report in period of initial adoption This standard amends AASB 1 First-time Adoption of Australian Equivalents to International Financial Reporting Standards to allow first-time adopters, in their separate financial statements, to use a deemed cost option for determining the cost of an investment in a subsidiary, jointly controlled entity or associate. AASB 118 Revenue has been amended to remove the requirement to deduct dividends declared out of pre-acquisition profits from the cost of an investment in a subsidiary, jointly controlled entity or associate. AASB 127 Consolidated and Separate Financial Statements has been amended to require, in certain circumstances, a new parent entity established in a group reorganisation to measure the cost of its investment at the carrying amount of the share of equity items shown in the separate financial statements of the original parent at the date of the reorganisation. AASB 136 Impairment of Assets has been amended to include, as an impairment indicator, recognising a dividend from a subsidiary, jointly controlled entity or associate, together with other evidence. Consequential amendments have also been made to AASB 121 The Effects of Foreign Exchange Rates. The amendments are not expected to have a material impact on the Company or the Group. This standard clarifies the effect of using options as hedging instruments and the circumstances in which inflation risks can be hedged. 1 October 2009 The above amendments are not expected to have a material impact as the Company or Group does not have hedges involving these types of items. AASB 1039 has been revised to achieve consistency with the terminology and descriptions of financial statements used in AASB 101 Presentation of Financial Statements (effective for the Group on 1 October 2009) and to achieve consistency with the disclosure requirements for segments in AASB 8 Operating Segments (effective for the Group on 1 October 2009). The above amendments are not expected to have a material impact as the Group no longer issues a concise financial report. AASB Interpretation 17 applies to situations where an entity pays dividends by distributing non-cash assets to its shareholders. These distributions will need to be measured at fair value and the entity will need to recognise the difference between the fair value and the carrying amount of the distributed assets in the income statement on distribution. The interpretation further clarifies when a liability for the dividend must be recognised and that it is also measured at fair value. No material impact on the Company or Group is expected. 1 October 2009 1 October 2010 This standard makes consequential amendments resulting from the issuance of Interpretation 17. 1 October 2010 No material impact on the Company or Group is expected. This standard improves the disclosures about financial instruments. 1 October 2009 No material impact on the Company or Group is expected as the amendments relate to disclosure matters. AASB amendment/ standard/ interpretation AASB 2008-7 Amendments to Australian Accounting Standards – Cost of an Investment in a Subsidiary, Jointly Controlled Entity or Associate AASB 2008-8 Amendments to Australian Accounting Standards – Eligible hedged Items AASB 1039 Concise Financial Reports Interpretation 17 Distribution of Non-cash Assets to Owners AASB 2008-13 Amendments to Australian Accounting Standards arising from Interpretation 17 Distributions of Non-cash Assets to owners AASB 2009-2 Amendments to Australian Accounting Standards – Improving Disclosures about Financial Instruments 86 ANZ Annual Report 2009 AASB amendment/ standard/ interpretation AASB 2009-3 Amendments to Australian Accounting Standards – Embedded Derivatives AASB 2009-4 Amendments to Australian Accounting Standards arising from the Annual Improvements Project AASB 2009-5 Further Amendments to Australian Accounting Standards arising from the Annual Improvements Project AASB 2009-6 Amendments to Australian Accounting Standards AASB 2009-7 Amendments to Australian Accounting Standards AASB 2009-8 Amendments to Australian Accounting Standards – Group Cash-settled Share-based Payment Transactions Possible impact on the Company and the Group’s financial report in period of initial adoption This standard clarifies the treatment of certain embedded derivatives. No material impact on the Company or Group is expected. Application date for the Group 1 October 2009 This standard makes editorial amendments to standards from the Annual Improvements Project. 1 October 2010 No material impact on the Company or Group is expected as the amendments are of a technical nature. This standard makes editorial amendments to standards from the Annual Improvements Project. 1 October 2010 No material impact on the Company or Group is expected as the amendments are of a technical nature. This standard makes editorial amendments to standards and interpretations as a result of the issuance of revised AASB 101 Presentation of Financial Statements. 1 October 2009 No material impact on the Company or Group is expected as the amendments are of a technical nature. This standard makes editorial amendments to standards and an interpretation. 1 October 2009 No material impact on the Company or Group is expected as the amendments are of a technical nature. This standard clarifies the treatment of group cash-settled share-based payment transactions. 1 October 2010 No material impact is expected as the Company and Group does not have cash-settled share- based payment transactions. Financial Report 87 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 2: Critical Estimates and Judgements Used in Applying Accounting Policies 2: Critical Estimates and Judgements Used in Applying Accounting Policies (continued) The Group prepares its consolidated financial statements in accordance with policies which are based on Australian Accounting Standards (AAS), other authoritative accounting pronouncements of the Australian Accounting Standards Board (AASB), AASB Interpretations and the Corporations Act 2001. This involves the Group making estimates and assumptions that affect the reported amounts within the financial statements. Estimates and judgements are continually evaluated and are based on historical factors, including expectations of future events that are believed to be reasonable under the circumstances. All material changes to accounting policies and estimates and the application of these policies and judgements are approved by the Audit Committee of the Board. A brief explanation of critical estimates and judgements, and their impact on the Group, follows: Critical Accounting Estimates and Assumptions Provisions for credit impairment The accounting policy, as explained in note 1(E)(iv), relating to measuring the impairment of loans and advances, requires the Group to assess impairment at least at each reporting date. The credit provisions raised (individual and collective) represent management’s best estimate of the losses incurred in the loan portfolio at balance date based on experienced judgement. The collective provision is estimated on the basis of historical loss experience for assets with credit characteristics similar to those in the collective pool. The historical loss experience is adjusted based on current observable data and events and an assessment of the impact of model risk. The provision also takes into account the impact of large concentrated losses within the portfolio and the economic cycle. The use of such judgements and reasonable estimates is considered by management to be an essential part of the process and does not impact on reliability. Individual provisioning is applied when the full collectibility of one of the Group’s loans is identified as being doubtful. Individual and collective provisioning is calculated using discounted expected future cash flows. The methodology and assumptions used for estimating both the amount and timing of future cash flows are revised regularly to reduce any differences between loss estimates and actual loss experience. Critical judgements in applying the entity’s accounting policies i) Special purpose and off-balance sheet entities The Group may invest in or establish special purpose entities (SPEs) to enable it to undertake specific types of transactions. The main types of these SPEs are securitisation vehicles, structured finance entities, and entities used to sell credit protection. Where the Group has established SPEs which are controlled by the Group, these are consolidated in the Group’s financial statements. The Group does not consolidate SPEs that it does not control in accordance with the Group’s policy outlined in note 1(A)(vii). As it can be complex to determine whether the Group has control of an SPE, the Group makes judgements about its exposure to the risks and rewards, as well as about its ability to make operational decisions for the SPE in question. ii) Significant joint ventures The Group adopts the equity accounting method for its 49% interest in the joint ventures: ING Australia Limited (INGA); and ING (NZ) holdings Limited (ING NZ). As at 30 September 2009, the carrying amount of the Group’s investment in INGA was $1,649 million (Sep 2008: $1,589 million) and in ING NZ was $204 million (Sep 2008: $178 million). The carrying value of these investments is subject to an annual impairment test to ensure that their carrying value does not exceed recoverable amount at balance sheet date. Any excess of carrying value over recoverable amount is taken to the income statement as an impairment write-down. The table below summarises the main types of SPEs with which the Group is involved, the reason for their establishment, and the control factors associated with ANZ’s interest in them. Although there may be some indicators of control, ANZ does not bear the majority of residual risks and rewards of the SPEs. Therefore they are not consolidated. Type of SPE Reason for establishment Control factors Securitisation vehicles Securitisation is a financing technique whereby assets are transferred to an SPE which funds the purchase by issuing securities. This enables ANZ (in the case where transferred assets originate within ANZ) or customers to increase diversity of funding sources. Structured finance entities These entities are set up to assist with the structuring of client financing. The resulting lending arrangements are at arms length and ANZ typically has limited ongoing involvement with the entity. ANZ may manage these securitisation vehicles, service assets in the vehicle or provide liquidity or other support. ANZ retains the risks associated with the provision of these services. For any SPE which is not consolidated, credit and market risks associated with the underlying assets are not retained or assumed by ANZ except to the limited extent that ANZ provides arm’s length services and facilities. ANZ may manage these vehicles, hold minor amounts of capital, provide financing or derivatives. Credit protection The special purpose entities in this category are created to allow ANZ to purchase credit protection. ANZ may manage these vehicles. Refer to additional information in relation to special purpose and off-balance sheet entities in section 4 of the Financial Information (unaudited), page 193. A valuation of the Group’s investment in INGA and ING NZ, based on a value-in-use methodology, was performed as part of the planned acquisition of the remaining interest in these entities (refer note 50). The review concluded that the estimated recoverable amount of the investments based on a discounted cash flow approach (which may differ from a fair value assessment) exceeded their carrying amount and accordingly no write-down was required. Changes in the assumptions upon which these valuations were based, together with changes in future cash flows, could materially impact the valuation undertaken. iii) Significant Associates The carrying values of all significant investments in associates (as disclosed in note 39) are subject to an annual recoverable amount test. This assessment involves ensuring that the investment’s fair value less costs to sell or its value in use is greater than its carrying amount. Judgement is applied when determining the assumptions supporting these calculations. This exercise resulted in the recognition of an impairment charge of $25 million in relation to the Group’s investment in Saigon Securities Inc. (SSI). As at 30 September 2009, the Group reviewed all investments in associates against the following impairment indicators: actual financial performance against budgeted financial performance; any material unfavourable operational factors and regulatory factors; any material unfavourable economic outlook and market competitive factors; carrying value against market value (supported by third-party broker valuation); and carrying value against market capitalisation (for listed investments). Where appropriate, additional potential impairment indicators are reviewed which are more specific to the respective investment. As at 30 September 2009 no impairment of associates was identified as a result of either the review of impairment indicators listed above or the recoverable amount test performed on longer term investments, beyond the impairment charge in relation to SSI. iv) Available-for-sale financial assets The accounting policy for impairment of available-for-sale financial assets, as explained in note 1(E)(iii), requires the Group to assess whether there is objective evidence of impairment. This requires judgement when considering whether such evidence exists and if so, in reliably determining the impact of such events on the estimated cash flows of the asset. v) Financial Instruments at Fair Value A significant portion of financial instruments are carried on the balance sheet at fair value. The best evidence of fair value is a quoted price in an active market. Accordingly, wherever possible fair value is based on quoted market prices for the financial instrument. In the event that there is no active market for the instrument, fair values are based on present value estimates or other market accepted valuation techniques. The majority of valuation techniques employ only observable market data, however, for certain financial instruments the fair value cannot be determined with reference to current market transactions or valuation techniques whose variables only include data from observable markets. In respect of the valuation component where market observable data is not available, the fair value is determined using data derived and extrapolated from market data and tested against historic transactions and observed market trends. These valuations are based upon assumptions established by application of professional judgement to analyse the data available to support each assumption. Changing the assumptions changes the resulting estimate of fair value. The valuation models incorporate the impact of factors that would influence the fair value determined by a market participant. Principal inputs used in the determination of fair value of financial instruments based on valuation techniques include data inputs such as statistical data on delinquency rates, foreclosure rates, actual losses, counterparty credit spreads, recovery rates, implied default probabilities, credit index tranche prices and correlation curves. The majority of outstanding derivative positions are transacted over-the-counter and therefore need to be valued using valuation techniques. Included in the determination of the fair value of derivatives is a credit valuation adjustment to reflect the credit worthiness of the counterparty, representing the credit risk component of the overall fair value increment on a particular derivative asset. The total valuation adjustment is influenced by the mark-to-market of the derivative trades and by the movement in the current market cost of credit. vi) Goodwill The carrying value of goodwill is reviewed at each balance date and is written down, to the extent that it is no longer supported by probable future benefits. Goodwill is allocated to cash-generating units (CGU) for the purpose of impairment testing, which is undertaken at the lowest level at which goodwill is monitored for internal management reporting purposes. The CGUs for the Group have been revised during the period to align with the Group’s new reportable segments. Refer note 36. Impairment testing of purchased goodwill is performed annually, or more frequently when there is an indication that the goodwill may be impaired, by comparing the recoverable amount of the CGU with the current carrying amount of its net assets, including goodwill. Where the current carrying value is greater than recoverable amount, a charge for impairment of goodwill will be recorded in the income statement. As at 30 September 2009, the balance of goodwill recorded as an asset in ANZ National Bank Limited was $2,657 million (30 September 2008: $2,713 million). This represents the most significant component of the Group’s goodwill balance and is allocated to the New Zealand region CGU in line with the Group’s new reportable segments. In determining the recoverable amount of the CGU for testing of the goodwill in ANZ National Bank Limited, an independent valuation was obtained during the year based on a discounted cash flow approach. Changes in assumptions upon which the valuation is based together with changes in future cash flows could materially impact the valuation obtained. The results of the independent valuation showed a value-in-use in excess of the carrying amount of the CGU (including goodwill). At 30 September 2009 impairment testing by management review was conducted for all material goodwill balances. This assessment involves applying judgement and reviews against the following indicators: Performance Operational and Regulatory factors Economic and industry factors The assessment did not reveal any impairment indicators and accordingly no write-down was required. 88 ANZ Annual Report 2009 Financial Report 89 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 3: Income Interest Income Other financial institutions Trading securities Available-for-sale assets Loans and advances Acceptances Other Controlled entities Total interest income Interest income is analysed by types of financial assets as follows Financial assets not at fair value through profit or loss Trading securities Financial assets designated at fair value through profit or loss Other operating income Lending fees1 Non-lending fees and commissions arising from financial assets and liabilities not at fair value through the profit and loss Fee income on trust and other fiduciary activities Other fees and commissions Controlled entities Total fee and commission income Fee and commission expense 2 Net fee and commission income Other income Net foreign exchange earnings Net gains from trading securities and derivatives3 Credit risk on derivatives Movements on financial instruments measured at fair value through profit or loss4 Gain on Visa shares5 Profit on sale of premises6 Stadium Australia income Dividends received from controlled entities Brokerage income ANZ Share of ING NZ frozen funds investor settlement Writedown of assets in non continuing business Writedown of investment in Saigon Securities Inc Mark to market (loss)/gain on Panin warrants Mark to market (loss)/gain on Saigon Securities Inc options Private equity and infrastructure earnings Other Total other income Total other operating income Share of joint venture profit from ING Australia and ING (NZ) Share of associates’ profit7 Total share of joint venture and associates profit Total income8 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 313 989 678 22,545 927 754 26,206 – 26,206 25,193 989 24 26,206 535 1,125 1,008 27,417 1,370 1,149 32,604 – 32,604 31,446 1,125 33 32,604 254 832 556 15,835 927 475 18,879 1,787 20,666 19,819 832 15 20,666 435 940 863 18,269 1,370 709 22,586 1,048 23,634 22,668 940 26 23,634 764 595 598 455 236 45 1,931 2,976 – 2,976 (269) 2,707 962 303 (135) (358) – 15 – – 76 (173) (112) (25) (14) (1) (1) 93 630 3,337 83 382 465 166 47 2,104 2,912 – 2,912 (256) 2,656 708 310 (687) 348 281 57 19 – 78 – (32) – 26 17 49 118 1,292 3,948 143 218 361 166 – 1,375 2,139 365 2,504 (196) 2,308 740 370 (121) (328) – – – 234 – – (112) (25) – (1) (1) 11 767 3,075 – – 153 – 1,472 2,080 248 2,328 (186) 2,142 340 104 (684) 342 281 4 – 1,805 – – (32) – – 17 49 69 2,295 4,437 – – 30,008 36,913 23,741 28,071 1 Lending fees exclude fees treated as part of the effective yield calculation and included in interest income (refer note 1B(ii)). 2 Includes interchange fees paid. 3 Does not include interest income. 4 Includes fair value movements (excluding realised and accrued interest) on derivatives entered into to manage interest rate and foreign exchange risk on funding instruments, and not designated as accounting hedges, ineffective portions of cashflow hedges, and fair value movements in financial assets and liabilities designated at fair value. The net loss on financial assets and liabilities designated at fair value was $506 million (2008: $251 million gain) for the Group and $488 million (2008: $235 million gain) for the Company. 5 Comprises gain arising from the allocation of shares in Visa Inc. measured at fair value. In addition, the Group has recognised a $72 million gain through its associate, Cards NZ Limited, on that associate’s allocation of Visa Inc. shares (refer footnote 7 below). 6 Gross proceeds on sale of premises is $1 million (2008: $109 million). 7 September 2008 includes a $72 equity accounted gain arising from the allocation of shares in Visa Inc. through the Group’s associate, Cards NZ Limited, on Visa shares in New Zealand. 8 Total income includes external dividend income of $14 million (2008: $44 million) for the Group and $12 million (2008: $20 million) for the Company. 4: Expenses Interest Expense Financial institutions Deposits Borrowing corporations’ debt Commercial paper Acceptances Loan capital, bonds and notes Other Controlled entities Total interest expense Interest expense is analysed by types of financial liabilities as follows: Financial liabilities not at fair value through profit or loss Financial liabilities designated at fair value through profit or loss Operating expenses i) Personnel Employee entitlements and taxes Salaries and wages Superannuation costs – defined benefits plan Superannuation costs – defined contribution plans Equity-settled share-based payments Temporary staff Other Total personnel expenses ii) Premises Amortisation of leasehold improvements Depreciation of buildings and integrals Rent Utilities and other outgoings Other Total premises expenses iii) Computer Computer contractors Data communication Depreciation and amortisation1 Rentals and repairs Software purchased Software written-off Other Total computer expenses iv) Other Advertising and public relations Amortisation of other intangible assets (refer note 19) Audit and other fees (refer note 5) Depreciation of furniture and equipment (refer note 21) Impairment of intangible – Origin Australia Freight and cartage Loss on sale and write-off of equipment Non-lending losses, fraud and forgeries Postage and stationery Professional fees Telephone Travel Other Total other expenses v) Restructuring Total operating expenses Total expenses Consolidated The Company 2009 $m 431 9,821 472 730 646 3,975 323 16,398 – 16,398 15,911 487 16,398 242 2,238 20 238 103 155 602 3,598 38 18 335 134 34 559 97 77 239 92 181 26 56 768 195 7 14 72 – 64 16 74 118 197 63 149 201 2008 $m 965 13,805 741 1,653 1,183 6,000 407 24,754 – 24,754 23,626 1,128 24,754 256 2,067 5 208 84 148 493 3,261 27 22 305 136 24 514 76 69 208 81 131 2 42 609 182 7 12 66 34 54 22 72 122 182 58 169 151 2009 $m 306 7,328 – 336 646 3,125 42 11,783 1,817 13,600 13,450 150 13,600 169 1,622 14 196 87 115 501 2,704 27 4 236 92 34 393 76 54 197 71 148 22 25 593 134 3 9 58 – 50 10 55 84 171 34 105 356 1,170 130 6,225 1,131 181 5,696 22,623 30,450 1,069 109 4,868 18,468 2008 $m 854 10,155 – 603 1,183 4,469 302 17,566 672 18,238 17,929 309 18,238 177 1,459 – 166 72 112 382 2,368 21 4 213 92 19 349 64 46 175 58 97 2 15 457 125 5 7 54 34 46 21 47 84 153 30 118 254 978 148 4,300 22,538 90 ANZ Annual Report 2009 Financial Report 91 1 Comprises software amortisation of $155 million (2008: $127 million), refer note 19, and computer depreciation of $84 million (2008: $81 million), refer note 21. The Company comprises software amortisation of $140 million (2008: $115 million), refer note 21, and computer depreciation of $58 million (2008: $60 million), refer note 21. NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 5: Compensation of Auditors Consolidated The Company 6: Current Income Tax Expense KPMG Australia Audit or review of financial reports of the Company or Group entities2 Other audit-related services1,2 Other assurance services2,3 Total Overseas related practices of KPMG Australia Audit or review of financial reports of the Company or Group entities Other audit-related services1 Other assurance services3 2009 $’000 6,004 3,295 127 9,426 3,714 1,074 41 4,829 2008 $’000 5,648 2,415 198 8,261 3,131 872 12 4,015 Total compensation of auditors 14,255 12,276 2009 $’000 5,127 2,278 127 7,532 1,081 459 41 1,581 9,113 2008 $’000 4,285 1,637 198 6,120 752 316 – 1,068 7,188 Group policy allows KPMG Australia or any of its related practices to provide assurance and other audit-related services that, while outside the scope of the statutory audit, are consistent with the role of auditor. These include regulatory and prudential reviews requested by the Company’s regulators such as the Australian Prudential Regulation Authority (APRA). KPMG Australia or any of its related practices may not provide services that are perceived to be in conflict with the role of auditor. These include consulting advice and subcontracting of operational activities normally undertaken by management, and engagements where the auditor may ultimately be required to express an opinion on its own work. Includes prudential supervision reviews for central banks and work required for local statutory purposes. 1 2 Goods and services tax inclusive. 3 Other assurance services comprises: Consolidated Market Risk benchmarking review Market Risk system capability review Training courses Accounting Advice ANZ Nominees confirmation procedures Due diligence agreed upon procedures Trustee certification Total 2009 $’000 2008 $’000 75 41 35 17 – – – 168 – – 70 – 28 106 6 210 (a) Income tax recognised in the Income Statement Tax expense/(income) comprises: Current tax expense/(income) Adjustments recognised in the current year in relation to the current tax of prior years Deferred tax expense/(income) relating to the origination and reversal of temporary differences Benefits arising from previously unrecognised tax losses, tax credits, or temporary differences of a prior period that is used to reduce: – current tax expense Total income tax expensed charged in the Income Statement Reconciliation of the prima facie income tax expense on pre-tax profit with the income tax expense charged in the Income statement Operating profit before income tax Prima facie income tax expense at 30% Change in income tax expense due to: Overseas tax rate differential Rebateable and non-assessable dividends Profit from associated and joint venture entities New Zealand Conduits Mark-to-market (gains)/losses on fair valued investments related to associated entities Impairment of investment in associate company Restatement of deferred tax balances for New Zealand tax rate change Structured transactions Foreign exchange translation of US hybrid loan capital Other Income tax (over) provided in previous years Total income tax expense charged in the Income Statement Effective Tax Rate Australia Overseas Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 1,175 – 260 – 1,435 1,202 1 (5) (10) 1,188 643 – 266 – 909 534 – 97 (7) 624 4,380 4,515 3,194 3,960 1,314 1,355 958 1,188 (16) (8) (141) 196 5 7 – 32 – 46 23 (9) (112) – – – (1) (90) – 21 1,435 1,187 – 1,435 32.8% 957 478 1 1,188 26.3% 751 437 (8) (72) – – – 7 – 32 (37) 29 909 – 909 (2) (541) – – – – – (90) 38 31 624 – 624 28.5% 15.8% 794 115 552 72 (b) Income tax recognised directly in equity The following income tax amounts were charged/(credited) directly to equity during the period (60) (182) (70) (122) Tax consolidation The Company and all its wholly owned Australian resident entities are part of a tax-consolidated group under Australian taxation law. The Company is the head entity in the tax-consolidated group. Tax expense/income and deferred tax liabilities/assets arising from temporary differences of the members of the tax-consolidated group are recognised in the separate financial statements of the members of the tax- consolidated group on a ‘group allocation’ basis. Current tax liabilities and assets of the tax consolidated group are recognised by the Company (as head entity in the tax-consolidated group). Due to the existence of a tax funding arrangement between the entities in the tax-consolidated group, amounts are recognised as payable to or receivable by the Company and each member of the group in relation to the tax contribution amounts paid or payable between the Company and the other members of the tax-consolidated group in accordance with the arrangement. Members of the tax-consolidated group have also entered into a tax sharing agreement that provides for the allocation of income tax liabilities between the entities should the head entity default on its income tax payment obligations. 92 ANZ Annual Report 2009 Financial Report 93 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 7: Dividends Ordinary dividends1 Interim dividend Final dividend Bonus option plan adjustment Dividend on ordinary shares 1 Dividends are not accrued and are recorded when paid. Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 993 1,514 (55) 2,452 1,192 1,381 (67) 2,506 993 1,514 (55) 2,452 1,192 1,381 (67) 2,506 A final dividend of 56 cents, fully franked, is proposed to be paid on 18 December 2009 on each eligible fully paid ordinary share (2008: final dividend of 74 cents, paid 18 December 2008, fully franked). The 2009 interim dividend of 46 cents, paid 1 July 2009, was fully franked (2008: interim dividend of 62 cents, paid 1 July 2008, fully franked). The tax rate applicable to the franking credits attached to the 2009 interim dividend and to be attached to the proposed 2009 final dividend is 30% (2008: 30%). Dividends paid in cash or satisfied by the issue of shares under the dividend reinvestment plan during the years ended 30 September 2009 and 2008 were as follows: Paid in cash1 Satisfied by share issue2 Preference share dividend Euro trust securities Dividend on preference shares Consolidated The Company 2009 $m 664 1,788 2,452 2008 $m – 2,506 2,506 2009 $m 664 1,788 2,452 2008 $m – 2,506 2,506 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 33 33 46 46 – – – – 1 During the year ended 30 September 2009, cash of $664 million was paid to shareholders who did not elect to participate in the dividend reinvestment plan or the bonus option plan. Cash of $1,046 million was received from the issue of shares pursuant to dividend reinvestment plan underwriting agreement for the 2008 Final dividend. During the year ended 30 September 2008, cash of $1,487 million was paid to shareholders who did not elect to participate in the dividend reinvestment plan or the bonus option plan. Cash of the same amount was received from the issue of shares pursuant to the dividend reinvestment plan underwriting agreements. There was no net cashflow to ANZ during the year ended 30 September 2008. Includes shares issued to participating shareholders under the dividend reinvestment plan and shares issued in accordance with dividend reinvestment plan underwriting agreements. 2 Euro Trust Securities On 13 December 2004, the Group issued 500,000 Euro Floating Rate Non-cumulative Trust Securities (“Euro Trust Securities”) at 1,000 each into the European market, raising 500 million ($871 million at the spot rate at the date of issue, net of issue costs). The Euro Trust Securities comprise 2 fully paid securities – an interest paying unsecured note issued by a United Kingdom subsidiary (ANZ Jackson Funding PLC) and a fully paid 1,000 preference share issued by the Company, which are stapled together and issued as a Euro Trust Security by ANZ Capital Trust III. Distributions on Euro Trust Securities are non-cumulative and are payable quarterly in arrears (on 15 March, 15 June, 15 September, 15 December of each year) based upon a floating distribution rate equal to the 3 month EURIBOR rate plus a 66 basis point margin. At each payment date the 3 month EURIBOR rate is reset for the next quarter. Dividends are not payable on a preference share while it is stapled to a note. If distributions are not paid on Euro Trust Securities, the Company may not pay dividends or return capital on its ordinary shares or any other share capital or security ranking equal to or below the preference share component. (Refer to note 28 for further details.) Dividend Franking Account The amount of franking credits available to the Company for the subsequent financial year is $49 million (2008: $35 million) after adjusting for franking credits that will arise from the payment of tax on Australian profits for the 2009 financial year, $602 million of franking credits which will be utilised in franking the proposed 2009 final dividend and franking credits that may not be accessible by the Company at present. Restrictions which Limit the Payment of Dividends There are presently no significant restrictions on the payment of dividends from controlled entities to the Company. Various capital adequacy, liquidity, statutory reserve and other prudential and legal requirements must be observed by certain controlled entities and the impact on these requirements caused by the payment of cash dividends is monitored. There are presently no restrictions on payment of dividends by the Company. Reductions of shareholders’ equity through the payment of cash dividends is monitored having regard to the regulatory and other legal requirements to maintain a specified capital adequacy ratio. 7: Dividends (continued) In particular, the Australian Prudential Regulation Authority (APRA) has advised that a bank under its supervision must consult with it before declaring a coupon payment or dividend on a Tier 1 instrument, if the bank proposes to pay coupon or dividends on Tier 1 instruments which exceed the level of current year profits. If any dividend, interest or redemption payments or other distributions are not paid on the scheduled payment date, or shares or other qualifying Tier 1 securities are not issued on the applicable conversion or redemption dates, on the Group’s Euro Trust Securities, US Trust Securities, UK Stapled Securities or ANZ Convertible Preference Shares in accordance with their terms, the Group may be restricted from declaring or paying any dividends or other distributions on ANZ ordinary shares and the Euro Trust Securities for up to 12 months from the date of non-payment or failure to issue. This restriction is subject to a number of exceptions. Dividend Reinvestment Plan During the year, 33,032,100 ordinary shares were issued at $13.58 per share and 19,354,790 ordinary shares at $15.16 per share to participating shareholders under the dividend reinvestment plan (2008: 20,500,208 ordinary shares at $27.33 per share, and 22,046,238 ordinary shares at $20.82 per share). All eligible shareholders can elect to participate in the dividend reinvestment plan. In addition, 75,000,000 ordinary shares were issued at $13.95 per share to a nominee of UBS AG, Australia Branch (2008: 28,270,906 ordinary shares at $27.71 per share, and 33,263,186 ordinary shares at $21.14 per share were issued to UBS Nominees Pty Ltd and a nominee of JP Morgan Australia Limited respectively) in accordance with a dividend reinvestment plan underwriting agreement. 8: Earnings per Ordinary Share Basic Earnings per share (cents) Earnings reconciliation ($millions) Profit for the year Less: profit attributable to minority interests Less: preference share dividend paid Earnings used in calculating basic earnings per share Weighted average number of ordinary shares (millions) Diluted earnings per share (cents) Earnings reconciliation ($millions) Earnings used in calculating basic earnings per share Add: US Trust Securities interest expense Add: ANZ StEPS interest expense Add: UK hybrid interest expense Add: Convertible Preference Shares interest expense Add: Convertible Perpetual Notes interest expense Earnings used in calculating diluted earnings per share Weighted average number of ordinary shares (millions) Used in calculating basic earnings per share Add: potential conversion of options to ordinary shares weighted average number of convertible US Trust Securities at current market prices weighted average number of convertible ANZ StEPS securities weighted average number of convertible UK hybrid Securities weighted average number of Convertible Preference Shares weighted average number of Convertible Perpetual Notes Used in calculating diluted earnings per share A discount of 1.5% will be applied when calculating the “Acquisition Price” used in determining the number of ordinary shares to be provided under the dividend reinvestment plan and bonus option plan terms and conditions. This discount will apply in respect of the 2009 final dividend and will continue to apply to future dividends until such time as the Company announces otherwise. For the 2009 final dividend, the “Pricing Period” under the dividend reinvestment plan and bonus option plan terms and conditions will be the seven trading days commencing on and including 13 November 2009. Bonus Option Plan The amount of dividends paid during the year has been reduced as a result of certain eligible shareholders participating in the bonus option plan and foregoing all or part of their right to dividends. These shareholders were issued bonus shares. During the year, 3,928,449 ordinary shares were issued under the bonus option plan (2008: 2,838,335 ordinary shares). For the 2009 final dividend, details of the discount that will be applied when calculating the “Acquisition Price”, and of the “Pricing Period”, in respect of the bonus option plan are set out above in respect of the dividend reinvestment plan. Consolidated 2009 $m 131.0 2,945 2 33 2,910 2008 $m 170.4 3,327 8 46 3,273 2,221.6 129.6 1,921.1 162.2 2,910 54 – – 52 25 3,041 2,221.6 3.8 51.3 – – 45.5 24.7 2,346.9 3,273 41 55 63 – 1 3,433 1,921.1 6.7 73.4 57.9 56.9 0.2 0.4 2,116.6 94 ANZ Annual Report 2009 The weighted average number of converted and lapsed options, weighted with reference to the date of conversion or lapse, and included in the calculation of diluted earnings per share is approximately 1 million (2008: approximately 1 million). Financial Report 95 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 9: Liquid Assets Coins, notes and cash at bankers Money at call, bills receivable and remittances in transit Other banks’ certificates of deposit Securities purchased under agreements to resell in less than three months Total liquid assets Maturity analysis based on original term to maturity Less than three months More than three months Total liquid assets 10: Due from Other Financial Institutions Maturity analysis based on original term to maturity Less than three months More than three months Total due from other financial institutions 11: Trading Securities listed Other securities and equity securities Unlisted Commonwealth securities Local, semi-government and other government securities ANZ accepted bills Other securities and equity securities Total trading securities Consolidated The Company 2009 $m 3,108 10,133 7,265 4,811 25,317 2008 $m 4,849 4,752 9,740 5,689 2009 $m 878 9,492 5,018 4,811 2008 $m 1,260 3,682 7,450 5,689 25,030 20,199 18,081 18,393 6,924 25,317 15,645 9,385 25,030 15,228 4,971 20,199 10,133 7,948 18,081 Consolidated The Company 2009 $m 4,412 573 4,985 2008 $m 7,842 2,020 9,862 2009 $m 2,823 413 3,236 2008 $m 7,023 1,550 8,573 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 8 8 10 10 8 8 10 10 2,657 6,412 4,146 17,768 30,983 30,991 71 2,373 3,736 8,987 15,167 15,177 2,657 5,273 4,146 15,326 27,402 27,410 71 2,162 3,736 6,867 12,836 12,846 12: Derivative Financial Instruments Derivative instruments are contracts whose value is derived from one or more underlying variables or indices, require little or no initial net investment and are settled at a future date. Derivatives include contracts traded on registered exchanges and contracts agreed between counterparties, called “Over the Counter” or “OTCs”. The use of derivatives and their sale to customers as risk management products is an integral part of the Group’s trading activities. Derivatives are also used to manage the Group’s own exposure to fluctuations in exchange and interest rates as part of its asset and liability management activities (i.e. balance sheet risk management). Derivatives are subject to the same types of credit and market risk as other financial instruments, and the Group manages these risks in a consistent manner. Types of derivative instruments The principal foreign exchange rate contracts used by the Group are forward foreign exchange contracts, currency swaps and currency options. Forward foreign exchange contracts are agreements to buy or sell a specified quantity of foreign currency on a specified future date at an agreed rate. A currency swap generally involves the exchange, or notional exchange, of equivalent amounts of two currencies and a commitment to exchange interest periodically until the principal amounts are re-exchanged on a future date. Currency options provide the buyer with the right, but not the obligation, either to purchase or sell a fixed amount of a currency at a specified rate on or before a future date. As compensation for assuming the option risk, the option writer generally receives a premium at the start of the option period. The principal commodity contracts used by the Group are forward commodity contracts, commodity swaps and commodity options. Forward commodity contracts are agreements for the payment of the difference between a specified commodity price and a fixed rate on a notional volume of the commodity at a future date. A commodity swap generally involves the exchange of the return on the commodity for a fixed or floating interest payment without the exchange of the underlying commodity or principal amount. Commodity options provide the buyer with the right, but not the obligation, to exchange the difference between a specified commodity price and a fixed rate on a notional volume of the commodity at a future date. As compensation for assuming the option risk, the option writer generally receives a premium at the start of the option period. In certain circumstances the option premium is paid at the end of the option period. The principal interest rate contracts used by the Group are forward rate agreements, interest rate futures, interest rate swaps and options. Forward rate agreements are contracts for the payment of the difference between a specified interest rate and a reference rate on a notional deposit at a future settlement date. There is no exchange of principal. An interest rate future is an exchange traded contract for the delivery of a standardised amount of a fixed income security or time deposit at a future date. Interest rate swap transactions generally involve the exchange of fixed and floating interest payment obligations without the exchange of the underlying principal amounts. Interest rate options provide the buyer with the right but not the obligation either to receive or pay interest at a specified rate on or before a future date. As compensation for assuming the option risk, the option writer generally receives a premium at the start of the option period. The principal credit contracts used by the Group are default swaps. Default swaps are contracts that provide for a specified payment to be made to the purchaser of the swap following a defined credit event. Derivatives, except for those that are specifically designated as effective hedging instruments, are classified as held for trading. The held for trading classification includes two categories of derivative instruments: those held as trading positions and those used for the Group’s balance sheet risk management. Trading positions Trading positions consist of both sales to customers and market making activities. Sales to customers include the structuring and marketing of derivative products to customers which enable them to take or mitigate risks. Market making activities consist of derivatives entered into principally for the purpose of generating profits from short-term fluctuations in price or margins. Positions may be traded actively or held over a period of time to benefit from expected changes in market rates. Gains or losses, including any current period interest, from the change in fair value of trading positions are recognised in the income statement as ‘other income’ in the period in which they occur. Balance sheet risk management The Group designates balance sheet risk management derivatives into hedging relationships in order to minimise income statement volatility. This volatility is created by differences in the timing of recognition of gains and losses between the derivative and the hedged item. hedge accounting is not applied to all balance sheet risk management positions. Gains or losses from the change in fair value of balance sheet risk management derivatives that form part of an effective hedging relationship are recognised in the income statement based on the hedging relationship. Any ineffectiveness is recognised in the income statement as ‘other income’ in the period in which it occurs. Gains or losses, excluding any current period interest, from the change in fair value of balance sheet risk management positions that are not designated into hedging relationships are recognised in the income statement as ‘other income’ in the period in which they occur. Current period interest is included in interest income and expense. The tables on the following pages provide an overview of the Group’s and the Company’s foreign exchange rate, commodity, credit and interest rate derivatives. They include all trading and balance sheet risk management contracts. Notional principal amounts measure the amount of the underlying physical or financial commodity and represent the volume of outstanding transactions. They are not a measure of the risk associated with a derivative. The derivative instruments become favourable (assets) or unfavourable (liabilities) as a result of fluctuations in market rates relative to their terms. The aggregate contractual or notional amount of derivative financial instruments on hand, the extent to which instruments are favourable or unfavourable, and as a consequence the aggregate fair values of derivative financial assets and liabilities, can fluctuate significantly from time to time. The fair values of derivative instruments held and notional principal amounts are set out as follows. 96 ANZ Annual Report 2009 Financial Report 97 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 12: Derivative Financial Instruments (continued) 12: Derivative Financial Instruments (continued) Trading Fair Value hedging Total fair value of derivatives Fair value Cash flow Net investment in foreign operations Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Consolidated at 30 September 2008 Trading Fair Value hedging Total fair value of derivatives Fair value Cash flow Net investment in foreign operations Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Consolidated at 30 September 2009 Foreign exchange contracts Spot and forward contracts Swap agreements Futures contracts Options purchased Options sold Commodity contracts Derivative contracts Interest rate contracts Forward rate agreements Swap agreements Futures contracts Options purchased Options sold Credit Default Swaps Structured credit derivatives purchased Other credit derivatives purchased Total credit derivatives purchased Structured credit derivatives sold Other credit derivatives sold Total credit derivatives sold Collateral Total Notional Principal Amount $m 204,830 168,826 281 7,067 14,089 5,648 10,084 19 569 – (6,795) (13,167) (28) – (530) – 233 – – – 233 – (260) – – – (260) 395,093 16,320 (20,520) 23,195 1,196 (1,472) – – 75,358 1,041,561 105,435 12,468 14,699 9 17,447 1,478 188 – (20) (16,880) (1,322) – (124) – 1,272 – – – – (1,297) – – – 1,249,521 19,122 (18,346) 1,272 (1,297) 11,303 13,071 24,374 12,454 9,804 22,258 46,632 704 271 975 – 146 146 – (14) (14) (1,019) (419) (1,438) 1,121 (1,452) – (2,078) 7,084 – – – – – – – – – – – – – – – – – – – – – – – 1 193 14 – – 208 – – – – – – – – – – – – – – – (1) (236) (16) – – (253) – – – – – – – – 10 – – – – 10 – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 5,658 10,317 19 569 – (6,795) (13,427) (28) – (530) 16,563 (20,780) 1,196 (1,472) 10 18,912 1,492 188 – (21) (18,413) (1,338) – (124) 20,602 (19,896) 704 271 975 – 146 146 – (14) (14) (1,019) (419) (1,438) 1,121 (1,452) (2,078) 7,084 37,404 (36,516) Foreign exchange contracts Spot and forward contracts Swap agreements Futures contracts Options purchased Options sold Commodity contracts Derivative contracts Interest rate contracts Forward rate agreements Swap agreements Futures contracts Options purchased Options sold Credit Default Swaps Structured credit derivatives purchased Other credit derivatives purchased Total credit derivatives purchased Structured credit derivatives sold Other credit derivatives sold Total credit derivatives sold Collateral Total Notional Principal Amount $m 222,003 205,894 134 8,929 17,761 7,698 15,940 72 899 – (7,956) (8,328) (17) – (942) – 727 – – – 727 – (307) – – – (307) 454,721 24,609 (17,243) 27,349 1,609 (1,692) – – 150,302 1,087,769 92,841 23,156 22,743 31 9,990 1,712 225 – (32) (10,253) (1,658) – (115) 1,376,811 11,958 (12,058) – 524 – – – 524 – (812) – – – (812) 12,455 14,414 26,869 14,060 11,256 25,316 52,185 1,212 201 1,413 – (32) (32) – 48 48 (1,704) (296) (2,000) 1,461 (2,032) – (4,400) 2,607 – – – – – – – – – – – – – – – – – – – – – – – 2 323 86 – – 411 – – – – – – – – – – – – – – – – (343) (47) – – (390) – – – – – – – – 42 – – – – 42 – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 7,740 16,667 72 899 – (7,956) (8,635) (17) – (942) 25,378 (17,550) 1,609 (1,692) 33 10,837 1,798 225 – (32) (11,408) (1,705) – (115) 12,893 (13,260) 1,212 201 1,413 – (32) (32) – 48 48 (1,704) (296) (2,000) 1,461 (2,032) (4,400) 2,607 36,941 (31,927) 1,714,441 35,681 (34,706) 1,505 (1,557) 208 (253) 10 1,911,066 35,237 (30,418) 1,251 (1,119) 411 (390) 42 98 ANZ Annual Report 2009 Financial Report 99 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 12: Derivative Financial Instruments (continued) 12: Derivative Financial Instruments (continued) Trading Fair value Fair Value hedging Cash flow Total fair value of derivatives Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m The Company at 30 September 2008 Trading Fair value Fair Value hedging Cash flow Total fair value of derivatives Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m Assets $m liabilities $m The Company at 30 September 2009 Foreign exchange contracts Spot and forward contracts Swap agreements Futures contracts Options purchased Options sold Commodity contracts Derivative contracts Interest rate contracts Forward rate agreements Swap agreements Futures contracts Options purchased Options sold Credit Default Swaps Structured credit derivatives purchased Other credit derivatives purchased Total credit derivatives purchased Structured credit derivatives sold Other credit derivatives sold Total credit derivatives sold Collateral Total Notional Principal Amount $m 186,901 181,534 281 6,941 14,074 5,201 10,900 19 563 – (5,670) (13,664) (28) – (517) – 233 – – – 233 – (260) – – – (260) 389,731 16,683 (19,879) 23,180 1,196 (1,472) – – 52,290 797,689 88,494 12,305 14,326 8 12,979 1,442 186 – (18) (12,740) (1,320) – (121) 965,104 14,615 (14,199) – 1,043 – – – 1,043 – (440) – – – (440) 11,303 13,066 24,369 12,454 9,804 22,258 46,627 704 271 975 – 146 146 – (14) (14) (1,019) (419) (1,438) 1,121 (1,452) – (1,984) 4,697 – – – – – – – – – – – – – – – – – – – – – – – 1 79 14 – – 94 – – – – – – – – – – – – – – – (1) (146) (16) – – (163) – – – – – – – – 5,201 11,133 19 563 – (5,670) (13,924) (28) – (517) 16,916 (20,139) 1,196 (1,472) 9 14,101 1,456 186 – (19) (13,326) (1,336) – (121) 15,752 (14,802) 704 271 975 – 146 146 – (14) (14) (1,019) (419) (1,438) 1,121 (1,452) (1,984) 4,697 Foreign exchange contracts Spot and forward contracts Swap agreements Futures contracts Options purchased Options sold Commodity contracts Derivative contracts Interest rate contracts Forward rate agreements Swap agreements Futures contracts Options purchased Options sold Credit Default Swaps Structured credit derivatives purchased Other credit derivatives purchased Total credit derivatives purchased Structured credit derivatives sold Other credit derivatives sold Total credit derivatives sold Collateral Total Notional Principal Amount $m 199,708 213,523 134 8,726 17,574 7,148 14,973 72 888 – (7,759) (10,615) (17) – (930) – 523 – – – 523 – (307) – – – (307) 439,665 23,081 (19,321) 27,334 1,610 (1,697) – – 57,827 860,676 75,807 22,922 22,630 19 7,913 1,699 168 – (25) (8,123) (1,653) – (114) 1,039,862 9,799 (9,915) – 457 – – – 457 – (292) – – – (292) 12,455 14,408 26,863 14,060 11,256 25,316 52,179 1,212 201 1,413 – (32) (32) – 48 48 (1,704) (296) (2,000) 1,461 (2,032) – (3,909) 2,380 – – – – – – – – – – – – – – – – – – – – – – – 2 188 86 – – 276 – – – – – – – – – – – – – – – – (224) (47) – – (271) – – – – – – – – 7,148 15,496 72 888 – (7,759) (10,922) (17) – (930) 23,604 (19,628) 1,610 (1,697) 21 8,558 1,785 168 – (25) (8,639) (1,700) – (114) 10,532 (10,478) 1,212 201 1,413 – (32) (32) – 48 48 (1,704) (296) (2,000) 1,461 (2,032) (3,909) 2,380 1,424,642 31,631 (32,305) 1,276 (700) 94 (163) 33,001 (33,168) 1,559,040 32,042 (30,585) 980 (599) 276 (271) 33,298 (31,455) 100 ANZ Annual Report 2009 Financial Report 101 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 12: Derivative Financial Instruments (continued) 12: Derivative Financial Instruments (continued) hedging Relationships There are three types of allowable hedging relationships: fair value hedges, cash flow hedges and hedges of a net investment in a foreign operation. Each type of hedging has specific requirements when accounting for the fair value changes in the hedging relationship. For details on the accounting treatment of each type of hedging relationship refer to note 1. Fair value hedges The risk being hedged in a fair value hedge is a change in the fair value of an asset or liability or unrecognised firm commitment that may affect the income statement. Changes in fair value might arise through changes in interest rates or foreign exchange rates. The Group’s fair value hedges principally consist of interest rate swaps that are used to protect against changes in the fair value of fixed-rate long-term financial instruments due to movements in market interest rates. The application of fair value hedge accounting results in the fair value adjustment on the hedged item attributable to the hedged risk being recognised in the income statement at the same time the hedging instrument impacts the income statement. If a hedging relationship is terminated, the fair value adjustment to the hedged item continues to be recognised as part of the carrying amount of the item or group of items and is amortised to the income statement as a part of the effective yield over the period to maturity. Where the hedged item is derecognised from the Group’s balance sheet, the fair value adjustment is included in the income statement as ‘other income’ as a part of the gain or loss on disposal. Gain/(loss) arising from fair value hedges hedged item (attributable to the hedged risk only) hedging instrument Consolidated 2009 $m (467) 442 2008 $m (566) 587 The Company 2009 $m 2008 $m (773) 759 (1,176) 1,132 Cash flow hedges The risk being hedged in a cash flow hedge is the potential volatility in future cash flows that may affect the income statement. Volatility in the future cash flows may result from changes in interest rates or changes in exchange rates arising from recognised financial assets and liabilities and highly probable forecast transactions. The Group’s cash flow hedges consist principally of interest rate swaps, forward rate agreements and foreign currency swaps that are used to protect against exposures to variability in future interest cash flows on non-trading assets and liabilities which bear interest at variable rates or which are expected to be refunded or reinvested in the future. The Group primarily applies cash flow hedge accounting to its variable rate loan assets, variable rate liabilities and short term re-issuances of fixed rate customer and wholesale deposit liabilities. The amounts and timing of future cash flows, representing both principal and interest flows, are projected for each portfolio of financial assets and liabilities on the basis of their forecast repricing profile. This forms the basis for identifying gains and losses on the effective portions of derivatives designated as cash flow hedges. The effective portion of changes in the fair value of derivatives qualifying and designated as cash flow hedges is deferred to the hedging reserve which forms part of shareholders’ equity. Amounts deferred in equity are recognised in the income statement in the period during which the hedged forecast transactions take place and is fully amortised when the hedging relationship matures. The schedule below shows the movements in the hedging reserve: Balance at start of year Items recorded in net interest income Tax effect of items recorded in the income statement Valuation gain taken to equity Tax effect of net gain on cash flow hedges Closing balance Consolidated The Company 2009 $m 79 (89) 26 (148) 42 (90) 2008 $m 153 (53) 18 (56) 17 79 2009 $m 51 (89) 26 (135) 38 (109) 2008 $m 80 7 (2) (49) 15 51 The mechanics of hedge accounting results in the gain (or loss) in the hedging reserve above being released into the income statement at the same time that the corresponding loss (or gain) attributable to the hedged item impacts the income statement. It will not necessarily be released to the income statement uniformly over the period of the hedging relationship as the fair value of the derivative is driven by changes in market rates over the term of the instrument. As market rates do not always move uniformly across all time periods, a change in market rates may drive more value in one forecast period than another, which impacts when the hedging reserve is released to the income statement. All underlying hedged cash flows are expected to be recognised in the income statement in the period in which they occur which is anticipated to take place over the next 0 –10 years (2008: 0–10 years). All gains and losses associated with the ineffective portion of the hedging derivatives are recognised immediately as ‘other income’ in the income statement. Ineffectiveness recognised in the income statement in respect of cash flow hedges amounted to a $53 million loss for the Group (2008: $12 million gain) and a $71 million loss for the Company (2008: $9 million gain). hedges of net investment in foreign operations In a hedge of a net investment in a foreign operation, the risk being hedged is the exposure to exchange differences arising on consolidation of foreign operations with a functional currency other than the Australian Dollar. hedging is undertaken using forward foreign exchange contracts or by financing with borrowings in the same currency as the foreign functional currency involved. Ineffectiveness arising from hedges of net investments in foreign operations and recognised as ‘other income’ in the income statement amounted to $4 million gain (2008: $4 million loss). 13: Available-for-sale Assets listed Other government securities Other securities and equity investments Total Listed Unlisted Local and semi-government securities Other government securities Other securities and equity investments Loans and advances Total unlisted Total available-for-sale assets Consolidated The Company 2009 $m 1,501 1,578 3,079 716 2,943 9,412 425 13,496 16,575 2008 $m 165 2,686 2,851 2,602 957 10,352 718 14,629 17,480 2009 $m 1,147 1,334 2,481 716 1,079 8,853 425 11,073 13,554 2008 $m 165 1,748 1,913 2,602 39 9,831 718 13,190 15,103 Total fair value $m 716 4,444 10,990 425 16,575 An impairment loss of $20 million was recognised in the Income Statement (2008: $98 million), refer note 16. Available for sale by maturities at 30 September 2009 Local and semi government securities Other government securities Other securities and equity investments Loans and advances Total available-for-sale assets less than 3 months $m Between 3 months and 12 months $m Between 1 year and 5 years $m Between 5 year and 10 years $m After 10 years $m No maturity specified $m 602 2,482 4,775 57 7,916 114 1,111 3,524 84 4,833 – 851 2,018 – 2,869 – – 19 – 19 – – 156 284 440 – – 498 – 498 The table below shows the breakdown of the hedging reserve attributable to each type of cash flow hedging relationship: Available for sale by maturities at 30 September 2008 Variable rate loan assets Variable rate liabilities Re-issuances of short term fixed rate liabilities Total hedging reserve Consolidated The Company 2009 $m 236 (140) (186) (90) 2008 $m 289 (96) (114) 79 2009 $m 111 (112) (108) (109) 2008 $m 221 (95) (75) 51 Local and semi government securities Other government securities Other securities and equity investments Loans and advances Total available-for-sale assets less than 3 months $m Between 3 months and 12 months $m Between 1 year and 5 years $m Between 5 year and 10 years $m After 10 years $m No maturity specified $m 2,431 1,086 5,689 117 9,323 171 27 4,369 517 5,084 – 9 1,886 84 1,979 – – 101 – 101 – – 524 – 524 – – 469 – 469 Total fair value $m 2,602 1,122 13,038 718 17,480 102 ANZ Annual Report 2009 Financial Report 103 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 14: Net Loans and Advances 14: Net Loans and Advances (continued) Consolidated The Company Below is an analysis of the impact on the financial position of ANZ (Consolidated and the Company): Overdrafts Credit card outstandings Term loans – housing Term loans – non-housing hire purchase Lease receivables (refer below) Commercial bills Other Total gross loans and advances Less: Provision for credit impairment (refer note 16) Less: Unearned income Add: Capitalised brokerage/mortgage origination fees Net loans and advances1 lease receivables a) Finance lease receivables Gross finance lease receivables Less than 1 year 1 to 5 years Later than 5 years Less: unearned future finance income on finance leases Net investment in finance lease receivables b) Operating lease receivables Gross operating lease receivables Less than 1 year 1 to 5 years Later than 5 years Total operating lease receivables Total lease receivables Present value of gross investment in finance lease receivables Less than 1 year 1 to 5 years Later than 5 years hire purchase receivables Less than 1 year 1 to 5 years Later than 5 years 2009 $m 8,347 9,376 188,090 116,609 10,766 2,367 136 2,654 2008 $m 8,282 8,892 175,826 130,595 11,174 2,394 295 2,592 2009 $m 6,653 7,910 149,761 82,068 10,387 1,700 136 2,290 2008 $m 6,384 7,421 129,856 90,459 1,262 1,175 287 2,226 Values on reclassification date Exchange rate fluctuations Impairment loss recognised in the year Principal repayments Amortisation to face value1 Changes in fair value including exchange rate fluctuations 338,345 340,050 260,905 239,070 Closing balance at end of year (4,526) (2,372) 560 (6,338) (3,496) (2,600) 600 (5,496) (3,300) (2,102) 505 (4,897) (2,632) (508) 194 (2,946) 332,007 334,554 256,008 236,124 Impairment loss recognised in the year 1 The weighted average effective interest rate for the reclassified assets approximates 1.3%. 15: Impaired Financial Assets Fair value $m 415 n/a – (61) n/a (138) 216 – AFS revaluation reserve in equity $m Carrying amount $m 415 (89) – (61) 8 n/a 273 20 233 (49) (20) – (7) n/a 157 – 593 965 458 (262) 1,754 34 207 110 351 563 1,169 309 (273) 1,768 58 213 82 353 489 613 266 (225) 1,143 22 200 110 332 179 491 238 (158) 750 28 170 69 267 2,105 2,121 1,475 1,017 512 806 215 1,533 3,674 7,021 71 519 1,009 273 1,801 3,694 7,406 74 412 488 158 1,058 3,506 6,810 71 150 468 215 833 432 814 16 10,766 11,174 10,387 1,262 Presented below is a summary of impaired financial instruments that are measured on the balance sheet at amortised cost. For these items, impairment losses are recorded through the provision for credit impairment. This contrasts to financial assets carried on the balance sheet at fair value, for which any impairment loss is recognised as a component of the overall fair value. Detailed information on impaired financial assets is provided in note 33 Financial Risk Management. Summary of impaired financial assets Non-performing loans Restructured items1 Non-performing commitments and contingencies Gross impaired financial assets Individual provisions Non-performing loans Non-performing commitments and contingencies Net impaired financial assets Accruing loans past due 90 days or more2 These amounts are not classified as impaired assets as they are either 90 days or more past due and well secured, or are portfolio managed facilities that can be held on an accrual basis for up to 180 days past due Consolidated The Company 2009 $m 4,392 673 530 5,595 (1,512) (14) 4,069 2008 $m 1,750 846 77 2,673 (646) (29) 1,998 2009 $m 3,310 504 504 4,318 (1,050) (12) 3,256 2008 $m 1,347 846 72 2,265 (459) (29) 1,777 1,597 1,060 1,200 758 1 Restructured items are facilities in which the original contractual terms have been modified to provide for concessions of interest, or principal, or other payments due, or for an extension in maturity for a non-commercial period for reasons related to the financial difficulties of a customer, and are not considered impaired. Includes both on and off balance sheet exposures. Includes unsecured credit card and personal loans 90 day past due accounts which are allowed by APRA to be retained on a performing basis for up to 180 days past due amounting to $135 million (2008: $115 million) for the Group and $94 million (2008: $82 million) for the Company. The remainder of 90 day past due accounts are predominately held on an accrual basis having been assessed as well secured. 2 1 The company results in 2009 were impacted by the transfer of the assets and liabilities of Esanda Finance Corporation Limited (Esanda). 16: Provision for Credit Impairment As a consequence of the turmoil in global financial markets, significant difficulty arose in determining appropriate fair value estimates by reference to quoted market prices for certain financial instruments reported at fair value on the balance sheet, increasing the subjectivity inherent in valuations. This affected some mortgage backed securities held by the Group which were originally classified for financial reporting purposes as Available-for-sale. In November 2008, the Group reclassified these mortgage backed securities, issued in America, into loans and advances measured at amortised cost. The reclassification applied only to securities that were no longer traded in an active market. It is the Group’s intention to hold these assets for the foreseeable future in order to recover the initial investment through a stream of contractual repayments. 104 ANZ Annual Report 2009 Provision movement analysis New and increased provisions Australia New Zealand Asia, Pacific, Europe and America Provision releases Recoveries of amounts previously written off Individual provision charge Impairment on available-for-sale assets Collective provision charge Charge to income statement Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 2,387 540 118 3,045 (210) 2,835 (85) 2,750 20 235 3,005 978 187 72 1,237 (105) 1,132 (100) 1,032 98 818 1,948 2,262 2 37 2,301 (173) 2,128 (50) 2,078 20 (19) 2,079 856 – 42 898 (72) 826 (63) 763 98 712 1,573 Financial Report 105 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 16: Provision for Credit Impairment (continued) Movement in provision for credit impairment by financial asset class 16: Provision for Credit Impairment (continued) Movement in provision for credit impairment by financial asset class (continued) Consolidated Collective provision Balance at start of year Adjustment for exchange rate fluctuations Charge to income statement Total collective provision Individual provision Balance at start of year Charge to income statement Adjustment for exchange rate fluctuations Discount unwind Bad debts written off Recoveries of amounts previously written off Total individual provision Total provision for credit impairment liquid assets and due from other financial institutions 2009 $m 2008 $m Net loans and advances and acceptances 2009 $m 2008 $m Other financial assets 2009 $m 2008 $m Credit related commitments1 2008 $m 2009 $m Total provisions 2009 $m 2008 $m – – – – – – – – – – – – – – – – – – – – – – – – 2,062 (48) 538 2,552 646 2,741 (22) (73) (1,865) 85 1,512 1,483 4 575 2,062 261 1,012 – (28) (699) 100 646 4,064 2,708 – – – – – – – – – – – – – – – – – – – – – – – – 759 (8) (303) 448 29 9 – – (24) – 14 509 7 243 759 9 20 – – – – 29 2,821 (56) 235 3,000 675 2,750 (22) (73) (1,889) 85 1,526 1,992 11 818 2,821 270 1,032 – (28) (699) 100 675 462 788 4,526 3,496 1 Comprises undrawn facilities and customer contingent liabilities. The Company Collective provision Balance at start of year Adjustment for exchange rate fluctuations and transfers2 Charge to income statement Total collective provision Individual provision Balance at start of year Charge to income statement Adjustment for exchange rate fluctuations and transfers2 Discount unwind Bad debts written off Recoveries of amounts previously written off Total individual provision Total provision for credit impairment liquid assets and due from other financial institutions 2009 $m 2008 $m Net loans and advances and acceptances 2009 $m 2008 $m Other financial assets 2009 $m 2008 $m Credit related commitments1 2008 $m 2009 $m Total provisions 2009 $m 2008 $m – – – – – – – – – – – – – – – – – – – – – – – – 1,519 1,028 95 272 7 484 1,886 1,519 459 2,071 37 (65) (1,502) 50 1,050 2,936 172 743 4 (23) (500) 63 459 1,978 – – – – – – – – – – – – – – – – – – – – – – – – 625 389 2,144 1,417 18 (291) 352 29 7 – – (24) – 12 364 8 228 625 113 (19) 15 712 2,238 2,144 9 20 488 2,078 – – – – 29 654 37 (65) (1,526) 50 1,062 3,300 181 763 4 (23) (500) 63 488 2,632 1 Comprises undrawn facilities and customer contingent liabilities. The table below contains a detailed analysis of the movements in individual provision for Net loans and advances and acceptances. The table below contains a detailed analysis of the movements in individual provision for Net loans and advances and acceptances. Consolidated Individual provision Balance at start of year Charge to income statement Adjustment for exchange rate fluctuations Discount unwind Bad debts written off Recoveries of amounts previously written off Total individual provision Ratios Individual provision as a % of total gross advances Collective provision as a % of total gross advances Bad debts written off as a % of total gross advances Australia Asia Pacific, Europe and America 2009 $m 2008 $m 2009 $m 2008 $m New Zealand 2009 $m 2008 $m Net loans and advances and acceptances 2009 $m 2008 $m 487 2,140 (9) (65) (1,569) 64 1,048 214 794 (11) (23) (566) 79 487 48 101 (9) (1) (69) 5 75 9 59 12 – (38) 6 48 111 500 (4) (7) (227) 16 389 38 159 (1) (5) (95) 15 111 646 2,741 (22) (73) (1,865) 85 1,512 261 1,012 – (28) (699) 100 646 The Company Individual provision Balance at start of year Charge to income statement Adjustment for exchange rate fluctuations and transfers Discount unwind Bad debts written off Recoveries of amounts previously written off Total individual provision Australia Asia Pacific, Europe and America New Zealand Net loans and advances and acceptances 2009 $m 424 2,042 44 (65) (1,468) 49 1,026 2008 $m 165 710 (3) (23) (485) 60 424 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 35 27 (7) – (34) 1 22 7 33 7 – (15) 3 35 – 2 – – – – 2 – – – – – – 459 2,071 37 (65) (1,502) 50 – 1,050 2008 $m 172 743 4 (23) (500) 63 459 2 Includes the transfer of individual provisions of $49 million and collective provisions of $94 million from the Esanda Australia legal entity to the Company in 2009. Consolidated 2009 % 0.4 0.9 0.5 2008 % 0.2 0.8 0.2 Ratios Individual provision as a % of total gross advances Collective provision as a % of total gross advances Bad debts written off as a % of total gross advances Consolidated 2009 % 0.4 0.8 0.6 2008 % 0.2 0.8 0.2 106 ANZ Annual Report 2009 Financial Report 107 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 17: Shares in Controlled Entities, Associates and Joint Venture Entities Total shares in controlled entities Total shares in associates1 (refer note 39) Total shares in joint venture entities2 (refer note 40) Total shares in controlled entities, associates and joint venture entities Consolidated The Company 2009 $m – 2,712 1,853 4,565 2008 $m – 2,608 1,767 4,375 2009 $m 8,522 761 – 9,283 2008 $m 9,144 869 – 10,013 1 2 Investments in associates are accounted for in the consolidated financial statements using the equity method of accounting and are carried at cost by the parent entity. Investments in joint venture entities are accounted for in the consolidated financial statements using the equity method of accounting. ACQUISITIONS OF CONTROLLED ENTITIES There were no material controlled entities acquired during the year ended 30 September 2009 or the year ended 30 September 2008. DISPOSAL OF CONTROLLED ENTITIES There were no material controlled entities disposed of during the year ended 30 September 2009. During January – March 2008, the Group progressively disposed of 46% of its investment in Diversified Infrastructure Trust (DIT). A principal investment held by DIT was in Stadium Australia Group, which owns the long-term leasehold of the ANZ Stadium in Sydney. Due to the distribution of voting power to non-ANZ unit holders, ANZ no longer holds a controlling interest and de-consolidated DIT from 1 March 2008. Subsequent to de-consolidation, and as of September 2008, ANZ treats the remaining holding as an investment in associate (refer to note 39 for further details). Details of aggregate assets and liabilities of controlled entities disposed of by the Group are as follows: Net loans and advances Premises and equipment Shares in controlled entities Other assets, including allocated goodwill Deposits and other borrowings Payables and other liabilities Provisions for long-term employee benefits Less: Interest retained Net assets disposed Cash consideration received Provisions for warranties and indemnities Gain on disposal Net proceeds received resulting in cash inflow for the Group was as follows: Cash consideration received and direct costs relating to disposal Less: Balances of disposed cash and equivalents Inflow of cash from disposals, net of cash disposed Consolidated Carrying amount The Company Carrying amount 2009 $m – – – – – – – – – – – – – 2008 $m – 200 – 150 (123) (50) – 177 (98) 79 81 – 2 2009 $m n/a n/a – n/a n/a n/a n/a – – – – – – 2008 $m n/a n/a 174 n/a n/a n/a n/a 174 (97) 77 81 – 4 Consolidated The Company 2009 $m – – – 2008 $m 81 – 81 2009 $m – – – 2008 $m 81 – 81 18: Tax Assets Australia Current tax asset Deferred tax asset New Zealand Current tax asset Deferred tax asset Overseas Markets Current tax asset Deferred tax asset Total current and deferred tax assets Total current tax assets Deferred tax assets recognised in profit and loss Collective provision for impaired loans and advances Individual provision for impaired loans and advances Deferred fee income Provision for employee entitlements Other provisions Other Deferred tax assets recognised directly in equity Defined benefits obligation Available-for-sale revaluation reserve Cash flow hedges Set-off of deferred tax assets pursuant to set-off provisions1 Net deferred tax assets Unrecognised deferred tax assets The following deferred tax assets will only be recognised if: assessable income is derived of a nature and an amount sufficient to enable the benefit to be realised the conditions for deductability imposed by tax legislation are compiled with; and no changes in tax legislation adversely affect the Group in realising the benefit. Consolidated 2009 $m 2008 $m 586 214 800 107 – 107 – 289 289 680 – 680 129 98 227 – 259 259 1,196 693 1,166 809 882 445 108 130 325 217 850 218 87 130 288 170 The Company 2009 $m 601 194 795 – – – – 252 252 1,047 601 667 318 99 100 198 118 2008 $m 680 14 694 – – – – 225 225 919 680 650 165 65 99 187 110 2,107 1,743 1,500 1,276 70 49 37 156 47 58 – 105 57 48 43 148 40 50 – 90 (1,760) (1,491) (1,202) (1,127) 503 357 446 239 Unused realised tax losses (on revenue account) Total unrecognised deferred tax assets 8 8 7 7 – – – – 1 Deferred tax assets and liabilities are set-off where they relate to income tax levied by the same taxation authority on either the same taxable entity or different taxable entities within the same taxable group. 108 ANZ Annual Report 2009 Financial Report 109 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 19: Goodwill and Other Intangible Assets 20: Other Assets Goodwill Gross carrying amount Balances at start of the year Additions through business combinations Writedowns Derecognised on disposal Foreign currency exchange differences Balance at end of year1 Software and other intangible assets Gross carrying amount Balances at start of the year Additions Additions from internal developments Foreign currency exchange differences Impairment Balance at end of year Accumulated amortisation and impairment Balances at start of the year Amortisation expense2 (refer note 4) Foreign currency exchange differences Impairment Balance at end of year Net book value Balances at start of the year Balance at end of year Goodwill, software and other intangible assets Net book value Balances at start of the year Balance at end of year1 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 3,064 – – (4) (61) 2,999 1,447 3 411 (2) (34) 1,825 770 162 3 (7) 928 677 897 3,126 5 (4) – (63) 3,064 1,222 – 286 (2) (59) 1,447 671 134 1 (36) 770 551 677 3,741 3,896 3,677 3,741 – – – – – – – – – – – – 1,283 – 372 (3) (31) 1,621 1,087 – 256 (1) (59) 1,283 660 143 (4) (7) 792 623 829 623 829 576 120 – (36) 660 511 623 511 623 1 Excludes notional goodwill in equity accounted entities. 2 Comprises software amortisation expense of $155 million (September 2008: $127 million) and amortisation of other intangible assets $7 million (September 2008: $7 million). The Company comprises software amortisation expense of $140 million (September 2008: $115 million) and amortisation of other intangible assets $3 million (September 2008: $5 million). Goodwill allocated to cash-generating units The goodwill balance above largely comprises the goodwill purchased on acquisition of NBNZ holdings Limited in December 2003. Discussion of the goodwill and impairment testing for the cash generating unit containing this goodwill is included in note 2(vi). Accrued interest/prepaid discounts Accrued commissions Prepaid expenses Issued securities settlements Operating leases residual value Capitalised expenses Other Total other assets 21: Premises and Equipment Freehold and leasehold land and buildings At Cost Depreciation leasehold improvements At Cost Depreciation Furniture and equipment At Cost Depreciation Computer equipment At Cost Depreciation Capital works in progress At Cost Total premises and equipment Consolidated The Company 2009 $m 1,097 77 139 917 277 37 1,683 4,227 2008 $m 1,819 129 111 433 185 42 2,359 5,078 Consolidated 2009 $m 628 (218) 410 385 (229) 156 969 (613) 356 979 (748) 231 2008 $m 640 (208) 432 356 (202) 154 938 (568) 370 937 (722) 215 2009 $m 743 57 54 581 160 37 1,117 2,749 2008 $m 1,329 89 55 351 5 42 1,481 3,352 The Company 2009 $m 2008 $m 92 (42) 50 254 (150) 104 753 (459) 294 719 (550) 169 97 (42) 55 236 (127) 109 725 (418) 307 682 (527) 155 909 2,062 421 1,592 832 1,449 379 1,005 110 ANZ Annual Report 2009 Financial Report 111 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 21: Premises and Equipment (continued) 22: Deposits and Other Borrowings Reconciliations of the carrying amounts for each class of premises and equipment are set out below: Consolidated Freehold and leasehold land and buildings Carrying amount at beginning of year Additions Disposals Depreciation Foreign currency exchange difference Carrying amount at end of year leasehold improvements Carrying amount at beginning of year Additions Disposals Amortisation Foreign currency exchange difference Carrying amount at end of year Furniture and equipment Carrying amount at beginning of year Additions Disposals Depreciation Foreign currency exchange difference Carrying amount at end of year Computer equipment Carrying amount at beginning of year Additions Disposals Depreciation Foreign currency exchange difference Carrying amount at end of year Capital works in progress Carrying amount at beginning of year Net additions Carrying amount at end of year Total premises and equipment 2009 $m 432 41 (34) (18) (11) 410 154 46 (1) (38) (5) 156 370 67 (4) (72) (5) 356 215 110 (8) (84) (2) 231 421 488 909 2008 $m 634 82 (261) (22) (1) 432 125 55 (1) (27) 2 154 340 100 (4) (66) – 370 229 66 (1) (81) 2 215 165 256 421 The Company 2009 $m 2008 $m 55 6 – (4) (7) 50 109 23 – (27) (1) 104 307 50 (3) (58) (2) 294 155 78 (5) (58) (1) 169 379 453 832 58 2 (1) (4) – 55 89 41 (1) (21) 1 109 280 85 (4) (54) – 307 171 43 – (60) 1 155 141 238 379 2,062 1,592 1,449 1,005 Certificates of deposit Term deposits Other deposits bearing interest and other borrowings Deposits not bearing interest Commercial paper Borrowing corporations debt1 Total deposits and other borrowings Consolidated The Company 2009 $m 44,711 108,367 113,304 10,174 14,227 3,587 2008 $m 52,346 89,225 100,575 9,367 22,422 10,031 2009 $m 41,019 79,332 92,987 5,800 8,162 – 2008 $m 47,656 62,225 79,098 5,322 9,027 – 294,370 283,966 227,300 203,328 1 Included in this balance is debenture stock of controlled entities. $2.1 billion of debenture stock of the consolidated subsidiary company Esanda Finance Corporation Limited (Esanda), together with accrued interest thereon, is secured by a trust deed and collateral debentures, giving floating charges upon the undertaking and all the assets of the entity ($3.1 billion) other than land and buildings. All controlled entities of Esanda (except for some controlled entities which have been placed or are expected to be placed in voluntary de-registration and have minimal book value) have guaranteed the payment of principal, interest and other monies in relation to all debenture stock and unsecured notes issued by Esanda. The only loans pledged as collateral are those in Esanda and its subsidiaries. Effective from 18 March 2009, Esanda ceased to write new debentures. In addition, this balance also includes NZD 1.6 billion of secured debenture stock of the consolidated subsidiary UDC Finance Limited (UDC) and the accrued interest thereon which are secured by a floating charge over all assets of UDC (NZD 1.9 billion). 23: Income Tax Liabilities Australia and New Zealand Current tax payable Deferred tax liabilities Overseas Markets Current tax payable Deferred tax liabilities Total current and deferred income tax liability Total current tax payable Deferred tax liabilities recognised in profit and loss Lease finance Treasury instruments Capitalised expenses Other Deferred tax liabilities recognised directly in equity Cash flow hedges Foreign currency translation reserve Set-off of deferred tax liabilities pursuant to set-off provision1 Net deferred tax liability Unrecognised deferred tax liabilities The following deferred tax liabilities have not been bought to account as liabilities: Other unrealised taxable temporary differences2 Total unrecognised deferred tax liabilities Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m – – – 99 111 210 210 99 215 608 144 877 – – – 61 149 210 210 61 234 637 147 576 – – – 61 90 151 151 61 104 609 144 435 – – – 2 145 147 147 2 114 658 53 426 1,844 1,594 1,292 1,251 – 27 27 31 15 46 – – – 21 – 21 (1,760) (1,491) (1,202) (1,127) 111 149 90 145 67 67 46 46 31 31 11 11 1 Deferred tax assets and liabilities are set-off where they relate to income tax levied by the same taxation authority on either the same taxable entity or different taxable entities within the same taxable group. 2 Represents additional potential foreign tax costs should all retained earnings in offshore branches and subsidiaries be repatriated. 112 ANZ Annual Report 2009 Financial Report 113 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 26: Bonds and Notes Bonds and notes by currency United States dollars USD Great British pounds GBP Australian dollars AUD New Zealand dollars NZD Japanese Yen JPY Euro EUR hong Kong dollars hKD Swiss francs ChF Canadian dollars CAD Norwegian krone NOK Singapore dollars SGD Czech koruna CZK Total bonds and notes Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 22,199 4,202 2,822 1,522 7,512 13,208 2,727 2,015 684 53 230 86 57,260 24,783 7,263 2,984 1,414 5,644 17,365 3,230 2,560 1,692 53 240 95 67,323 14,031 3,218 2,772 73 7,436 13,208 2,690 1,713 684 53 69 86 46,033 15,940 5,608 2,934 131 4,853 15,479 2,975 2,246 1,692 53 65 95 52,071 24: Payables and Other Liabilities Creditors Accrued interest and unearned discounts Defined benefits plan obligations Accrued charges Security settlements Other liabilities Total payables and other liabilities 25: Provisions Employee entitlements1 Restructuring costs and surplus leased space2 Non-lending losses, frauds and forgeries3 Other Total provisions Consolidated The Company 2009 $m 1,689 2,448 246 1,028 765 1,599 7,775 2008 $m 2,808 3,563 154 734 379 1,805 9,443 2009 $m 1,295 1,771 200 780 652 1,308 6,006 2008 $m 2,392 2,561 132 499 318 949 6,851 Consolidated The Company 2009 $m 445 144 169 554 2008 $m 444 183 169 421 1,312 1,217 2009 $m 339 124 146 296 905 2008 $m 340 155 140 273 908 The Company 2009 $m 2008 $m 155 91 (77) (45) 124 140 29 (10) (13) 146 273 238 (155) (60) 296 32 153 (9) (21) 155 138 15 (5) (8) 140 241 263 (183) (48) 273 Reconciliations of the carrying amounts of each class of provision, except for employee entitlements, are set out below: Restructuring costs and surplus leased space2 Carrying amount at beginning of the year Provisions made during the year Payments made during the year Transfer/release of provision Carrying amount at the end of the year Non-lending losses, frauds and forgeries Carrying amount at beginning of the year Provisions made during the year Payments made during the year Transfer/release of provision Carrying amount at the end of the year Other provisions3 Carrying amount at beginning of the year Provisions made during the year Payments made during the year Transfer/release of provision Carrying amount at the end of the year Consolidated 2009 $m 183 111 (104) (46) 144 169 30 (12) (18) 169 421 476 (272) (71) 554 2008 $m 37 185 (15) (24) 183 186 37 (38) (16) 169 398 281 (186) (72) 421 1 The aggregate liability for employee benefits largely comprises employee entitlements provisions for annual leave and long service leave. 2 Restructuring costs and surplus leased space provisions arise from exit activities related to material changes in the scope of business undertaken by the Group or the manner in which that business is undertaken and includes termination benefits. Costs related to on-going activities are not provided for. Provision is made when the Group is demonstrably committed, it is probable that the costs will be incurred, though their timing is uncertain, and the costs can be reliably estimated. 3 Other provisions comprise various other provisions including loyalty programs, workers’ compensation and make-good provisions on leased premises. 114 ANZ Annual Report 2009 Financial Report 115 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 27: Loan Capital hybrid loan capital (subordinated)4 US Trust Securities USD 350m non-cumulative trust securities due 2053 USD 750m non-cumulative trust securities due 2053 UK Stapled Securities ANZ Convertible Preference Shares (ANZ CPS) Convertible Notes (ANZ CN) Perpetual subordinated notes 300m USD 835m NZD floating rate notes fixed rate notes1 Subordinated notes4 USD AUD AUD AUD USD AUD GBP EUR USD AUD AUD GBP NZD AUD AUD AUD AUD GBP NZD NZD GBP AUD AUD AUD AUD AUD EUR 79m 400m 380m 350m 400m 300m 200m 500m 250m 300m 300m 250m 350m 350m 350m 100m 100m 175m 250m 350m 400m 290m 210m 100m 365m 500m 750m floating rate notes due 2008 floating rate notes due 2010 floating rate notes due 20142 fixed notes due 20143 floating rate notes due 20152 fixed notes due 20153 fixed notes due 20152 fixed notes due 20153 floating rate notes due 20162 fixed notes due 20163 floating rate notes due 20162 fixed notes due 20163 fixed notes due 20163 fixed notes due 20172 floating rate notes due 20172 fixed notes due 20172 floating rate notes due 20172 fixed notes due 20172 fixed notes due 20172 fixed notes due 20172 fixed notes due 20183 fixed notes due 20173 floating rate notes due 20172 floating rate notes due 20172 floating rate notes due 20182 floating rate notes due 20182 fixed notes due 2019 Total loan capital loan capital by currency AUD NZD USD GBP EUR Australian dollars New Zealand dollars United States dollars Great British pounds Euro Interest Rate % 4.48 5.36 6.54 BBSW + 2.50 BBSW + 2.00 LIBOR + 0.15 9.66 LIBOR + 0.53 BBSW + 0.29 BBSW + 0.41 6.50 LIBOR + 0.20 6.00 5.625 4.45 LIBOR + 0.21 6.25 BBSW + 0.22 4.75 7.16 6.50 BBSW + 0.24 7.30 BBSW + 0.40 6.38 7.60 8.23 4.75 7.75 BBSW + 0.75 BBSW + 0.70 BBSW + 1.20 BBSW + 2.05 5.13 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 423 907 820 1,081 – 3,231 341 685 438 938 1,014 1,081 600 4,071 375 700 1,026 1,075 – 400 – – 455 304 372 830 284 299 300 479 287 350 350 100 100 349 205 287 724 289 210 100 365 500 1,233 9,172 12 400 380 350 500 297 446 892 313 298 300 555 293 349 350 100 100 403 204 293 821 289 210 100 365 500 – 9,120 397 853 820 1,081 – 3,151 341 – 341 – 400 – – 455 304 372 830 284 299 300 479 – 350 350 100 100 349 – – 724 289 210 100 365 500 1,233 8,393 438 938 1,014 1,081 600 4,071 375 – 375 12 400 380 350 500 297 446 892 313 298 300 555 – 349 350 100 100 403 – – 821 289 210 100 365 500 – 8,330 13,429 14,266 11,885 12,776 4,748 1,464 2,410 2,744 2,063 6,069 1,490 2,576 3,239 892 4,748 – 2,330 2,744 2,063 6,069 – 2,576 3,239 892 13,429 14,266 11,885 12,776 1 Fixed until the first call date, 18 April 2013, whereupon the rate resets to the Five Year Swap Rate +2.00, if not called and remains fixed until the next call date, 18 April 2018 whereupon reverts to floating at the Three month FRA rate +3.00 and is calculable quarterly thereafter. 2 Callable five years prior to maturity. 3 Callable five years prior to maturity and reverts to floating rate if not called. 4 Included within the carrying amount are, where appropriate, revaluations associated with fair value hedge accounting or an election to fair value the note through the income statement. Loan capital is subordinated in right of payment to the claims of depositors and all other creditors of the Company and its controlled entities which have issued the notes. The loan capital, except for the US Trust Securities, UK Stapled Securities and ANZ CPS constitutes Tier 2 capital as defined by APRA for capital adequacy purposes. US Trust Securities constitute innovative Tier 1 capital, as defined by APRA, for capital adequacy purposes. UK Stapled Securities and ANZ CPS constitute non-innovative Tier 1 capital, as defined by APRA, for capital adequacy purposes. 27: Loan Capital (continued) US TRUST SECURITIES On 27 November 2003, the Company issued 1.1 million USD non-cumulative Trust Securities (“US Trust Securities”) at USD1,000 each pursuant to an offering memorandum dated 19 November 2003 raising USD1.1 billion. US Trust Securities comprise two fully paid securities – an interest paying unsecured note (issued by Samson Funding Limited, a wholly owned NZ subsidiary of the Company) and a fully paid USD1,000 preference share (issued by the Company), which are stapled together and issued as a US Trust Security by ANZ Capital Trust I or ANZ Capital Trust II (the “Trusts”). Investors have the option to redeem the US Trust Security from the Trusts and hold the underlying stapled security. The issue was made in two tranches: USD350 million tranche with a coupon of 4.48% and was issued through ANZ Capital Trust I. After 15 January 2010 and at any coupon date thereafter, ANZ has the discretion to redeem the US Trust Security for cash. If it does not exercise this discretion, the investor is entitled to require ANZ to exchange the US Trust Security into a number of ordinary shares based on the formula in the offering memorandum. USD750 million tranche with a coupon of 5.36% and was issued through ANZ Capital Trust II. It has the same conversion features as the USD350 million tranche but from 15 December 2013. Distributions on US Trust Securities are non-cumulative and are payable half yearly in arrears and are funded by payments received by the respective Trusts on the underlying note. Distributions are subject to certain payment tests (i.e. APRA requirements and distributable profits being available). Distributions are expected to be payable on 15 June and 15 December of each year. Dividends are not payable on the preference share while it is stapled to the note. If distributions are not paid on the US Trust Securities, the Group may not pay dividends or distributions, or return capital on ANZ ordinary shares or any other share capital or security ranking equal or junior to the preference share component. At any time in the Company’s discretion or upon the occurrence of certain other “conversion events”, such as the failure of the respective Trust to pay in full a distribution within seven business days of the relevant distribution payment date, the notes that are represented by the relevant US Trust Securities will be automatically assigned to a subsidiary of the Company and the preference shares that are represented by the relevant US Trust Securities will be distributed to investors in redemption of such US Trust Securities. The distributed preference shares will immediately become dividend paying and holders will receive non-cumulative dividends equivalent to the scheduled payments in respect of the US Trust Securities for which the preference shares were distributed. If the US Trust Securities are not redeemed or bought back prior to the 15 December 2053, they will be converted into preference shares, which in turn will be mandatorily converted into a variable number of ordinary shares based upon the formula in the offering memorandum. The preference shares forming part of the US Trust Securities rank equal to the preference shares issued in connection with the UK Stapled Securities, ANZ CPS, ANZ CN and Euro Trust Securities in all respects. Except in limited circumstances, holders of US Trust Securities do not have any right to vote in general meetings of the Company. On winding up of the Company, the rights of US Trust Security holders will be determined by the preference share component of US Trust Security. These preference shares rank behind all depositors and creditors, but ahead of ordinary shareholders. The US Trust Securities qualify as Innovative Tier 1 capital as defined by APRA. UK STAPLED SECURITIES On 15 June 2007, the Company issued 9,000 non-cumulative, mandatory convertible stapled securities (“UK Stapled Securities”) at £50,000 each pursuant to a prospectus dated 12 June 2007 raising £450 million. UK Stapled Securities comprise two fully paid securities – an interest paying unsecured subordinated £50,000 note issued by the Company through its New York Branch and a £50,000 preference share issued by the Company, which are stapled together. Distributions on UK Stapled Securities are non-cumulative and are payable half yearly in arrears at a fixed rate of 6.54% (until converted into ordinary shares or the rate is reset as provided in the prospectus). Distributions are subject to certain payment tests (including APRA requirements and distributable profits being available). Distributions are expected to be payable on 15 June and 15 December of each year. Dividends are not payable on a preference share while it is stapled to a note. If distributions are not paid on UK Stapled Securities, the Group may not pay dividends or distributions, or return capital, on ANZ ordinary shares or any other share capital or security ranking equal or junior to the preference share component. At any time in the Company’s discretion or upon the occurrence of certain other events, such as the commencement of proceedings for the winding up of the Company, the note component of the UK Stapled Security will be assigned to the Company and the holder will retain only the preference share component of the UK Stapled Security. On 15 June 2012 (“conversion date”), or an earlier date under certain circumstances, UK Stapled Securities will mandatorily convert into a variable number of ordinary shares in the Company determined in accordance with the formula in the prospectus. The mandatory conversion to ordinary shares is however deferred for five years if the conversion tests set out in the prospectus are not met. The preference shares forming part of the UK Stapled Securities rank equally with the preference shares issued in connection with US Trust Securities, ANZ CPS, ANZ CN and Euro Trust Securities. Except in limited circumstances, holders of UK Stapled Securities do not have any right to vote in general meetings of the Company. As noted above, in a winding up of the Company, the note component of the UK Stapled Security will be assigned to the Company and the holder will retain only the preference share component of the UK Stapled Security. Accordingly, the rights of investors in UK Stapled Securities in a winding up of the Company are the rights conferred by the preference share component of UK Stapled Securities. These preference shares rank behind all depositors and creditors, but ahead of ordinary shareholders. The UK Stapled Securities qualify as Non-innovative Tier 1 capital as defined by APRA. 116 ANZ Annual Report 2009 Financial Report 117 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 27: Loan Capital (continued) ANZ CONVERTIBLE PREFERENCE ShARES (ANZ CPS) On 30 September 2008, the Company issued 10.8 million ANZ CPS at $100 each pursuant to a prospectus dated 4 September 2008 raising $1,081 million (excluding issue costs of $13 million: net raising of $1,068 million). ANZ CPS are fully-paid, preferred, non-cumulative mandatorily convertible preference shares. ANZ CPS are listed on the Australian Stock Exchange. Distributions on ANZ CPS are non-cumulative and are payable quarterly in arrears on each 15 December, 15 March, 15 June, 15 September and will be franked in line with the franking applied to the ordinary shares. The distribution will be based on a floating distribution rate equal to the aggregate of the 90 day bank bill rate plus a 250 basis point margin, multiplied by one minus the Australian tax rate. At each quarter, the 90 day bank bill rate is reset for the next quarter. Should the distribution not be fully franked, the terms of the security provide for a cash gross up for the amount of the franking benefit not provided. Distributions are subject to the absolute discretion of the Board of Directors of the Company and certain payment tests (including APRA requirements and distributable profits being available). If distributions are not paid on ANZ CPS, the Group may not pay dividends or distributions, or return capital on ANZ ordinary shares or any other share capital or security ranking equal or junior to the ANZ CPS. On 16 June 2014 (the ‘conversion date’), or an earlier date under certain circumstances, ANZ CPS will mandatorily convert into a variable number of ordinary shares in the Company determined in accordance with the formula in the prospectus based on $100 divided by the average market price of ordinary shares over a 20 day trading period ending at the conversion date less a 2.5% discount. The mandatory conversion to ordinary shares is however deferred for a quarter if the conversion tests set out in the prospectus are not met. The ANZ CPS rank equally with the ANZ CNs and the preference shares issued in connection with US Trust Securities, UK Stapled Securities and Euro Trust Securities. Except in limited circumstances, holders of ANZ CPS do not have any right to vote in general meeting of the Company. In a winding up of the Company, the ANZ CPS rank behind all depositors and creditors, but ahead of ordinary shareholders. ANZ CPS qualify as Non-innovative Residual Tier 1 capital as defined by APRA. CONVERTIBLE NOTES On 26 September 2008, the Company through its New York branch issued 1,200 Convertible Notes at an issue price of $500,000 each. The Convertible Notes were perpetual, subordinated and non- cumulative, pay floating rate interest payments and could convert into ANZ ordinary shares on 28 September 2009 or each following quarterly interest payment date, at the holders option, or earlier following the occurrence of certain events. ANZ redeemed the Convertible Notes on 28 September 2009. 28: Share Capital Numbers of issued shares Ordinary shares each fully paid Preference shares each fully paid Total number of issued shares The Company 2009 2,504,540,925 500,000 2,505,040,925 2008 2,040,656,484 500,000 2,041,156,484 ORDINARY ShARES Ordinary shares have no par value and entitle holders to receive dividends payable to ordinary shareholders and to participate in the proceeds available to ordinary shareholders on winding up of the Company in proportion to the number of fully paid ordinary shares held. On a show of hands every holder of fully paid ordinary shares present at a meeting in person or by proxy is entitled to one vote, and upon a poll one vote for each share held. Numbers of issued shares Balance at start of the year Bonus option plan1 Dividend Reinvestment Plan1 Dividend Reinvestment Plan underwriting ANZ employee share acquisition plan ANZ share option plan2 Conversion of StEPS Share placement and Share Purchase Plan5,6,7 Balance at end of year Ordinary share capital Balance at start of the year Dividend Reinvestment Plan1 Dividend Reinvestment Plan underwriting ANZ employee share acquisition plan2 Treasury shares3,4 ANZ share option plan2 Conversion of StEPS Share placement and Share Purchase Plan5,6,7 Balance at end of year The Company 2009 2,040,656,484 3,928,449 52,386,890 75,000,000 6,224,007 818,805 – 325,526,290 2008 1,864,678,820 2,838,335 42,546,446 61,534,092 2,975,312 4,115,132 61,968,347 – 2,504,540,925 2,040,656,484 Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 12,589 742 1,046 99 – 14 – 4,661 8,946 1,019 1,487 80 (10) 67 1,000 – 12,589 742 1,046 99 – 14 – 4,661 8,946 1,019 1,487 80 (10) 67 1,000 – 19,151 12,589 19,151 12,589 1 Refer to note 7 for details of plan. 2 Refer to note 46 for details of plan. 3 On-market purchase of shares for settlement of amounts due under share-based compensation plans. In addition, 5,948,457 shares were issued during the September 2009 year to the Group’s Employee Share Trust for settlement of amounts due under share-based compensation plans (2008: 2,356,857). 4 As at 30 September 2009, there were 7,721,314 Treasury shares outstanding (2008: 4,374,248). 5 On 3 June 2009, shares were issued under a placement to institutions and sophisticated and professional investors. The share placement was made at a fully underwritten offer price of $14.40 per share. The placement was underwritten by Deutsche Bank AG, Sydney Branch, J.P Morgan Australia Limited and UBS AG, Australia Branch. 6 On 13 July 2009 shares were issued to eligible shareholders in accordance with the terms and conditions of the Share Purchase Plan released to the ASx on 10 June 2009. The shares were issued at a price of $14.40 per share. Includes capital raising costs of $25 million. 7 118 ANZ Annual Report 2009 Financial Report 119 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 28: Share Capital (continued) PREFERENCE ShARES Euro Trust Securities On 13 December 2004, the Company issued 500,000 Euro Floating Rate Non-cumulative Trust Securities (“Euro Trust Securities”) at €1,000 each pursuant to the offering circular dated 9 December 2004, raising $871 million (at the spot rate at the date of issue, net of issue costs). Euro Trust Securities comprise two fully paid securities – an interest paying unsecured note (issued by ANZ Jackson Funding PLC, a United Kingdom subsidiary of the Company) and a fully paid, €1,000 preference share (issued by the Company), which are stapled together and issued as a Euro Trust Security by ANZ Capital Trust III (the Trust). Investors have the option to redeem the Euro Trust Security from the Trust and hold the underlying stapled security. Distributions on Euro Trust Securities are non-cumulative and are payable quarterly in arrears and are funded by payments received by the Trust on the underlying note and/or preference share. The distribution is based upon a floating distribution rate equal to the 3 month EURIBOR rate plus a 66 basis point margin up until 15 December 2014, after which date the distribution rate is the 3 month EURIBOR rate plus a 166 basis point margin. At each payment date the 3 month EURIBOR rate is reset for the next quarter. Distributions are subject to certain payment tests (i.e. APRA requirements and distributable profits being available). Distributions are expected to be payable on 15 March, 15 June, 15 September and 15 December of each year. Dividends are not payable on the preference shares while they are stapled to the note, except for the period after 15 December 2014 when the preference share will pay 100 basis points to fund the increase in the margin. If distributions are not paid on Euro Trust Securities, the Group may not pay dividends or distributions, or return capital on ANZ ordinary shares or any other share capital or security ranking equal or junior to the preference share component. Preference share balance at start of year – Euro Trust Securities Preference share balance at end of year – Euro Trust Securities At any time at ANZ’s discretion or upon the occurrence of certain other “conversion events”, such as the failure of the Trust to pay in full a distribution within seven business days of the relevant distribution payment date or the business day prior to 15 December 2053, the notes that are represented by the relevant Euro Trust Securities will be automatically assigned to a Branch of the Company and the fixed number of preference shares that are represented by the relevant Euro Trust Securities will be distributed to investors in redemption of such Euro Trust Securities. The distributed preference shares will immediately become dividend paying and holders will receive non-cumulative dividends equivalent to the scheduled payments in respect of the Euro Trust Securities for which the preference shares were distributed. The preference shares forming part of each Euro Trust Security rank equal to the ANZ Convertible Preference Shares (ANZ CPS) and the preference shares issued in connection with the US Trust Securities and UK Stapled Securities in all respects. Except in limited circumstances, holders of Euro Trust Securities do not have any right to vote in general meetings of the Company. On winding up of the Company, the rights of Euro Trust Security holders will be determined by the preference share component of the Euro Trust Security. These preference shares rank behind all depositors and creditors, but ahead of ordinary shareholders. The transaction costs arising on the issue of these instruments were recognised directly in equity as a reduction to the proceeds of the equity instruments to which the costs relate. Euro Trust Securities qualify as Innovative Tier 1 Capital as defined by APRA. 29: Reserves and Retained Earnings a) Foreign currency translation reserve Balance at beginning of the year Currency translation adjustments, net of hedges after tax Total foreign currency translation reserve b) Share option reserve1 Balance at beginning of the year Share-based payments Transfer of options lapsed to retained earnings2 Total share option translation reserve c) Available-for-sale revaluation reserve Balance at beginning of the year Valuation gain/(loss) recognised after tax Cumulative (gain)/loss transferred to the income statement Transfer on step acquisition of associate Total available-for-sale revaluation reserve d) hedging reserve Balance at beginning of the year Gains/(loss) recognised after tax Transfer (to)/from income statement Total hedging reserve Total reserves 1 Further information about share based payments to employees is disclosed in note 46 to the financial statements. 2 The transfer of balances from the share option and capital reserves to retained earnings represent items of a distributable nature. Consolidated The Company 2009 $m 871 871 2008 $m 871 871 2009 $m 871 871 2008 $m 871 871 Retained earnings Balance at beginning of the year Profit attributable to shareholders of the Company Adjustment on step acquisition of associate Transfer of options lapsed from share option reserve1,2 Acturial gain/(loss) on defined benefit plans after tax3 Ordinary share dividend paid Preference share dividend paid Retained earnings at end of year Total reserves and retained earnings Consolidated 2009 $m 2008 $m (816) (909) (1,725) (1,209) 393 (816) 83 9 (23) 69 (88) 29 18 – (41) 79 (106) (63) (90) (1,787) 70 14 (1) 83 97 (305) 60 60 (88) 153 (39) (35) 79 (742) The Company 2009 $m (153) (283) (436) 83 9 (23) 69 (56) 20 18 – (18) 51 (97) (63) (109) (494) 2008 $m (407) 254 (153) 70 14 (1) 83 93 (272) 63 60 (56) 80 (34) 5 51 (75) Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 13,772 2,943 – 23 (124) (2,452) (33) 14,129 12,342 13,082 3,319 1 1 (79) (2,506) (46) 13,772 13,030 10,207 2,285 – 23 (113) (2,452) – 9,950 9,456 9,436 3,336 – 1 (60) (2,506) – 10,207 10,132 1 Further information about share based payments to employees is disclosed in note 46 to the financial statements. 2 The transfer of balances from the share option, general and capital reserves to retained earnings represent items of a distributable nature. 3 ANZ has taken the option available under AASB 119 to recognise actuarial gains/losses on defined benefit superannuation plans directly in retained profits (refer note 1F(vi) and note 45). 120 ANZ Annual Report 2009 Financial Report 121 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 29: Reserves and Retained Earnings (continued) a) Foreign currency translation reserve The translation reserve comprises exchange differences, net of hedges, arising on translation of the financial statements of foreign operations, as described in note 1A(viii). When a foreign operation is sold, attributable exchange differences are recognised in the Income Statement. b) Share option reserve The share option reserve arises on the grant of share options to selected employees under the ANZ share option plan. Amounts are transferred out of the reserve and into share capital when the options are exercised. Refer to note 1C(iii). c) Available-for-sale revaluation reserve Changes in the fair value and exchange differences on the revaluation of available-for-sale financial assets are taken to the available-for-sale revaluation reserve. Where a revalued available-for-sale financial asset is sold, that portion of the reserve which relates to that financial asset, is realised and recognised in the Income Statement. Where the available-for-sale financial asset is impaired, that portion of the reserve which relates to that asset is recognised in the Income Statement. Refer to note 1E(iii). d) hedging reserve The hedging reserve represents hedging gains and losses recognised on the effective portion of cashflow hedges. The cumulative deferred gain or loss on the hedge is recognised in the Income Statement when the hedged transaction impacts the Income Statement. Refer to note 1E(ii). 30: Minority Interests Share capital Retained profit Total Minority Interests 31: Capital Management Consolidated 2009 $m 39 26 65 2008 $m 29 33 62 ANZ pursues an active approach to capital management, which is designed to protect the interests of depositors, creditors and shareholders. This involves the on-going review and Board approval of the level and composition of the Group’s capital base, assessed against the following key policy objectives: Regulatory compliance such that capital levels exceed the Australian Prudential Regulation Authority’s (APRA), ANZ’s primary prudential supervisor, minimum prudential capital ratios (PCRs) both at Level 1 (the Company and specified subsidiaries) and Level 2 (ANZ consolidated under Australian prudential standards); Capital levels are aligned with the risks in the business and to meet strategic and business development plans through ensuring that available capital (i.e. shareholders’ equity including preference shares and Tier 1 loan capital) exceeds the level of Economic Capital required to support the Ratings Agency ‘default frequency’ confidence level for a “AA” credit rating category bank. Economic Capital is an internal estimate of capital levels required to support risk and unexpected losses above a desired target solvency level; Capital levels are commensurate with ANZ maintaining its preferred “AA” credit rating category for senior long term unsecured debt given its risk appetite outlined in its strategic plan. ANZ’s risk appetite is the level of risk ANZ is prepared to accept in order to achieve its strategic objectives, expressed quantitatively in terms of limits and tolerances that provides a scale against which management can review ANZ’s risk profile, and as set by the Board and directs Regions in the execution of their strategic objectives; and An appropriate balance between maximising shareholder returns and prudent capital management principles. The Group achieves these objectives through an Internal Capital Adequacy Assessment Process (ICAAP) whereby the Group conducts detailed strategic and capital planning over a medium term time horizon. Annually, ANZ conducts a detailed strategic planning process over a three year time horizon, the outcomes of which are embodied in the Strategic Plan. This process involves forecasting key economic variables which regions use to determine key financial data for their existing business. New strategic initiatives to be undertaken over the planning period and their financial impact are then determined. These processes are used for the following: Review capital ratios, targets, and levels of different classes of capital against the Group’s risk profile and risk appetite outlined in the Strategic Plan. The Group’s capital targets reflect the key policy objectives above, and the desire to ensure that under specific stressed economic scenarios that capital levels are sufficient to remain above both Economic Capital and PCR requirements. Stress tests are performed under different economic conditions to ensure a comprehensive review of the Group’s capital position both before and after mitigating actions. The stress tests determine the level of additional capital (i.e. the ‘capital buffer’ above Pillar 1 minimum capital) needed to absorb losses that may be experienced during an economic downturn. Stress testing is integral to strengthening the predictive approach to risk management and is a key component in managing risks, asset writing strategies and business strategies. It creates greater understanding of the impacts on financial performance through modelling relationships and sensitivities between geographic, industry and business unit exposures under a range of macro economic scenarios. ANZ has a dedicated stress testing team within Risk Management that models and reports to management and the ANZ Board’s Risk Committee on a range of scenarios and stress tests. 31: Capital Management (continued) Results are subsequently used to: recalibrate the Group’s management targets for minimum and operating ranges for its respective classes of capital such that the Group will remain compliant with APRA’s PCRs; and identify the level of organic capital generation and hence determine current and future capital requirements for the Company (Level 1) and the Group (Level 2). From these processes, a Capital Plan is developed and approved by the Board which identifies the capital issuance and maturity profile, options around capital products, timing, markets and strategies under differing market and economic conditions. The Capital Plan is maintained and updated through a monthly review of forecast financial performance, economic conditions and development of business initiatives and strategies. The Board and senior management are provided with monthly updates of the Group’s capital position. Any actions required to ensure ongoing prudent capital management are submitted to the Board for approval. Regulatory environment The Group’s regulatory capital calculation is governed by APRA’s Prudential Standards which adopt a risk-based capital assessment framework based on the Basel II capital measurement standards. This risk-based approach requires eligible capital to be divided by total risk weighted assets (RWAs), with the resultant ratio being used as a measure of a bank’s capital adequacy. APRA determines PCRs for Tier 1 and Total Capital, with capital as the numerator and RWAs as the denominator. To ensure that ADIs are adequately capitalised on both a stand-alone and group basis, APRA adopts a tiered approach to the measurement of an ADI’s capital adequacy by assessing the ADIs financial strength at three levels: Level 1 – the ADI on a stand-alone basis (i.e. the Company and approved subsidiaries which are consolidated to form the ADIs’ Extended Licensed Entity); Level 2 – the consolidated banking group (i.e. the consolidated financial group less certain subsidiaries and associates excluded under the prudential standards); and Level 3 – the conglomerate group at the widest level. ANZ is a Level 1 and Level 2 reporter and measures capital adequacy monthly on a Level 1 and Level 2 basis, and is not required to report on a Level 3 basis. Regulatory capital is divided into Tier 1, carrying the highest capital elements, and Tier 2, which has lower capital elements, but still adds to the overall strength of the ADI. Tier 1 capital is comprised of ‘Fundamental’ capital, ‘Residual’ capital, and Tier 1 deductions. Fundamental capital comprises shareholder’s equity adjusted for items which APRA does not allow as regulatory capital or classifies as lower forms of regulatory capital. Fundamental capital includes the following significant adjustments: Reserves exclude the hedging reserve and available-for-sale revaluation reserve, and reserves of insurance and funds management subsidiaries and associates; Retained earnings excludes retained earnings of insurance and funds management subsidiaries and associates and includes capitalised deferred fees forming part of loan yields that meet the criteria set out in the prudential standard; and Current year net of tax earnings is net of any interim and special dividends paid during the current year and the expected final dividend payment, net of the expected dividend reinvestment under the Dividend Reinvestment Plan and Bonus Option Plan, and excludes profits of insurance and funds management subsidiaries and associates. Residual capital covers non-innovative and innovative hybrid Tier 1 instruments with limits restricting the volume that can be counted as Tier 1 capital. Tier 1 deductions include amounts deducted solely from Tier 1, mainly intangible assets i.e. goodwill and capitalised software, capitalised brokerage and borrowing expenses and net deferred tax assets, and deductions taken 50% from Tier 1 and 50% from Tier 2, which mainly includes the tangible component of investment in other subsidiaries and associates regulated by APRA, or their overseas equivalent, and the amount of Expected Losses (EL) in excess of Eligible Provisions for Loan Losses (net of tax). Tier 2 capital is comprised of Upper and Lower Tier 2 capital less capital deductions taken 50% from Tier 2 capital. Upper Tier 2 capital mainly comprises perpetual subordinated debt instruments, whilst Lower Tier 2 includes dated subordinated debt instruments which have a minimum term of five years. Total Capital is the sum of Tier 1 capital and Tier 2 capital. In addition to the prudential capital oversight that APRA conducts over the Company and the Group, the Company’s branch operations and major banking subsidiary operations are overseen by local regulators such as the Reserve Bank of New Zealand, the US Federal Reserve and the UK Financial Services Authority who may impose minimum capitalisation rates on those operations. Throughout the financial year, the Company and the Group maintained compliance with the minimum Tier 1 and Total Capital ratios set by APRA and the US Federal Reserve as well as applicable capitalisation rates set by regulators in countries where the Company operates branches and subsidiaries. 122 ANZ Annual Report 2009 Financial Report 123 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 31: Capital Management (continued) 32: Assets Charged as Security for Liabilities and Collateral Accepted as Security for Assets The table below provides the composition of capital used for regulatory purposes and capital adequacy ratios. Regulatory Capital – Qualifying Capital Tier 1 Shareholders’ equity and minority interests Prudential adjustments to shareholders’ equity Fundamental Tier 1 capital Non-innovative Tier 1 capital instruments Innovative Tier 1 capital instruments Gross Tier 1 capital Deductions1 Tier 1 capital Tier 2 Upper Tier 2 capital Subordinated notes2 Deductions Tier 2 capital Total qualifying capital Capital adequacy ratios Tier 1 Tier 2 Total 2009 $m 2008 $m 32,429 (2,341) 30,088 1,901 2,122 34,111 (7,492) 26,619 1,390 9,082 (2,661) 7,811 26,552 (2,409) 24,143 2,095 2,847 29,085 (7,856) 21,229 1,374 9,170 (1,206) 9,338 34,430 30,567 10.6% 3.1% 13.7% 7.7% 3.4% 11.1% Includes goodwill (excluding associates) of $2,999 million (2008: $3,064 million). 1 2 For capital adequacy calculation, subordinated note issues are reduced by 20% of the original amount over the last four years to maturity and are limited to 50% of Tier 1 capital. Assets charged as security for liabilities The following assets are pledged as collateral: Mandatory reserve deposits with local central banks in accordance with statutory requirements. These deposits are not available to finance the Group’s day to day operations. Securities provided as collateral for liabilities in standard lending and stock borrowing and lending activities. These transactions are conducted under terms that are customary to standard lending, and stock borrowing and lending activities. Debenture undertakings covering the assets of Esanda Finance Corporation Limited (Esanda) and its subsidiaries and UDC Finance Limited (UDC). The debenture stock of Esanda and its subsidiaries and UDC is secured by a trust deed and collateral debentures, giving floating charges upon the undertaking of all the tangible assets of the entity, other than land and buildings. All controlled entities of Esanda and UDC have guaranteed the payment of principal, interest and other monies in relation to all debenture stock and unsecured notes issued by Esanda and UDC respectively. The only loans pledged are those in UDC and its subsidiaries. Cash placed on deposit with a third party that is provided as collateral for a liability in a structured funding transaction. The funding was raised through a subsidiary, and to achieve more favourable pricing terms, ANZ provided cash collateral, given by the Company. Collateral provided to central banks. The carrying amounts of assets pledged as security are as follows: Regulatory deposits Securities sold under arrangements to repurchase Assets pledged as collateral under debenture undertakings Cash deposited in structured funding transaction Other Consolidated The Company Carrying Amount Related liability Carrying Amount Related liability 2009 $m 509 3,586 4,665 1,080 97 2008 $m 469 1,696 15,566 918 – 2009 $m n/a 3,586 3,398 2,006 – 2008 $m n/a 1,654 9,902 2,000 – 2009 $m 330 1,974 – 1,080 97 2008 $m 298 1,615 – 918 – 2009 $m n/a 1,974 – – – 2008 $m n/a 1,573 – – – Collateral accepted as security for assets ANZ has accepted cash as collateral on securities loaned to other parties. ANZ has received securities that it is permitted to sell or re-pledge without the event of default by a counterparty. Where the received securities are sold or re-pledged to third parties, ANZ is obliged to return equivalent securities. These transactions are conducted under terms that are customary to standard stock borrowing and lending activities. The fair value of collateral received and provided is as follows: Securities lending activities1 Cash collateral received on securities loaned Fair value of lent securities Equity financing activities1 Cash collateral received on securities borrowed Fair value of received securities Consolidated The Company 2009 $m 746 740 – – 2008 $m 2,096 2,093 94 98 2009 $m 746 740 – – 2008 $m 2,096 2,093 94 98 1 Additionally, ANZ has entered transactions involving the exchange of securities (scrip-for-scrip). The Group and the Company accepted stock to the value of $nil (2008: $105 million) against stock provided to counterparties to the value of $nil (2008: $86 million). 124 ANZ Annual Report 2009 Financial Report 125 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management STRATEGY IN USING FINANCIAL INSTRUMENTS Financial instruments are fundamental to the Group’s business, constituting the core element of its operations. Accordingly, the risks associated with financial instruments are a significant component of the risks faced by the Group. Financial instruments create, modify or reduce the credit, market (including traded or fair value risks and non-traded or interest and foreign currency related risks) and liquidity risks of the Group’s balance sheet. These risks and the Group’s policies and objectives for managing such risks are outlined below. The Group’s overall risk management programme focuses on the unpredictability of financial markets and seeks to minimise potential adverse effects on the financial performance of the Group. CREDIT RISK Credit risk is the risk of financial loss from counterparties being unable to fulfil their contractual obligations. The Group assumes credit risk in a wide range of lending and other activities in diverse markets and in many jurisdictions. The credit risks arise not only from traditional lending to customers, but also from inter-bank, treasury, international trade and capital market activities around the world. The Group has an overall lending objective of sound growth for appropriate returns. The credit risk objectives of the Group are set by the Board and are implemented and monitored within a tiered structure of delegated authority, designed to oversee multiple facets of credit risk, including asset writing strategies, credit policies/controls, single exposures, portfolio monitoring and risk concentrations. The credit risk management framework exists to provide a structured and disciplined process to support those objectives. The integrity of the credit risk function is maintained by the independence of the credit chain and is supported by comprehensive risk analysis, risk tools, monitoring processes and policies. CREDIT RISK MANAGEMENT The credit risk management framework ensures a consistent approach is applied across the Group in managing, maintaining and monitoring the credit risk appetite set by the Board. In discharging its duty to oversee credit risk, the Board is assisted and advised by the Board Risk Committee, which oversees the effectiveness of the operational credit controls and processes. The Board Risk Committee sets or recommends high level changes to credit risk appetite, credit strategies, credit principles and credit controls, as well as approving credit transactions beyond the discretion of executive management. Responsibility for the day-to-day operational execution and management of the credit risk framework resides with the Credit and Market Risk Committee (CMRC), which is an executive management committee comprising senior risk, business and group executives, chaired by the Chief Risk Officer. CMRC receives a delegated discretion from the Board Risk Committee to set credit policies, review divisional credit risk appetite and make credit decisions within set limits. CMRC also further delegates credit responsibility to the broader organization, based on a combination of factors, including size of risk, level of risk, nature of counterparty, collateral support, risk concentration limits, location of risk and expertise of specific credit points. Experienced and specialised risk professionals manage the credit risk framework. Skills vary greatly depending on the nature of the credit risk being managed and range widely from statistical modelling expertise required to build, validate and monitor retail decision tools; to making single judgmental credit decisions in specialist Institutional segments that require expert knowledge of not only the specific industry, but also an understanding of the risks inherent in complex financial instruments and structures in a time of volatile and uncertain financial markets. The central risk function is broadly charged with the responsibility of monitoring and assessing both counterparty and portfolio risks. Credit risk operates in close partnership with credit originators, but reports independently to the risk management function, which in turn reports directly to the CEO. Although credit risk is an independent function, responsibility for risk is firmly a shared responsibility of both the risk and relationship functions. COUNTRY RISK MANAGEMENT Some customer credit risks involve country risk whereby actions or events at a national or international level could disrupt servicing of commitments. Country risk arises when payment or discharge of an obligation will, or could, involve the flow of funds from one country to another or involve transactions in a currency other than the domestic currency of the relevant country. Country ratings are assigned to each country where ANZ incurs country risk and have a direct bearing on ANZ’s risk appetite for each country. The country rating is determined through a defined methodology based around external ratings agencies’ ratings and internal specialist opinion. It is also a key risk consideration in ANZ’s capital pricing model for cross border flows. The recording of country limits provides the Group with a means to identify and control country risk. Country limits ensure that there is a country-by-country ceiling on exposures that involve country risk. They are recorded by time to maturity and purpose of exposure e.g. trade, markets, project finance. Country limits are managed centrally for the Group, through a global country risk exposure management system managed by a specialist unit within Institutional Risk. 33: Financial Risk Management (continued) PORTFOLIO STRESS TESTING Stress testing is integral to strengthening the predictive approach to risk management and is a key component in managing risk appetite, asset writing strategies and business strategies. It creates greater understanding of impacts on financial performance through modelling relationships and sensitivities between geographic, industry and business unit exposures under a range of macro economic scenarios. ANZ has a dedicated stress testing team within Risk Management that models and reports periodically to management and the Board Risk Committee on a range of scenarios and stress tests. PORTFOLIO ANALYSIS AND REPORTING Credit portfolios are actively monitored at each layer of the risk structure to ensure credit deterioration is quickly detected and mitigated through the implementation of remediation strategies. All businesses incurring credit risk undertake regular and comprehensive analysis of their credit portfolios. Issue identification and adherence to performance benchmarks are reported to risk and business executives through a series of reporting processes, which include a monthly ‘asset quality’ reporting function closely supported and overseen by the Group Risk function. This ensures an efficient and independent conduit exists to quickly identify and communicate emerging credit issues to Group executives and the Board. COLLATERAL MANAGEMENT ANZ credit principles specify to only lend when the counterparty has the capacity and ability to repay and the Group sets limits on the acceptable level of credit risk. Acceptance of credit risk is firstly based on the counterparty’s assessed capacity to meet contractual obligations, (i.e. interest and capital repayments). Obtaining collateral is only used to mitigate credit risk. Procedures are designed to ensure collateral is managed, legally enforceable, conservatively valued and adequately insured where appropriate. ANZ policy sets out the types of acceptable collateral, including: cash; mortgages over property; charges over business assets, e.g. premises, stock and debtors; charges over financial instruments, e.g. debt securities and equities in support of trading facilities; and financial guarantees. In the event of customer default, any loan security is usually held as mortgagee in possession while the Group is actively seeking to realise it. Therefore the Group does not usually hold any real estate or other assets acquired through the enforcement of security. ANZ uses International Swaps and Derivatives Association (ISDA) Master Agreements to document derivatives activities. Under the ISDA Master Agreement, if a default of counterparty occurs, all contracts with the counterparty are terminated. They are then settled on a net basis at market levels current at the time of default. In addition to the terms noted above, ANZ’s preferred practice is to use a CSA (Credit Support Annex to the ISDA Master Agreement). Under a CSA, open derivative positions with the counterparty are aggregated and cash collateral is exchanged daily. The collateral is provided by the counterparty that is out of the money. Upon termination of the trade, payment is required only for the final daily mark-to-market movement rather than the mark-to-market movement since inception. CONCENTRATIONS OF CREDIT RISK Concentrations of credit risk arise when a number of customers are engaged in similar business activities or activities within the same geographic region, or when they have similar risk characteristics that would cause their ability to meet contractual obligations to be similarly affected by changes in economic or other conditions. The Group monitors its portfolios, to identify and assess risk concentrations. The Group’s strategy is to maintain well-diversified low risk credit portfolios focused on achieving the best risk-return balance. Credit risk portfolios are actively monitored and frequently reviewed to identify, assess and guard against unacceptable risk concentrations. Concentration analysis will typically include, geography, industry, credit product and risk grade. Risk management also applies single customer counterparty limits (SCCLs) to protect against unacceptably large exposures to single name risk. These limits are established based on a combination of factors including nature of counterparty, probability of default and collateral provided. Analysis and reporting of concentration risk is a core focus of Divisional & Group risk functions and where appropriate the Group applies ‘concentration’ controls. 126 ANZ Annual Report 2009 Financial Report 127 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) Concentrations of credit risk analysis Composition of financial instruments that give rise to credit risk by industry: 33: Financial Risk Management (continued) Concentrations of credit risk analysis (continued): Composition of financial instruments that give rise to credit risk by industry (continued): Consolidated Australia Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other New Zealand Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other liquid assets and due from other financial institutions Trading and AFS1 assets Derivatives loans and advances and acceptances Other financial assets2 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m Credit related commitments3 2008 2009 $m $m Total 2009 $m 2008 $m 25 22 – – 23 17 2 – 184 14 9 182 57 – – 2 115 51 21 246 411 31 20 10,099 5,507 4,519 10,216 5,908 4,560 202 5,395 6,449 1,805 4,305 18,967 16,204 25,413 26,256 8,694 12,595 4,691 73 – 1 18 8 149 36 3,508 139 – 3 38 9 537 597 10,054 434 – 68 180 133 – 3,288 5,341 144 – 25 129 18 20 1,595 124 437 – 593 156 302 323 650 69 316 142 8,401 95 9,321 – 158,750 147,067 25,103 9,492 6,346 6,625 7,135 22,454 8,633 4,525 5,935 8,796 391 51 160 237 735 85 46 38 46 73 1 71 1,339 189 73 38 50 75 210 131 102 6,557 3,181 3,625 6,357 2,333 3,446 17,065 8,821 8,212 17,274 8,420 8,130 144 2,684 1,827 8,553 8,624 170 4,484 9,610 59,436 69,140 2 206 1,054 540 212 102 143 188 279 7,559 31,565 7,182 3,656 2,367 5,696 6,092 492 8,021 9,507 15,291 18,147 16,975 28,046 191,654 176,167 32,740 30,487 12,619 12,716 9,054 7,373 13,127 12,153 17,839 18,937 6,678 2,697 2,419 5,565 7,589 6,828 9,178 33,513 23,535 28,431 28,879 251,850 250,912 2,124 3,204 84,927 85,080 407,673 400,788 38 2 – – 86 – – – – – – – – – 39 23 71 11 2 23 62 8 1 6 16,835 710 702 15,087 1,020 774 837 892 3,668 2,959 3,396 1,984 6,287 4,290 1,074 1,561 31 66 – 2 72 5 15 5 155 156 – – 299 26 19 34 1,128 1 – – – 6 – 32 209 7 – – – 3 – 12 144 79 – 30 61 66 5 145 232 174 – 17 11 17 9 70 1,169 2,307 45,251 6,817 1,318 1,293 1,413 1,125 549 2,680 45,552 7,832 1,755 1,186 1,583 2,315 185 8 8 9 12 12 26 500 75 14 14 15 13 118 8 6 7 12 4 21 358 61 13 9 12 13 1,195 326 433 367 994 617 731 8,519 1,135 908 466 795 808 3,710 249 191 18,324 1,057 1,145 19,063 1,285 972 218 1,275 1,146 376 15,431 11,182 133 648 11,285 1,919 427 288 383 426 3,101 3,210 54,270 8,059 2,373 1,850 2,243 2,128 1,282 3,686 57,195 9,829 2,505 1,529 2,006 2,870 3,904 3,734 4,602 2,238 6,924 4,897 80,851 82,786 891 642 17,294 20,253 114,466 114,550 Consolidated Overseas Markets Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other Consolidated – aggregate Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other liquid assets and due from other financial institutions Trading and AFS1 assets Derivatives loans and advances and acceptances Other financial assets2 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m Credit related commitments3 2008 2009 $m $m Total 2009 $m 2008 $m 1 – – – – – – – 10 3 40 – – – 56 – 27 1 7 8 90 4 8 58 1,477 524 207 2,946 1,544 141 681 696 16,156 16,927 4,853 4,546 1,513 2,634 1,526 1,222 220 6 – – – – 5 74 4 4 – – – – 28 168 3,863 39 – 22 – 93 – 69 1,610 38 – 23 – 82 – 63 – 223 – 27 1 26 63 153 15 113 – 18 33 31 60 101 321 4,720 2,355 1,454 360 1,477 2,064 2,241 297 4,793 2,379 302 444 1,553 3,052 2,280 19 7 3 9 20 4 61 30 19 5 19 27 27 55 29 3 13 2,093 479 923 2,869 691 760 3,627 1,014 1,180 5,960 2,268 968 401 488 1,099 1,255 23 5,354 7,311 29,422 32,663 6 90 65 6 8 29 57 43 1,085 10,573 460 237 303 732 4,584 2,417 1,396 11,222 387 35 278 393 7,298 2,810 5,493 15,622 2,845 1,759 669 2,346 6,743 4,981 3,328 16,260 2,831 384 763 2,088 10,495 5,465 16,462 17,131 8,992 6,418 2,049 3,165 19,406 21,649 250 427 29,641 35,938 76,800 84,728 64 24 – – 109 17 2 – 194 17 49 221 57 – 56 25 213 63 30 277 563 43 29 28,411 6,741 5,428 28,249 8,472 5,475 289 61 49 383 168 111 9,845 3,986 4,981 12,936 3,273 4,397 39,016 10,892 10,537 42,297 11,973 10,070 266 6,913 8,037 64 164 3,452 2,533 10,927 11,025 21,629 24,191 27,216 22,734 33,213 33,180 11,294 15,378 105 205 10,832 17,297 104,289 112,985 4,942 145 – 3 90 13 169 115 3,667 299 – 3 337 35 584 799 15,045 474 – 90 180 232 – 3,389 7,160 189 – 48 129 103 20 1,670 268 739 – 650 218 394 391 948 316 603 1,632 15,428 941 16,794 – 206,356 194,998 33,237 11,691 9,085 11,260 11,730 30,725 10,311 7,294 9,412 12,162 426 95 208 306 906 17 158 1,869 283 92 71 92 115 12 317 1,477 607 233 140 212 244 1,981 18,863 40,544 8,554 4,867 3,564 11,075 9,318 14,117 23,885 2,021 19,891 38,093 35,807 39,718 248,769 236,193 42,953 40,305 8,632 15,887 15,758 3,402 12,671 11,568 3,100 25,628 21,139 13,246 26,174 26,047 10,825 1 Available-for-sale assets. 2 Mainly comprises trade dated assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. Gross Total 27,194 30,043 47,107 32,191 37,404 36,941 352,107 355,347 3,265 4,273 131,862 141,271 598,939 600,066 Individual provision for credit impairment Collective provision for credit impairment – – – – – – – – – – – – (1,512) (646) (2,552) (2,062) – – – – (14) (29) (1,526) (675) (448) (759) (3,000) (2,821) 27,194 30,043 47,107 32,191 37,404 36,941 348,043 352,639 3,265 4,273 131,400 140,483 594,413 596,570 Income yet to mature Capitalised brokerage/ mortgage origination fees – – – – – – – – – – – (2,372) (2,600) – 560 600 – – – – – – – (2,372) (2,600) – 560 600 27,194 30,043 47,107 32,191 37,404 36,941 346,231 350,639 3,265 4,273 131,400 140,483 592,601 594,570 Excluded from analysis above4 3,108 4,849 459 466 – – – – – – – – 3,567 5,315 30,302 34,892 47,566 32,657 37,404 36,941 346,231 350,639 3,265 4,273 131,400 140,483 596,168 599,885 1 Available-for-sale assets. 2 Mainly comprises trade dated assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 4 Equity instruments and cash are excluded from maximum exposure amount. 128 ANZ Annual Report 2009 Financial Report 129 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) Concentrations of credit risk analysis (continued): Composition of financial instruments that give rise to credit risk by industry (continued): 33: Financial Risk Management (continued) Concentrations of credit risk analysis (continued): Composition of financial instruments that give rise to credit risk by industry (continued): The Company Australia Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance5 Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other New Zealand4 Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other liquid assets and due from other financial institutions Trading and AFS1 assets Derivatives loans and advances and acceptances Other financial assets2 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m Credit related commitments3 2008 2009 $m $m Total 2009 $m 2008 $m 24 21 – – 23 17 2 – 29 14 9 181 56 – – 2 114 51 21 245 411 31 20 10,073 5,493 4,507 9,406 4,990 3,053 202 5,382 6,211 1,684 4,261 18,931 15,662 28,077 27,636 9,776 13,625 3,433 136 – 3 37 9 526 583 10,043 434 – 67 180 133 – 3,286 5,215 140 – 24 126 18 20 1,552 123 435 – 590 155 301 321 648 69 316 142 8,371 94 9,020 – 158,347 139,854 24,660 7,265 4,514 6,385 7,123 22,397 8,599 4,451 5,920 8,771 391 51 160 237 635 68 37 31 37 66 1 57 1,076 152 58 30 40 61 172 99 61 6,550 3,178 3,621 6,357 2,333 3,446 16,858 8,794 8,189 16,425 7,470 6,582 124 2,681 1,827 8,526 8,366 176 4,637 10,269 63,171 71,629 2 178 868 474 146 73 123 131 279 7,551 31,531 7,167 3,652 2,364 5,690 6,089 492 8,021 9,305 15,214 17,811 16,920 28,047 190,954 168,769 32,230 30,374 10,096 12,661 7,191 7,287 12,856 12,118 16,394 18,891 6,678 2,471 2,417 5,565 6,370 9,030 33,307 22,815 31,081 30,159 252,229 236,200 1,714 2,627 84,990 84,293 409,957 385,124 – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 28 – – – – – – – – 28 – – – – – – – – – – – – – – – – – – – – – 7,194 – – – – – 7,194 – – – – – – – – – – – – – – – – – – – – – 271 – – – – – 271 – – – – – – – – – – – – – – – – – – – – – 28 – – – – – 28 – – – – – – – – – – – – – – – – – – 28 – – 7,493 – – – – – 7,521 – – – – – – – – – – – – – – 4,626 72 – 1 17 8 147 36 6,636 – – – – – – – – – – – – – – 1 Available-for-sale assets. 2 Mainly comprises trade dated assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 4 During 2009, ANZ established a licensed banking branch in New Zealand. 5 Includes amounts due from other group entities. liquid assets and due from other financial institutions Trading and AFS1 assets Derivatives loans and advances and acceptances Other financial assets2 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m Credit related commitments3 2008 2009 $m $m Total 2009 $m 2008 $m – – – – – – – – 9 3 38 – – – 51 – 23 1 6 7 80 4 8 56 1,223 318 89 423 15,643 16,207 4,476 3,021 1,403 2,638 1,271 197 6 – – – – 5 70 4 4 – – – – 27 122 2,522 37 – 21 – 88 – 60 1,461 34 – 21 – 75 – 58 – 199 – 26 – 24 60 143 15 109 – 18 33 31 50 97 255 3,830 1,340 1,402 162 1,052 1,617 2,239 2,686 1,349 87 515 998 261 4,174 1,795 277 401 1,181 2,645 1,763 15 4 1 5 17 3 48 17 18 2 13 20 21 42 22 2 10 1,721 432 917 2,500 669 739 2,991 758 1,051 5,308 2,044 887 366 445 801 1,026 17 5,199 6,995 28,009 29,876 4 69 50 4 6 22 44 33 1,086 10,233 66 241 201 700 4,294 1,035 1,371 10,772 103 34 246 385 7,121 2,390 4,063 14,353 1,423 1,708 365 1,877 5,996 3,568 3,116 15,162 1,948 354 686 1,694 9,887 4,463 15,921 16,364 7,254 4,721 1,892 3,139 15,221 18,132 184 325 26,491 33,770 66,963 76,451 24 21 – – 23 17 2 – 38 17 47 181 56 – 51 2 137 52 27 491 35 28 11,296 5,811 4,596 12,092 6,339 3,140 252 258 5,805 6,726 17,327 20,468 23,407 18,683 29,508 30,274 11,047 14,623 4,823 78 – 1 17 8 152 106 3,437 140 – 3 37 9 553 705 12,565 471 – 88 180 221 – 3,346 6,676 174 – 45 126 93 20 1,610 123 634 – 616 155 325 381 791 84 425 397 12,201 355 13,194 – 166,881 141,649 24,937 7,666 5,695 9,030 8,886 23,799 8,761 5,503 7,537 11,010 409 84 191 287 732 83 41 32 42 83 4 105 1,364 170 60 43 60 82 214 121 63 8,271 3,610 4,538 8,857 3,002 4,185 19,849 9,552 9,240 21,733 9,514 7,469 134 3,047 2,272 9,327 9,392 193 9,836 17,264 91,208 101,505 6 247 918 478 152 95 167 164 1,365 17,784 31,625 7,408 3,853 3,064 9,984 7,124 12,421 19,277 1,863 18,793 32,973 31,273 28,150 199,870 170,717 32,584 32,082 6,712 10,782 13,026 2,717 8,885 9,164 2,802 22,743 18,114 12,686 20,857 22,459 8,760 The Company Overseas Markets Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other The Company – aggregate Agriculture, forestry fishing and mining Business Services Construction Entertainment, Leisure and Tourism Financial, Investment and Insurance Government and Official Institutions Manufacturing Personal Lending Property Services Retail Trade Transport and Storage Wholesale trade Other Gross Total 22,557 25,394 40,561 27,536 33,001 33,298 274,644 254,332 2,169 2,952 111,509 118,063 484,441 461,575 Individual provision for credit impairment Collective provision for credit impairment – – – – – – – – – – – – (1,050) (459) (1,886) (1,519) – – – – (12) (29) (1,062) (488) (352) (625) (2,238) (2,144) 22,557 25,394 40,561 27,536 33,001 33,298 271,708 252,354 2,169 2,952 111,145 117,409 481,141 458,943 Income yet to mature Capitalised brokerage/ mortgage origination fees – – – – – – – – – – – (2,102) (508) – 505 194 – – – – – – – (2,102) (508) – 505 194 22,557 25,394 40,561 27,536 33,001 33,298 270,111 252,040 2,169 2,952 111,145 117,409 479,544 458,629 Excluded from analysis above4 878 1,260 403 413 – – – – – – – – 1,281 1,673 23,435 26,654 40,964 27,949 33,001 33,298 270,111 252,040 2,169 2,952 111,145 117,409 480,825 460,302 1 Available-for-sale assets. 2 Mainly comprises trade dated assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 4 Equity instruments and cash are excluded from maximum exposure amount. 130 ANZ Annual Report 2009 Financial Report 131 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) CREDIT QUALITY 33: Financial Risk Management (continued) Maximum exposure to credit risk (continued) Maximum exposure to credit risk For financial assets recognised on the balance sheet, the maximum exposure to credit risk is the carrying amount. In certain circumstances, there may be differences between the carrying amounts reported on the balance sheet and the amounts reported in the tables below. Principally, these differences arise in respect of financial assets that are subject to risks other than credit risk, such as equity investments which are primarily subject to market risk, or bank notes and coins. For contingent exposures, the maximum exposure to credit risk is the maximum amount the Group would have to pay if the instrument is called upon. For undrawn facilities, the maximum exposure to credit risk is the full amount of the committed facilities. The following tables present the maximum exposure to credit risk of on-balance sheet and off-balance sheet financial instruments before taking account of any collateral held or other credit enhancements. Consolidated Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available–for–sale assets Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets Undrawn facilities Contingent facilities Total Reported Excluded1 Maximum exposure to credit risk 2009 $m 25,317 4,985 30,991 37,404 16,575 2008 $m 25,030 9,862 15,177 36,941 17,480 247,211 79,607 18,951 3,265 246,537 81,983 21,331 4,273 2009 $m 3,108 – – – 459 – – – – 2008 $m 4,849 – 20 – 446 2009 $m 22,209 4,985 30,991 37,404 16,116 2008 $m 20,181 9,862 15,157 36,941 17,034 – – – – 247,211 79,607 18,951 3,265 246,537 81,983 21,331 4,273 464,306 458,614 3,567 5,315 460,739 453,299 106,644 25,218 111,265 30,006 131,862 141,271 – – – – – – 106,644 25,218 111,265 30,006 131,862 141,271 596,168 599,885 3,567 5,315 592,601 594,570 1 Includes bank notes and coins and cash at bank for liquid assets and equity instruments within trading securities and available-for-sale financial assets. The Company Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available–for–sale assets Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets Undrawn facilities Contingent facilities Total Reported Excluded1 Maximum exposure to credit risk 2009 $m 20,199 3,236 27,410 33,001 13,554 247,617 7,199 14,931 2,169 2008 $m 18,081 8,573 12,846 33,298 15,103 233,478 – 17,909 2,952 2009 $m 878 – – – 403 – – – – 2008 $m 1,260 – 20 – 393 2009 $m 19,321 3,236 27,410 33,001 13,151 – – – – 247,617 7,199 14,931 2,169 2008 $m 16,821 8,573 12,826 33,298 14,710 233,478 – 17,909 2,952 369,316 342,240 1,281 1,673 368,035 340,567 88,006 23,503 90,026 28,037 111,509 118,063 – – – – – – 88,006 23,503 90,026 28,037 111,509 118,063 480,825 460,303 1,281 1,673 479,544 458,630 1 Includes bank notes and coins and cash at bank for liquid assets and equity instruments within trading securities and available-for-sale financial assets. A core component of the Group’s credit risk management capability is the risk grading framework used across all major Business Units and geographic areas. A set of risk grading principles and policies are supported by a complementary risk grading methodology. Pronouncements by the International Basel Committee on Banking Supervision have been encapsulated in these principles and policies including governance, validation and modelling requirements. The Group’s risk grade profile changes dynamically through new counterparty lending acquisitions and/or existing counterparty movements in either risk or volume. All counterparty risk grades are subject to frequent review, including statistical and behavioural reviews in consumer and small business segments, and individual counterparty reviews in segments with larger single name borrowers. ANZ uses a two-dimensional risk grading system, which measures both the customer’s ability to repay (probability of default (PD)) and the loss in the event of default (LGD) (a factor of the security taken to support the lending). ANZ also uses financial and statistical tools to assist in the risk grading of customers. Customer risk grades are actively reviewed and monitored to ensure the risk grade accurately reflects the credit risk of the customer and the prevailing economic conditions. Similarly, the performance of risk grading tools used in the risk grading process is reviewed regularly to ensure the tools remain statistically valid. ANZ applies a masterscale to the key outputs of the risk grading process, the PD and LGD, to consistently report on ANZ lending portfolios. 132 ANZ Annual Report 2009 Financial Report 133 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) 33: Financial Risk Management (continued) Restructured items The Group distinguishes between facilities renegotiated on a commercial basis, on terms similar to those offered to new clients with similar risk, and those renegotiated on non-commercial terms as a result of a client’s inability to meet original contractual obligations. Credit quality of financial assets neither past due nor impaired The credit quality of financial assets is managed by ANZ using internal ratings which aim to reflect the relative ability of counterparties to fulfil, on time, their credit-related obligations, and is based on their current probability of default. In the course of restructuring facilities due to financial difficulty, the Group may consider modifying its terms to include concessions such as a reduction in the principal amount, a deferral of repayments, and/or an extension of the maturity date materially beyond those typically offered to new facilities with similar risk. Restructured facilities are classified as productive and must demonstrate sound prospects of being able to adhere to the modified contractual terms. Where doubt exists as to the capacity to sustain the modified terms, the facilities are classified as impaired and an appropriate level of individual provision is held. Restructured items are facilities in which the original contractual terms have been modified to provide for concessions of interest, or principal, or other payments due, or for an extension in maturity for a non-commercial period for reasons related to the financial difficulties of a customer, and are not considered impaired. DISTRIBUTION OF FINANCIAL INSTRUMENTS BY CREDIT QUALITY Neither past due nor impaired Past due but not impaired Restructured Impaired Total Consolidated Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets2 Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets Credit related commitments3 The Company Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets2 Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets Credit related commitments3 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 22,209 4,985 30,991 37,272 16,116 2008 $m 20,181 9,862 15,157 36,886 17,019 – – – – – – – – – – 236,197 76,281 17,862 3,265 131,459 234,727 78,904 20,853 4,273 141,159 7,489 2,352 528 – – 9,771 2,805 308 – – 576,637 579,021 10,369 12,884 – – – 5 – 293 1 374 – – 673 – – – 55 – 733 – – – 35 823 2009 $m – – – 127 – 3,232 973 187 – 403 2008 $m – – – – 15 2009 $m 22,209 4,985 30,991 37,404 16,116 2008 $m 20,181 9,862 15,157 36,941 17,034 1,306 247,211 79,607 18,951 3,265 246,537 81,983 21,331 4,273 77 131,862 141,271 274 170 – 4,922 1,842 592,601 594,570 Neither past due nor impaired Past due but not impaired Restructured Impaired Total 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 19,321 3,236 27,410 32,869 13,151 2008 $m 16,821 8,573 12,826 33,243 14,695 – – – – – – – – – – 236,625 6,992 14,305 2,169 111,132 222,222 – 17,601 2,952 117,956 7,489 199 328 – – 9,322 – 162 – – 467,210 446,889 8,016 9,484 504 – – – 5 – 293 – 206 – – 2009 $m – – – 127 – 3,210 8 92 – 377 2008 $m – – – – 15 2009 $m 19,321 3,236 27,410 33,001 13,151 2008 $m 16,821 8,573 12,826 33,298 14,710 1,201 – 146 – 247,617 7,199 14,931 2,169 72 111,509 233,478 – 17,909 2,952 118,063 3,814 1,434 479,544 458,630 – – – 55 – 733 – – – 35 823 Internal rating Strong credit profile Customers that have demonstrated superior stability in their operating and financial performance over the long-term, and whose debt servicing capacity is not significantly vulnerable to foreseeable events. This rating broadly corresponds to ratings “Aaa” to “Baa3” and “AAA” to “BBB-” of Moody’s and Standard & Poor respectively. Satisfactory risk Customers that have consistently demonstrated sound operational and financial stability over the medium to long term, even though some may be susceptible to cyclical trends or variability in earnings. This rating broadly corresponds to ratings “Ba1” to “Ba3” and “BB+” to “BB-” of Moody’s and Standard & Poor respectively. Sub-standard but not past due or impaired Customers that have demonstrated some operational and financial instability, with variability and uncertainty in profitability and liquidity projected to continue over the short and possibly medium term. This rating broadly corresponds to ratings “B1” to “Caa” and “B+” to “CCC” of Moody’s and Standard & Poor respectively. Consolidated Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments1 The Company Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments1 Strong credit profile Satisfactory risk 2009 $m 21,631 4,959 30,570 35,317 15,181 2008 $m 18,526 9,146 14,304 34,511 15,842 2009 $m 368 20 421 1,336 931 2008 $m 1,496 578 840 1,870 1,077 Sub-standard but not past due or impaired Total 2009 $m 210 6 – 619 4 2008 $m 159 138 13 505 100 2009 $m 22,209 4,985 30,991 37,272 16,116 2008 $m 20,181 9,862 15,157 36,886 17,019 167,814 51,911 9,987 3,254 105,167 166,735 54,591 14,585 4,246 110,390 55,723 19,891 6,431 7 23,072 57,687 21,710 5,853 27 27,397 12,660 4,479 1,444 4 3,220 10,305 2,603 415 – 236,197 76,281 17,862 3,265 3,372 131,459 234,727 78,904 20,853 4,273 141,159 445,791 442,876 108,200 118,535 22,646 17,610 576,637 579,021 Strong credit profile Satisfactory risk 2009 $m 18,970 3,211 27,141 31,322 13,093 2008 $m 15,423 7,884 11,973 31,288 14,542 2009 $m 144 20 269 986 58 2008 $m 1,239 557 840 1,507 65 Sub-standard but not past due or impaired Total 2009 $m 207 5 – 561 – 2008 $m 159 132 13 448 88 2009 $m 19,321 3,236 27,410 32,869 13,151 2008 $m 16,821 8,573 12,826 33,243 14,695 168,156 6,487 9,199 2,167 90,469 165,469 – 12,101 2,927 95,026 55,809 418 4,283 2 18,397 49,317 – 5,159 25 20,348 12,660 87 823 – 2,266 7,436 – 341 – 236,625 6,992 14,305 2,169 2,582 111,132 222,222 – 17,601 2,952 117,956 370,215 356,633 80,386 79,057 16,609 11,199 467,210 446,889 1 Derivative assets, considered impaired, net of credit valuation adjustments. 2 3 Comprises undrawn facilities and customer contingent liabilities. Impaired Available-for-sale debt security where the cumulative mark-to-market loss has been transferred from equity to the Income Statement. 1 Comprises undrawn facilities and customer contingent liabilities. 2 Mainly comprises trade dated assets and accrued interest. 134 ANZ Annual Report 2009 Financial Report 135 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) Credit quality of financial assets that are past due but not impaired Ageing analysis of past due loans financial instruments that are not impaired: As at 30 September 2009 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America4 Other financial assets2 Credit related commitments3 Consolidated The Company 1-5 days $m 6-29 days $m 30-59 days $m 60-89 days $m >90 days $m Total $m 1-5 days $m 6-29 days $m 30-59 days $m 60-89 days $m >90 days $m Total $m – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 1,478 665 – – – 3,376 820 322 – – 1,110 315 – – – 457 187 42 – – 1,068 365 164 – – 7,489 2,352 528 – – 1,478 33 – – – 3,376 126 187 – – 1,110 22 – – – 457 9 18 – – 1,068 9 123 – – – – – – – – 7,489 199 328 – – 33: Financial Risk Management (continued) For all lending proposals, ANZ business units assess the value of the assets being financed and judge the appropriateness of taking a security interest in the assets being financed or other customer assets, based on the risk profile of the customer. Each security is held in favour of the specific ANZ entity providing the facility to which it applies. This is an important part in setting the credit appetite for loan amounts. Collateral provided is valued conservatively on a realistically recoverable basis assuming an event of default. Credit policy requires that collateral be re-valued on a regular basis with the frequency varying depending on the nature of the security. The adequacy of security valuations must also be considered at each customer review. ANZ seeks to ensure that assets of non-individual customer entities are covered by registered mortgage debenture or equivalent charge to give ANZ access to the assets in appropriate circumstances. ANZ extends value against types of collateral based on likely recovery rates in the event of default. Parameters for calculating extended values are determined after analysis of historical loss information. Extended values serve as guides in the determination of potential losses in the event of default and also in setting appetites for loan amounts. For the purposes of this disclosure, where security is valued at more than the corresponding credit exposure, coverage is capped at the value of the credit exposure. Estimated value of collateral and other charges related to past due financial instruments that are past due but not impaired. 2,143 4,518 1,425 686 1,597 10,369 1,511 3,689 1,132 484 1,200 8,016 Consolidated As at 30 September 2008 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America4 Other financial assets2 Credit related commitments3 Consolidated The Company 1-5 days $m 6-29 days $m 30-59 days $m 60-89 days $m >90 days $m Total $m 1-5 days $m 6-29 days $m 30-59 days $m 60-89 days $m >90 days $m Total $m – – – – – – – – – – – – – – – 2,078 1,018 – – – 4,919 961 240 – – 1,108 396 – – – – – – – – 891 171 42 – – – – – – – – – – – – – – – – – – – – – – 775 259 26 – – 9,771 2,805 308 – – 2,073 – – – – 4,692 – 138 – – 3,096 6,120 1,504 1,104 1,060 12,884 2,073 4,830 – – – – – 976 – – – – 976 – – – – – 831 – 16 – – 847 – – – – – 750 – 8 – – – – – – – – 9,322 – 162 – – 758 9,484 Includes Customers’ Liability for Acceptances. 1 2 Other financial assets is a subset of Other Assets that includes trade dated trading assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 4 For Asia Pacific, Europe and America, past due pools comprise 1-29 days (shown above in the 6-29 days band) and 30-89 days (shown above in the 60-89 days band). Ageing analysis of past due loans is used by the Group to measure and manage emerging credit risks. Financial assets that are past due but not impaired include those which are assessed, approved and managed on a portfolio basis within a centralised environment (for example credit cards and personal loans), those which can be held on a productive basis until they are 180 days past due and those which are managed on an individual basis. A large portion of retail credit exposures, such as residential mortgages, are generally well secured. That is, the fair value of associated security is sufficient to ensure that ANZ will recover the entire amount owing over the life of the facility and there is reasonable assurance that collection efforts will result in payment of the amounts due in a timely manner. Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments3 The Company Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments3 Cash and securities Real estate Other Total value of collateral Credit exposure Unsecured portion of credit exposure 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 5,238 1,606 76 – – 6,536 1,765 – – – 1,501 320 287 – – 1,743 388 – – – 6,739 1,926 363 – – 8,279 2,153 – – – 7,489 2,352 528 – – 9,771 2,805 308 – – 750 426 165 – – 1,492 652 308 – – 6,920 8,301 2,108 2,131 9,028 10,432 10,369 12,884 1,341 2,452 Cash and securities Real estate Other Total value of collateral Credit exposure Unsecured portion of credit exposure 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – – 5,238 199 53 – – 6,535 – – – – 1,501 – 153 – – 1,393 – – – – 6,739 199 206 – – 7,928 – – – – 7,489 199 328 – – 9,322 – 162 – – 750 – 122 – – 1,394 – 162 – – 5,490 6,535 1,654 1,393 7,144 7,928 8,016 9,484 872 1,556 Includes Customers’ Liability for Acceptances. 1 2 Other financial assets is a subset of Other Assets that includes trade dated trading assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 136 ANZ Annual Report 2009 Financial Report 137 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) 33: Financial Risk Management (continued) Consolidated The Company Consolidated Individual provision balances Credit quality of financial assets that are individually impaired ANZ regularly reviews its portfolio and monitors adherence to contractual terms. When doubt arises as to the collectability of a credit facility, the financial instrument (or ‘the facility’) is classified and reported as individually impaired and an individual provision is allocated against it. As described in the summary of significant accounting policies, provisions are recorded using allowance accounts for financial instruments that are reported on the balance sheet at amortised cost. For instruments reported at fair value, impairment provisions are treated as part of overall change in fair value and directly reduce the reported carrying amounts. Impaired instruments Individual provision balances Australia Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 Other financial assets2 Credit related commitments3 New Zealand Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 Other financial assets2 Credit related commitments3 Overseas Markets Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 Other financial assets2 Credit related commitments3 Aggregate Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 Other financial assets2 Credit related commitments3 2009 $m 2008 $m 2009 $m – – – 127 – 3,232 – 377 – – – – – 1,306 – 72 – – – – – 1,048 – 12 3,736 1,378 1,060 – – – – – 973 – 26 999 – – – – – 187 – – 187 – – – 127 – 4,392 – 403 – – – – – 274 – 5 279 – – – – 15 170 – – 185 – – – – 15 1,750 – 77 – – – – – 389 – 2 391 – – – – – 75 – – 75 – – – – – 1,512 – 14 Includes Customers’ Liability for Acceptances. 1 2 Other financial assets is a subset of Other Assets that includes trade dated trading assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 4,922 1,842 1,526 2008 $m – – – – – 487 – 29 516 – – – – – 111 – – 111 – – – – – 48 – – 48 – – – – – 646 – 29 675 Impaired instruments 2008 $m 2009 $m – – – 127 – 3,210 – 377 – – – – – 1,201 – 72 2009 $m – – – – – 1,026 – 12 3,714 1,273 1,038 – – – – – 8 – 8 – – – – – 92 – – 92 – – – 127 – 3,310 – 377 – – – – – – – – – – – – – 15 146 – – 161 – – – – 15 1,347 – 72 – – – – – 2 – – 2 – – – – – 22 – – 22 – – – – – 1,050 – 12 3,814 1,434 1,062 2008 $m – – – – – 424 – 29 453 – – – – – – – – – – – – – – 35 – – 35 – – – – – 459 – 29 488 Credit quality of financial assets that are individually impaired (continued) Estimated value of collateral and other charges related to financial assets that are individually impaired. For the purposes of this disclosure, where security held is valued at more than the corresponding credit exposure, coverage is capped at the value of the credit exposure. Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments3 – – – – – – – – – 5 5 – – – – – 7 – – – – 7 The Company Liquid assets Due from other financial institutions Trading securities Derivative financial instruments Available-for-sale assets Net loans and advances and acceptances1 – Australia – New Zealand – Asia Pacific, Europe & America Other financial assets2 Credit related commitments3 – – – – – – – – – 5 5 – – – – – 5 – – – – 5 Cash and securities Real estate Other 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m – – – 53 – – – – – – – – – 74 – – – – – – Total value of collateral Credit exposure 2009 $m – – – 127 – 2008 $m – – – – – 2009 $m – – – 127 – 2008 $m – – – – 15 Unsecured portion of credit exposure 2009 $m 2008 $m 1,011 400 13 – 9 469 94 – – 4 1,173 184 99 – 375 343 69 122 – 44 2,184 584 112 – 389 819 163 122 – 48 3,232 973 187 – 403 1,306 274 170 – 77 1,048 389 75 – 14 1,486 567 1,905 578 3,396 1,152 4,922 1,842 1,526 Cash and securities Real estate Other 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m – – – 53 – – – – – – – – – 74 – – – – – – Total value of collateral Credit exposure 2009 $m – – – 127 – 2008 $m – – – – – 2009 $m – – – 127 – 2008 $m – – – – 15 Unsecured portion of credit exposure 2009 $m 2008 $m 1,011 6 13 – 2 469 – – – 4 1,173 – 57 – 358 303 – 111 – 39 2,184 6 70 – 365 777 – 111 – 43 3,210 8 92 – 377 1,201 – 146 – 72 1,026 2 22 – 12 1,085 473 1,662 453 2,752 931 3,814 1,434 1,062 – – – – – – – – – – – – – – 15 487 111 48 – 29 690 – – – – 15 424 – 35 – 29 503 Includes Customers’ Liability for Acceptances. 1 2 Other financial assets is a subset of Other Assets that includes trade dated trading assets and accrued interest. 3 Credit related commitments comprise undrawn facilities and customer contingent liabilities. 138 ANZ Annual Report 2009 Financial Report 139 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) MARKET RISK Market risk is the risk to the Group’s earnings arising from changes in interest rates, currency exchange rates, credit spreads, or from fluctuations in bond, commodity or equity prices. Market risk arises when changes in market rates, prices and volatilities lead to a decline in the value of assets and liabilities, including financial derivatives. Market risk is generated through both trading and banking book activities. ANZ conducts trading operations in interest rates, foreign exchange, commodities, securities and equities. Trading operations largely focus on supporting customer hedging and investing activities, rather than outright proprietary trading. ANZ has a detailed risk management and control framework to support its trading and balance sheet activities. The framework incorporates a risk measurement approach to quantify the magnitude of market risk within trading and balance sheet portfolios. This approach and related analysis identifies the range of possible outcomes that can be expected over a given period of time, establishes the relative likelihood of those outcomes and allocates an appropriate amount of capital to support these activities. Group-wide responsibility for the strategies and policies relating to the management of market risk lies with the Board Risk Committee. Responsibility for day to day management of both market risks and compliance with market risk policy is delegated by the Risk Committee to the Credit and Market Risk Committee (‘CMRC’) and the Group Asset & Liability Committee (‘GALCO’). The CMRC, chaired by the Chief Risk Officer, is responsible for the oversight of market risk. All committees receive regular reporting on the range of trading and balance sheet market risks that ANZ incurs. Within overall strategies and policies, the control of market risk at the Group level is the joint responsibility of Business Units and Risk Management, with the delegation of market risk limits from the Board and CMRC allocated to both Risk Management and the Business Units. The management of market risk is supported by a comprehensive limit and policy framework to control the amount of risk that the Group will accept. Market risk limits are allocated at various levels and are reported and monitored by Market Risk on a daily basis. The detailed limit framework allocates individual limits to manage and control asset classes (e.g. interest rates, equities), risk factors (e.g. interest rates, volatilities) and P&L limits (to monitor and manage the performance of the trading portfolios). Market risk management and control responsibilities To facilitate the management, measurement and reporting of market risk, ANZ has grouped market risk into two broad categories: a) Traded market risk This is the risk of loss from changes in the value of financial instruments due to movements in price factors for both physical and derivative trading positions. Trading positions arise from transactions where ANZ acts as principal with customers, financial exchanges or interbank counterparties. The principal risk categories monitored are: Currency risk is the potential loss arising from the decline in the value of a financial instrument due to changes in foreign exchange rates or their implied volatilities. Interest rate risk is the potential loss arising from the change in the value of a financial instrument due to changes in market interest rates or their implied volatilities. Credit spread risk is the potential loss arising from a change in value of an instrument due to a movement of its margin or spread relative to a benchmark. Commodity risk is the potential loss arising from the decline in the value of a financial instrument due to changes in commodity prices, or their implied volatilities. b) Non-traded market risk (or balance sheet risk) This comprises the management of non-traded interest rate risk, liquidity, and the risk to the Australian dollar denominated value of the Group’s capital and earnings as a result of foreign exchange rate movements. Some instruments do not fall into either category that also expose ANZ to market risk. These include equity securities classified as available-for-sale financial assets that predominantly comprise long term strategic investments. Value at Risk (VaR) measure A key measure of market risk is Value at Risk (VaR). VaR is a statistical estimate of the possible daily loss and is based on historical market movements. ANZ measures VaR at a 97.5% and 99% confidence interval. This means that there is a 97.5% or 99% chance that the loss will not exceed the VaR estimate on any given day. The Group’s standard VaR approach for both traded and non-traded risk is historical simulation. The Group calculates VaR using historical changes in market rates, prices and volatilities over the previous 500 business days. Traded and non-traded VaR is calculated using a one-day holding period. It should be noted that because VaR is driven by actual historical observations, it is not an estimate of the maximum loss that the Group could experience from an extreme market event. As a result of this limitation, the Group utilises a number of other risk measures (e.g. stress testing) and risk sensitivity limits to measure and manage market risk. 33: Financial Risk Management (continued) Traded Market Risk Trading activities are typically focused on servicing customer hedging and investment requirements. The principal product classes include foreign exchange, interest rate, debt securities, equity and commodity markets. These activities are managed along both global and geographical product lines. The VaR exposures do not include foreign exchange translation exposure on the mark-to market for credit risk on the structured credit derivative as this is not a traded position. Below are aggregate VaR exposures covering both derivative and non-derivative trading positions for the Group’s product classes. Consolidated Value at risk at 97.5% confidence Foreign exchange Interest rate Credit spread Commodity Diversification benefit Value at risk at 99% confidence Foreign exchange Interest rate Credit spread Commodity Diversification benefit The Company Value at risk at 97.5% confidence Foreign exchange Interest rate Credit spread Commodity Diversification benefit Value at risk at 99% confidence Foreign exchange Interest rate Credit spread Commodity Diversification benefit 30 September 2009 30 September 2008 high for year $m low for year $m Average for year $m As at $m high for year $m low for year $m Average for year $m 4.6 10.8 3.2 4.3 n/a 13.2 7.0 19.5 5.3 8.0 n/a 25.9 0.9 2.4 1.2 0.6 n/a 3.6 1.3 3.7 1.6 0.8 n/a 4.5 2.0 6.6 1.8 1.4 (4.4) 7.4 3.2 10.6 2.4 2.3 (6.7) 11.8 2.4 2.8 1.2 1.3 (3.6) 4.1 3.2 5.0 1.8 2.0 (6.1) 5.9 2.4 3.6 2.6 1.5 n/a 4.7 3.2 5.4 3.9 2.3 n/a 8.2 0.4 1.2 0.6 0.4 n/a 1.4 0.5 1.3 0.9 0.6 n/a 1.7 0.8 1.9 1.0 1.0 (2.2) 2.5 1.2 2.7 1.6 1.4 (3.4) 3.5 30 September 2009 30 September 2008 high for year $m low for year $m Average for year $m As at $m high for year $m low for year $m Average for year $m 3.8 10.6 3.2 4.3 n/a 14.1 6.6 19.3 5.3 8.0 n/a 25.6 0.3 2.0 1.2 0.6 n/a 2.9 0.4 3.1 1.5 0.8 n/a 3.1 1.9 6.4 1.8 1.4 (3.8) 7.7 3.0 10.3 2.4 2.3 (6.0) 12.0 2.4 2.3 1.2 1.3 (4.0) 3.2 3.2 4.2 1.8 2.0 (6.4) 4.8 2.4 3.5 2.6 1.5 n/a 4.7 3.2 5.3 3.9 2.3 n/a 8.4 0.3 0.8 0.6 0.4 n/a 1.4 0.4 0.7 0.9 0.6 n/a 2.2 0.8 1.7 1.0 1.0 (2.2) 2.3 1.1 2.4 1.6 1.4 (3.0) 3.5 As at $m 3.5 9.6 2.4 1.2 (7.1) 9.6 4.8 19.0 3.1 1.7 (10.8) 17.8 As at $m 3.1 9.4 2.4 1.2 (5.9) 10.2 4.5 18.8 3.1 1.7 (11.4) 16.7 VaR is calculated separately for Foreign Exchange/Commodities, Interest Rate and Debt Markets, as well as for the Group. The diversification benefit reflects the historical correlation between these products. To supplement the VaR methodology, ANZ applies a wide range of stress tests, both on individual portfolios and at a Group level. ANZ ‘s stress-testing regime provides senior management with an assessment of the financial impact of identified extreme events on market risk exposures of ANZ. Standard stress tests are applied on a daily basis and measure the potential loss arising from applying extreme market movements to individual and groups of individual price factors. Extraordinary stress tests are applied monthly and measure the potential loss arising as a result of scenarios generated from major financial market events. 140 ANZ Annual Report 2009 Financial Report 141 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) 33: Financial Risk Management (continued) Non-Traded Market Risk (Balance Sheet Risk) The principal objectives of balance sheet management are to manage interest income sensitivity while maintaining acceptable levels of interest rate and liquidity risk and to manage the market value of the Group’s capital. Liquidity risk is dealt with in the next section. Interest rate risk The objective of balance sheet interest rate risk management is to secure stable and optimal net interest income over both the short (next 12 months) and long term. Non-traded interest rate risk relates to the potential adverse impact of changes in market interest rates on the Group’s future net interest income. This risk arises from two principal sources: mismatches between the repricing dates of interest bearing assets and liabilities; and the investment of capital and other non-interest bearing liabilities in interest bearing assets. Interest rate risk is reported using various techniques including: VaR and scenario analysis (to a 1% shock). a) VaR Non-Traded Interest Rate Risk The repricing assumptions used to determine the VaR and 1% rate shock have been revised to reflect the assumptions approved by APRA under APS 117 Capital Adequacy: Interest Rate Risk in the Banking Book. For interest rate risk modelling, assumptions are made about the interest rate sensitivity of non-bearing interest (NBI) accounts. Previously some of these accounts were profiled at zero duration, but are now profiled based on independently validated statistical analysis where this was deemed appropriate. NBIs without statistical evidence or justification have remained at zero duration. Below are aggregate VaR figures covering non-traded interest rate risk. Interest rate risk (continued) The extent of mismatching between the repricing characteristics and timing of interest bearing assets and liabilities at any point has implications for future net interest income. On a global basis, the Group quantifies the potential variation in future net interest income as a result of these repricing mismatches. The repricing gaps themselves are constructed based on contractual repricing information. however, for those assets and liabilities where the contractual term to repricing is not considered to be reflective of the actual interest rate sensitivity (for example, products priced at the Group’s discretion), a profile based on historically observed and/or anticipated rate sensitivity is used. This treatment excludes the effect of basis risk between customer pricing and wholesale market pricing. Equity securities classified as available-for-sale The portfolio of financial assets, classified as available-for-sale for measurement and financial reporting purposes, also contains equity investment holdings which predominantly comprise investments held for longer term strategic intentions. These equity investments are also subject to market risk which is not captured by the VaR measures for traded and non-traded market risks. Regular reviews are performed to substantiate valuation of the investments within the portfolio and the equity investments are regularly reviewed by management for impairment. The fair value of the constituents of equity securities classified as available-for-sale can fluctuate considerably. The table below outlines the composition of the equity holdings. Consolidated Value at risk at 97.5% confidence Australia New Zealand Overseas Markets Diversification benefit The Company Value at risk at 97.5% confidence Australia Overseas Markets Diversification benefit 30 September 2009 30 September 2008 As at $m 18.3 9.3 6.4 (8.0) 26.0 As at $m 18.3 6.2 (1.0) 23.5 high for year $m low for year $m Average for year $m 20.7 9.3 7.9 n/a 27.1 12.5 2.8 3.3 n/a 13.8 17.6 6.0 6.0 (5.7) 23.9 30 September 2009 high for year $m low for year $m Average for year $m 20.7 7.5 n/a 24.5 12.5 3.1 n/a 13.5 17.6 5.8 (2.8) 20.6 As at $m 11.7 3.4 3.1 (2.8) 15.4 As at $m 11.7 2.6 (2.2) 12.1 high for year $m low for year $m Average for year $m 11.7 3.4 3.6 n/a 15.4 5.6 1.8 1.7 n/a 7.9 8.3 2.7 2.7 (2.9) 10.8 30 September 2008 high for year $m low for year $m Average for year $m 11.7 3.0 n/a 12.3 5.6 1.4 n/a 6.6 8.3 2.2 (1.2) 9.3 VaR is calculated separately for Australia, New Zealand and Overseas Markets, as well as for the Group. To supplement the VaR methodology, ANZ applies a wide range of stress tests, both on individual portfolios and at Group level. ANZ’s stress testing regime provides senior management with an assessment of the financial impact of identified extreme events on market risk exposures of ANZ. b) Scenario Analysis – A 1% Shock on the Next 12 Months’ Net Interest Income A 1% overnight parallel positive shift in the yield curve is modelled to determine the potential impact on net interest income over the succeeding 12 months. This is a standard risk quantification tool. The figures in the table below indicate the outcome of this risk measure for the current and previous financial years – expressed as a percentage of reported net interest income. The sign indicates the nature of the rate sensitivity with a positive number signifying that a rate increase is positive for net interest income over the next 12 months. Conversely, a negative number signifies that a rate increase is negative for the next 12 months’ net interest income. Impact of 1% Rate Shock As at 30 September Maximum exposure Minimum exposure Average exposure (in absolute terms) Consolidated The Company 2009 $m 2008 $m 2009 $m 2008 $m 0.10% 1.03% 0.10% 0.55% 0.94% 0.94% (0.55%) 0.47% 0.51% 1.49% 0.51% 0.99% 1.62% 1.62% (0.74%) 0.77% Visa Inc. Sacombank Energy Infrastructure Trust Other equity holdings Impact on equity of 10% variation in value Consolidated The Company 2009 $m 258 114 43 44 459 46 2008 $m 243 92 46 65 446 45 2009 $m 202 114 43 44 403 40 2008 $m 190 92 46 65 393 39 Foreign Currency Risk – structural exposures The investment of capital in foreign operations, such as branches, subsidiaries or associates with functional currencies other than the Australian dollar, exposes the Group to the risk of changes in foreign exchange rates. The main operating (or functional) currencies of Group entities are the Australian dollar and the New Zealand dollar, with a number of overseas undertakings operating in various other currencies. The Group presents its consolidated financial statements in Australian dollars, as the Australian dollar is the dominant currency. The Group’s consolidated balance sheet is therefore affected by exchange differences between the Australian dollar and functional currencies of foreign operations. Variations in the value of these overseas operations arising as a result of exchange differences are reflected in the foreign currency translation reserve in equity. The Group routinely monitors this risk and conducts hedging, where it is expected to add shareholder value, in accordance with approved policies. The Group’s exposures to structural foreign currency risks are managed with the primary objective of ensuring, where practical, that the consolidated Tier 1 capital ratio is neutral to the effect of changes in exchange rates. Selective hedges were in place during the 2009 and 2008 financial years. For details on the hedging instruments used and effectiveness of hedges of net investments in foreign operations, refer to note 12 to these financial statements. 142 ANZ Annual Report 2009 Financial Report 143 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS Scenario Modelling A key component of the Group’s liquidity management framework is scenario modelling. APRA requires ADIs to assess liquidity under different scenarios, including the ‘going-concern’ and ‘name-crisis’. ‘Going-concern’: reflects the normal behaviour of cash flows in the ordinary course of business. APRA requires that the Group must be able to meet all commitments and obligations under a going concern scenario, within the ADIs normal funding capacity (‘available to fund’ limit), over at least the following 30 calendar days. In estimating the funding requirement, the Group models expected cashflows by reference to historical behaviour and contractual maturity data. ‘Name-crisis’: refers to a potential name-specific liquidity crisis which models the behaviour of cash flows where there is a problem (real or perceived) which may include, but is not limited to, operational issues, doubts about the solvency of the Group or adverse rating changes. Under this scenario the Group may have significant difficulty rolling over or replacing funding. Under a name crisis, APRA requires the Group to be cashflow positive over a five business day period. ‘Survival horizons’: The Global financial crisis has highlighted the importance of differentiating between stressed and normal market conditions in a name-specific crisis, and the different behaviour that offshore and domestic wholesale funding markets can exhibit during market stress events. As a result, the Group has enhanced its liquidity risk scenario modelling, to supplement APRA’s statutory requirements. During the 2009 financial year, the Group has linked its liquidity risk appetite to defined liquidity ‘survival horizons’ (i.e. the time period under which ANZ must maintain a positive cashflow position under a specific scenario or stress). Under these scenarios, customer and/ or wholesale balance sheet asset/liability flows are stressed. The following stressed scenarios are modelled: Extreme Short Term Crisis Scenario (ESTC): A name-specific stress during a period of market stress. Short Term Crisis Scenario (NSTC): A name-specific stress during a period of normal markets conditions. Global Funding Market Disruption (GFMD): Stressed global wholesale funding markets leading to a closure of domestic and offshore markets. Offshore Funding Market Disruption (OFMD): Stressed global wholesale funding markets leading to a closure of offshore markets only. Each of ANZ’s operations is responsible for ensuring its compliance with all scenarios that are required to be modelled. Additionally, we measure, monitor and manage all modelled liquidity scenarios on an aggregated Group-wide level. 33: Financial Risk Management (continued) LIQUIDITY RISK Liquidity risk is the risk that the Group has insufficient capacity to fund increases in assets or is unable to meet its payment obligations as they fall due, including repaying depositors or maturing wholesale debt. The timing mismatch of cashflows and the related liquidity risk is inherent in all banking operations and is closely monitored by the Group. The Group’s liquidity and funding risks are governed by a detailed policy framework which is approved by the Board of Directors. In response to the impact of the global financial crisis, the framework has been reviewed and updated. The core objective of the framework is to ensure that the Group has sufficient liquidity to meet obligations as they fall due without incurring unacceptable losses. ANZ has a low appetite for liquidity risk, as determined by the Board. Key principles of ANZ’s approach to liquidity risk management include: Maintaining the ability to meet all payment obligations in the immediate term. Ensuring that the Group has the ability to meet ‘survival horizons’ under a range of ANZ-specific and general market liquidity stress scenarios, at the site and Group-wide level, to meet cash flow obligations over the short to medium term. Maintaining strength in the Group’s balance sheet structure to ensure long term resilience in the liquidity and funding risk profile. Limiting the potential earnings at risk implications associated with unexpected increases in funding costs or the liquidation of assets under stress. Ensuring the liquidity management framework is compatible with local regulatory requirements. Preparation of daily liquidity reports and scenario analysis, quantifying the Group’s positions. Targeting a diversified funding base, avoiding undue concentrations by investor type, maturity, market source and currency. holding a portfolio of high quality liquid assets to protect against adverse funding conditions and to support day-to-day operations. Establishing detailed contingency plans to cover different liquidity crisis events. Management of liquidity and funding risks are overseen by the Group Asset and Liability Committee (GALCO). Supervision and Regulation APRA supervises liquidity risk via its Prudential Standard APS 210 – Liquidity (last published January 2008) and has adopted guidelines based on the ‘Basel Committee’ “Sound Practices for Managing Liquidity in Banking Organisations”. APRA supervises liquidity through individual agreements with Authorised Deposit-taking Institutions (ADIs), taking into consideration the specific risk characteristics of each organisations operation. APRA requires ADIs to have a comprehensive Board approved liquidity strategy defining: policy, systems and procedures for measuring, assessing, reporting and managing domestic and foreign currency liquidity. This must include a formal contingency plan for dealing with a liquidity crisis. The Group maintains an APRA Compliance Plan for APS 210 – Liquidity. The Compliance Plan documents methods, processes, controls and monitoring activities required to support compliance with the Standard and assigns responsibilities for these activities. 33: Financial Risk Management (continued) Group Funding Composition The Group actively uses balance sheet disciplines to prudently manage funding requirements and maintain balance sheet stability. Also, the Group employs funding metrics to ensure that an appropriate proportion of the Group’s assets are funded by stable funding sources including core customer deposits, longer-dated wholesale debt (with a remaining term exceeding one year), and equity. This approach recognises that long-term wholesale debt and other core customer deposits have favourable liquidity characteristics. ANZ’s funding composition strengthened further as a result of continued growth in customer deposits and a stable volume of term funding. Customer deposits and other funding liabilities increased by 12% to $242.4 billion (55% of total funding), from $215.6 billion (50% of total funding) at 30 September 2008. As a result, the Group’s proportional reliance on short term wholesale funding decreased to 17% from 22%. The table below outlines the Group’s funding composition. Funding Composition Customer deposits and other liabilities1 Australia Asia Pacific, Europe & America New Zealand Total customer deposits Other2 Total customer deposits and other liabilities (funding) Wholesale funding Bonds and notes Loan capital Certificates of deposit (wholesale) Commercial paper Liability for acceptances Due to other financial institutions Other wholesale borrowings3 Total wholesale funding Shareholders’ equity5 Total funding maturity Short term wholesale funding Liability for acceptances Long term wholesale funding4 – less than 1 year residual maturity – greater than 1 year residual maturity Total customer deposits and other liabilities (funding) Shareholders’ equity and hybrid debt5 Total funding and shareholders’ equity5 Consolidated 2009 $m 2008 $m 153,481 30,487 49,173 233,141 132,665 22,530 49,534 204,729 9,297 10,870 242,438 215,599 57,260 13,429 44,711 14,227 13,762 19,924 1,572 67,323 14,266 52,346 22,422 15,297 20,092 (3,532) 164,885 188,214 31,558 25,681 14% 3% 5% 15% 55% 8% 18% 4% 7% 14% 50% 7% 100% 100% Includes term deposits, other deposits excluding Collateralised Loan Obligation and securitisation deposits. Includes interest accruals, payables and other liabilities, provisions and net tax provisions. Includes net derivative balances, special purpose vehicles, other borrowings and preference share capital Euro hybrids. 1 2 3 4 Long term wholesale funding amounts are stated at original hedged exchange rates. Movements due to currency fluctuations in actual amounts borrowed are classified as short term wholesale funding. 5 Shareholders’ equity excludes preference share capital. Wholesale Funding The Group’s global wholesale funding strategy is designed to deliver a sustainable portfolio of wholesale funds that balances cost efficiency against prudent duration while targeting diversification by markets, investors, currencies, maturities and funding structures. To the extent that asset growth exceeds funding generated from customer deposits, additional wholesale funds are sourced. Short-term wholesale funding requirements, with a contractual maturity of less than one year, are managed through Group Treasury and local Markets operations. Long-term wholesale funding is managed and executed through Group Treasury operations in Australia and New Zealand. During 2009, ANZ maintained the required access to all major wholesale funding markets to meet its borrowing requirements in full. Short-term wholesale funding markets continue to function effectively, both locally and offshore. ANZ also undertook the following actions to improve its funding capabilities, specifically: Established a licensed banking branch in New Zealand in January 2009. The branch structure expands the range of funding options available to our New Zealand business. Transitioned Esanda Finance Corporation Limited (Esanda) from a wholly-owned subsidiary towards a division of ANZ, including the launch of Esanda Term Deposits. 144 ANZ Annual Report 2009 Financial Report 145 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) During 2009, the Group’s wholesale debt issuance program was supported by debt investor meetings held in Australia, New Zealand, the United States, Canada, United Kingdom, France, Germany, the Netherlands, hong Kong, China, Japan, South-East Asia and the Middle East. The Australian Government Guarantee Scheme has also enabled ANZ to expand its debt investor base to a broader range of investors, including central banks, monetary authorities, sovereign wealth fund managers and insurance companies. The Group uses maturity concentration limits and geographic diversification limits under the wholesale funding and liquidity management framework. Maturity concentration limits ensure that the Group does not become reliant on issuing large volumes of new wholesale funding within a short time period. Funding Capacity and Debt Issuance Planning Group Treasury provides wholesale funding plans to senior management on a regular basis (via the Group Asset and Liability Committee). These plans address targeted funding volumes, markets, investors, tenors and currencies for senior, subordinated and hybrid transactions. Plans are supplemented with a monthly forecasting process which reviews the funding position to-date in light of market conditions and balance sheet requirements. The debt issuance plan is linked to the Group’s three-year strategic planning cycle, which is a key activity assisting the Group to understand current and future funding requirements, and to quantify and plan volumes of funding required. In aggregate during 2009 the Group raised $25.8 billion of new term funding (greater than one year at the end of the financial year). The weighted average tenor of new term debt issuance was 3.9 years. The marginal cost of term finding has declined from the peaks established in early calendar 2009, however funding costs remain high by historical standards. The weighted average cost of term debt issuance increased by 69 basis points in 2009 (including the cost of the Government Guarantee) as a result of market conditions. When calculating volumes of wholesale debt outstanding and the weighted average term to maturity of the term wholesale funding portfolio, the ‘effective’ maturity of callable wholesale debt instruments is conservatively assumed to be the next call date (rather than final maturity) as extension beyond the call date is uncertain. Liquidity Portfolio Management The Group holds a diversified portfolio of cash and high-quality, highly-liquid securities that may be sold or pledged to provide same-day liquidity. This portfolio helps protect the Group’s liquidity position by providing a source of cash in stressed conditions. All assets held in this portfolio are securities eligible for repurchase under agreements with the applicable central bank (i.e. ‘repo’ eligible). The sizing of the Group’s Liquidity Portfolio is based on the amount of liquidity required to meet: day-to-day operational requirements; potential name crisis or potential wholesale ‘funding stress’ requirements under each of the Group’s various stress scenarios. At 30 September 2009 the volume of eligible securities held, post any repurchase (i.e. repo) discounts applied by the applicable central bank, was $60.2 billion. To further strengthen the Bank’s balance sheet, the Group continues to maintain strong coverage ratios of Liquidity Portfolio to maturing wholesale offshore debt maturities. Liquidity portfolio levels provide coverage of offshore wholesale funding maturities for at least one year. The Liquidity Portfolio is well diversified by counterparty, currency, and tenor. Under the liquidity policy framework securities purchased must be of a similar or better credit quality to ANZ’s external long-term or short-term credit ratings and continue to be repo eligible. Currently securities issued by approximately 84 separate counterparties – comprising bank, government and agency issuers – are held in the portfolio. Supplementing its liquidity position, the Group holds additional cash and liquid asset balances. Our Markets business also holds secondary sources of liquidity in the form of liquid instruments in its trading portfolios. These other assets are not included in the eligible securities held in the prime Liquidity Portfolio outlined below. Eligible securities (Market values1) Australia New Zealand United States United Kingdom Asia Internal RMBS (Australia) Internal RMBS (New Zealand) Total 1 Market value is post the repo discount applied by the applicable central bank. 2009 $m 18,694 8,771 1,301 2,939 1,984 24,508 1,954 60,151 2008 $m 12,899 6,620 2,739 4,157 – 8,305 – 34,720 33: Financial Risk Management (continued) Counterparty credit ratings long term counterparty Credit Rating1 AAA AA+ AA AA- A+ A Total Market Value $m 43,827 3,043 10,849 1,867 264 301 60,151 No. of counter- parties 51 4 11 9 5 4 84 1 Where available, based on Standard & Poor’s long-term credit ratings. Liquidity Crisis Contingency Planning The Group maintains APRA-endorsed liquidity crisis contingency plans defining an approach for analysing and responding to a liquidity threatening event at a country and Group-wide level. To align with the enhanced liquidity scenario analysis framework, crisis management strategies are assessed against the Group’s crisis stress scenarios. The framework is compliant with APRA’s key liquidity contingency crisis planning requirements and guidelines and includes: The establishment of crisis severity/stress levels; Clearly assigned crisis roles and responsibilities; Early warning signals indicative of an approaching crisis, and mechanisms to monitor and report these signals; Crisis Declaration Assessment processes, and related escalation triggers set against early warning signals; Outlined action plans, and courses of action for altering asset and liability behaviour; Procedures for crisis management reporting, and making up cash-flow shortfalls; Guidelines determining the priority of customer relationships in the event of liquidity problems; and Assigned responsibilities for internal and external communications. Contractual maturity analysis of the Group’s liabilities The tables below analyses the Group’s contractual liabilities, within relevant maturity groupings based on the earliest date on which the Group or Company may be required to pay. The amounts represent principal and interest cash flows and hence may differ compared to the amounts reported on the balance sheet. It should be noted that this is not how the Group manages its liquidity risk. The management of this risk is detailed above. Contractual maturity analysis of financial liabilities at 30 September 2009: Consolidated at 30 September 2009 Due to other financial institutions Deposits and other borrowings Certificates of deposit Term deposits Other deposits bearing interest Deposits not bearing interest Commercial paper Borrowing corporations’ debt Other borrowings Liability for acceptances Bonds and notes3 Loan capital3,4 Derivative liabilities (trading)5 Derivative assets and liabilities (balance sheet management)6 – funding Receive leg (-ve is an inflow) Pay leg – other balance sheet management Receive leg (-ve is an inflow) Pay leg less than 3 months1 $m 18,541 23,474 77,069 111,314 10,174 8,947 1,718 2,028 13,574 7,274 179 23,344 3 to 12 months $m 1,428 9,928 29,395 – – 5,400 1,356 – 188 7,999 2,787 – 1 to 5 years $m 37 13,552 4,062 – – – 752 – – 44,075 9,940 – (19,623) 21,242 (22,830) 24,048 (90,946) 96,489 (1,887) 2,194 (4,485) 5,218 (9,499) 9,875 After 5 years $m – – 30 – – – – – – 1,699 1,551 – (6,388) 6,499 (2,339) 2,263 No maturity specified2 $m Total $m – 20,006 – – – – – – – – – 1,026 – 46,954 110,556 111,314 10,174 14,347 3,826 2,028 13,762 61,047 15,483 23,344 – – – – (139,787) 148,278 (18,210) 19,550 Includes at call instruments. Includes perpetual investments brought in at face value only. 1 2 3 Any callable wholesale debt instruments have been included at their next call date. 4 5 The full mark-to-market of derivative liabilities held for trading purposes has been included in the ’less than 3 months’ category. 6 The undiscounted cash flows for all derivative instruments used for the purposes of balance sheet management have been included based on the contractual maturity of the instrument. Includes instruments that may be settled in cash or in equity, at the option of the Company. 146 ANZ Annual Report 2009 Financial Report 147 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 33: Financial Risk Management (continued) Contractual maturity analysis of financial liabilities at 30 September 2008: Consolidated at 30 September 2008 Due to other financial institutions Deposits and other borrowings Certificates of deposit Term deposits Other deposits bearing interest Deposits not bearing interest Commercial paper Borrowing corporations’ debt Other borrowings Liability for acceptances Bonds and notes3 Loan capital3,4 Derivative liabilities (trading)5 Derivative assets and liabilities (balance sheet management)6 – funding Receive leg (-ve is an inflow) Pay leg – other balance sheet management Receive leg (-ve is an inflow) Pay leg less than 3 months1 $m 17,661 29,616 66,817 98,566 9,367 15,419 4,836 2,031 14,439 8,120 322 27,126 3 to 12 months $m 2,295 13,990 23,325 – – 6,455 4,481 – 1,059 20,484 1,981 – 1 to 5 years $m 418 11,518 1,737 – – 1,876 1,376 – – 43,101 10,804 – (20,210) 20,117 (30,268) 31,357 (79,793) 83,327 (3,563) 3,481 (5,608) 5,290 (7,994) 8,138 After 5 years $m – 109 111 – – – – – – 2,331 2,997 – (4,055) 4,457 (489) 455 No maturity specified2 $m Total $m – 20,374 – – – – – – – – – 1,075 – 55,233 91,990 98,566 9,367 23,750 10,693 2,031 15,498 74,036 17,179 27,126 – – – – (134,326) 139,258 (17,654) 17,364 Includes at call instruments. Includes perpetual investments brought in at face value only. 1 2 3 Any callable wholesale debt instruments have been included at their next call date. 4 5 The full mark-to-market of derivative liabilities held for trading purposes has been included in the ’less than 3 months’ category. 6 The undiscounted cash flows for all derivative instruments used for the purposes of balance sheet management have been included based on the contractual maturity of the instrument. Includes instruments that may be settled in cash or in equity, at the option of the Company. The Company at 30 September 2009 Due to other financial institutions Deposits and other borrowings Certificates of deposit Term deposits Other deposits bearing interest Deposits not bearing interest Commercial paper Other borrowings Liability for acceptances Bonds and notes3 Loan capital3,4 Derivative liabilities (trading)5 Derivative assets and liabilities (balance sheet management)6 – funding Receive leg (-ve is an inflow) Pay leg – other balance sheet management Receive leg (-ve is an inflow) Pay leg less than 3 months1 $m 15,726 20,096 61,132 92,995 5,800 6,563 – 13,550 5,452 164 24,388 3 to 12 months $m 1,241 9,602 17,399 – – 1,720 – 188 5,979 2,741 – 1 to 5 years $m 19 13,552 1,922 – – – – – 35,992 8,991 – (13,215) 14,519 (14,816) 15,814 (57,583) 62,560 (1,293) 1,308 (3,276) 3,463 (7,472) 7,277 After 5 years $m – – 29 – – – – – 1,412 1,551 – (5,511) 5,653 (2,274) 2,175 No maturity specified2 $m Total $m – 16,986 – – – – – – – – 341 – – – – – 43,250 80,482 92,995 5,800 8,283 – 13,738 48,835 13,788 24,388 (91,125) 98,546 (14,315) 14,223 Includes at call instruments. Includes perpetual investments brought in at face value only. 1 2 3 Any callable wholesale debt instruments have been included at their next call date. 4 5 The full mark-to-market of derivative liabilities held for trading purposes has been included in the ’less than 3 months’ category. 6 The undiscounted cash flows for all derivative instruments used for the purposes of balance sheet management have been included based on the contractual maturity of the instrument. Includes instruments that may be settled in cash or in equity, at the option of the Company. 33: Financial Risk Management (continued) The Company at 30 September 2008 Due to other financial institutions Deposits and other borrowings Certificates of deposit Term deposits Other deposits bearing interest Deposits not bearing interest Commercial paper Other borrowings Liability for acceptances Bonds and notes3 Loan capital3,4 Derivative liabilities (trading)5 Derivative assets and liabilities (balance sheet management)6 – funding Receive leg (-ve is an inflow) Pay leg – other balance sheet management Receive leg (-ve is an inflow) Pay leg less than 3 months1 $m 15,859 25,972 47,921 79,089 5,322 6,790 9 14,404 6,338 305 28,168 3 to 12 months $m 2,279 12,807 14,745 – – 1,516 – 1,059 14,311 1,930 – 1 to 5 years $m 22 11,487 985 – – 1,876 – – 33,832 9,741 – (10,343) 10,258 (17,197) 18,370 (56,471) 59,352 (2,341) 2,269 (3,145) 2,900 (4,892) 4,929 After 5 years $m – 109 110 – – – – – 1,823 2,997 – (3,722) 4,141 (453) 421 No maturity specified2 $m Total $m – 18,160 – – – – – – – – 375 – – – – – 50,375 63,761 79,089 5,322 10,182 9 15,463 56,304 15,348 28,168 (87,733) 92,121 (10,831) 10,519 Includes at call instruments. Includes perpetual investments brought in at face value only. 1 2 3 Any callable wholesale debt instruments have been included at their next call date. 4 5 The full mark-to-market of derivative liabilities held for trading purposes has been included in the ’less than 3 months’ category. 6 The undiscounted cash flows for all derivative instruments used for the purposes of balance sheet management have been included based on the contractual maturity of the instrument. Includes instruments that may be settled in cash or in equity, at the option of the Company. CREDIT RELATED CONTINGENCIES Undrawn facilities and issued guarantees comprises the nominal principal amounts of commitments, contingencies and other undrawn facilities and represents the maximum liquidity at risk position should all facilities extended be drawn. The majority of undrawn facilities are subject to customers maintaining specific credit and other requirements or conditions. Many of these facilities are expected to be partially used, whereas others may never be required to be drawn upon. As such, the total of the nominal principal amounts is not necessarily representative of future liquidity risks or future cash requirements. The tables below analyses the Group’s undrawn facilities and issued guarantees into relevant maturity groupings based on the earliest date on which ANZ may be required to pay. 30 September 2009 Undrawn facilities Issued guarantees 30 September 2008 Undrawn facilities Issued guarantees less than 1 year $m 106,644 25,218 Consolidated More than 1 year $m Total $m – – 106,644 25,218 less than 1 year $m 88,006 23,503 The Company More than 1 year $m – – Total $m 88,006 23,503 less than 1 year $m 111,265 30,006 Consolidated More than 1 year $m The Company Total $m less than 1 year $m More than 1 year $m – – 111,265 30,006 90,026 28,037 – – Total $m 90,026 28,037 The liquidity risk of credit related commitments, contingencies and other undrawn facilities may be less than the contract amount, however the liquidity risk has been taken to be the contract amount. The amounts do not necessarily represent future cash requirements as many of these facilities are expected to be partially used or to expire unused. 148 ANZ Annual Report 2009 Financial Report 149 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS In line with industry practice, ANZ obtains insurance cover from third party and captive providers to cover those operational risks where cost-effective premiums can be obtained. In conducting their business, business units are advised to act as if uninsured and not to use insurance as a guaranteed mitigation for operational risk. Business disruption is a critical risk to a bank’s ability to operate, so ANZ has comprehensive business continuity, recovery and crisis management plans. The intention of the business continuity and recovery plans is to ensure critical business functions can be maintained, or restored in a timely fashion, in the event of material disruptions arising from internal or external events. Group Operational Risk is responsible for maintaining ANZ’s Advanced Measurement Approach (AMA) for operational risk regulatory capital calculations. ANZ uses a scenario analysis based methodology to assess exposure to unexpected operational risk events and uses probability distributions and monte carlo simulations to model and calculate its operational risk regulatory capital (ORRC). This methodology incorporates the use of business risk profiles which consider the current business environment and internal control factors over a twelve month time horizon. 33: Financial Risk Management (continued) OPERATIONAL RISK MANAGEMENT Within ANZ, operational risk is defined as the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. This definition includes legal risk, and the risk of reputational loss or damage arising from inadequate or failed internal processes, people and systems, but excludes strategic risk. The authority for operational risk oversight is delegated by the Board to the Board Risk Committee. The Operational Risk Executive Committee (OREC) supports the Board Risk Committee in respect of operational risk oversight including compliance. The key responsibilities of OREC include: Approve Operational Risk and Compliance policies. Approve ANZ’s Group Compliance Framework. Endorse ANZ’s Operational Risk Framework for approval by the Risk Committee of the Board. Monitoring the state of operational risk management and instigating any necessary corrective actions; Review all material actual, potential or near miss risk events; and Monitor associated treatment plans. Membership of OREC comprises senior executives and OREC is chaired by the Chief Risk Officer. Business unit staff and line management have first line accountability for the day-to-day management of operational risk. This includes implementation of the operational risk framework and involvement in decision making processes concerning all material operational risk matters. Divisional risk governance functions provide oversight of operational risk undertaken in the business units. Divisional Risk Committees and Business Unit Risk Forums manage and maintain oversight of operational risks supported by thresholds for escalation and monitoring. Group Operational Risk are responsible for exercising governance over operational risk through the management of the operational risk framework, policy development, framework assurance, operational risk measurement and capital allocation, fraud strategy and reporting of operational risk issues to executive committees. ANZ’s Operational Risk Framework outlines the approach to managing operational risk and specifically covers the minimum requirements that divisions/business units must undertake in the management of operational risk. ANZ’s Operational Risk Framework is supported by specific policies, guidelines and templates with the effectiveness of the framework assessed through a series of assurance reviews and related processes. This is supported by an independent review programme by Internal Audit. The operational risk management process adopted by ANZ consists of a staged approach involving establishing the context, identification, analysis, treatment and monitoring of current, new and emerging operational risks. This is based on the Risk Management Standard issued by Standards Australia/New Zealand (AS/NZS 4360). 34: Fair Value of Financial Assets and Financial Liabilities Fair value is the amount for which an asset could be exchanged, or a liability settled, between knowledgeable, willing parties in an arm’s length transaction. The determination of the fair value of financial instruments is fundamental to the financial reporting framework as all financial instruments are recognised initially at fair value and, with the exception of those financial instruments carried at amortised cost, are remeasured at fair value in subsequent periods. The fair value of a financial instrument on initial recognition is normally the transaction price, however, in certain circumstances the initial fair value may be based on other observable current market transactions in the same instrument, without modification or repackaging, or on a valuation technique whose variables include only data from observable markets. Subsequent to initial recognition, the fair value of financial instruments measured at fair value is based on quoted market prices, where available. In cases where quoted market prices are not available, fair value is determined using market accepted valuation techniques that employ observable market data. In limited cases where observable market data is not available, the input is estimated based on other observable market data, historical trends and other factors that may be relevant. (i) Fair values of financial assets and financial liabilities A significant number of financial instruments are carried at fair value in the balance sheet. Below is a comparison of the carrying amounts, as reported on the balance sheet, and fair values of all financial assets and liabilities. The fair value disclosure does not cover those instruments that are not considered financial instruments from an accounting perspective such as income tax and intangible assets. In our view, the aggregate fair value amounts do not represent the underlying value of the Group. In the tables below, financial instruments have been allocated based on their accounting treatment. The significant accounting policies in note 1 describe how the categories of financial assets and financial liabilities are measured and how income and expenses, including fair value gains and losses, are recognised. Financial asset classes have been allocated into the following groups: amortised cost; financial assets at fair value through profit or loss; derivatives in effective hedging relationships; and available-for-sale financial assets. Similarly, each class of financial liability has been allocated into three groups: amortised cost; derivatives in effective hedging relationships; and financial liabilities at fair value through profit and loss. The fair values are based on relevant information available as at the respective balance sheet dates and have not been updated to reflect changes in market condition after the balance sheet date. FINANCIAL ASSETS Consolidated 30 September 2009 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets Loans and advances2 Customers’ liability for acceptances Other financial assets Consolidated 30 September 2008 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets Loans and advances2 Customers’ liability for acceptances Other financial assets At amortised cost At fair value through profit or loss hedging Available-for- sale assets Total Total Carrying amount Fair value Designated on initial recognition $m – – – – – 190 – – 190 $m 25,317 4,985 – – – 331,817 13,762 3,265 379,146 held for trading $m – – 30,991 35,681 – – – – 66,672 Sub-total $m – – 30,991 35,681 – 190 – – 66,862 $m – – – 1,723 – – – – 1,723 $m – – – – 16,575 – – – 16,575 $m 25,317 4,985 30,991 37,404 16,575 332,007 13,762 3,265 464,306 $m 25,317 4,985 30,991 37,404 16,575 331,991 13,762 3,265 464,290 At amortised cost At fair value through profit or loss hedging Available-for- sale assets Total Total Carrying amount Fair value Designated on initial recognition $m – – – – – 248 – – 248 $m 25,030 9,862 – – – 334,306 15,297 4,273 388,768 held for trading $m – – 15,177 35,237 – – – – 50,414 Sub-total $m – – 15,177 35,237 – 248 – – 50,662 $m – – – 1,704 – – – – 1,704 $m – – – – 17,480 – – – 17,480 $m 25,030 9,862 15,177 36,941 17,480 334,554 15,297 4,273 458,614 $m 25,030 9,862 15,177 36,941 17,480 333,746 15,297 4,273 457,806 1 Derivative financial instruments classified as ‘held for trading’ include derivatives entered into as economic hedges which are not designated as accounting hedges. 2 Fair value hedging is applied to financial assets within loans and advances. The resulting fair value adjustments mean that the carrying value differs from the amortised cost. 150 ANZ Annual Report 2009 Financial Report 151 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 34: Fair Value of Financial Assets and Financial Liabilities (continued) 34: Fair Value of Financial Assets and Financial Liabilities (continued) FINANCIAL ASSETS (continued) FINANCIAL LIABILITIES The Company 30 September 2009 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets Loans and advances2 Customers’ liability for acceptances Other financial assets The Company 30 September 2008 Liquid assets Due from other financial institutions Trading securities Derivative financial instruments1 Available-for-sale assets Loans and advances2 Customers’ liability for acceptances Other financial assets At amortised cost At fair value through profit or loss hedging Available-for- sale assets Total Total Carrying amount Fair value Designated on initial recognition $m – – – – – 190 – – 190 $m 20,199 3,236 – – – 255,818 13,739 2,169 295,161 held for trading $m – – 27,410 31,631 – – – – 59,041 Sub-total $m – – 27,410 31,631 – 190 – – 59,231 $m – – – 1,370 – – – – 1,370 $m – – – – 13,554 – – – 13,554 $m 20,199 3,236 27,410 33,001 13,554 256,008 13,739 2,169 369,316 $m 20,199 3,236 27,410 33,001 13,554 256,210 13,739 2,169 369,518 At amortised cost At fair value through profit or loss hedging Available-for- sale assets Total Total Carrying amount Fair value Designated on initial recognition $m – – – – – 248 – – 248 $m 18,081 8,573 – – – 235,876 15,262 2,952 280,744 held for trading $m – – 12,846 32,042 – – – – 44,888 Sub-total $m – – 12,846 32,042 – 248 – – 45,136 $m – – – 1,256 – – – – 1,256 $m – – – – 15,103 – – – 15,103 $m 18,081 8,573 12,846 33,298 15,103 236,124 15,262 2,952 342,239 $m 18,081 8,573 12,846 33,298 15,103 235,671 15,262 2,952 341,786 1 Derivative financial instruments classified as ‘held for trading’ include derivatives entered into as economic hedges which are not designated as accounting hedges. 2 Fair value hedging is applied to financial assets within loans and advances. The resulting fair value adjustments mean that the carrying value differs from the amortised cost. LIQUID ASSETS AND DUE FROM/TO OThER FINANCIAL INSTITUTIONS The carrying values of these financial instruments where there has been no significant change in credit risk is considered to approximate their net fair values as they are short-term in nature, defined as those which reprice or mature in 90 days or less, or are receivable on demand. TRADING SECURITIES Trading securities are carried at fair value. Fair value is based on quoted market prices, broker or dealer price quotations, or modelled valuations using prices for securities with similar credit risk, maturity and yield characteristics. DERIVATIVE FINANCIAL INSTRUMENTS Derivative financial instruments are carried at fair value. Exchange traded derivative financial instruments are valued using quoted prices. Over-the-counter derivative financial instruments are valued using accepted valuation models (including discounted cash flow models) based on current market yields for similar types of instruments and the maturity of each instrument and an adjustment reflecting the credit worthiness of the counterparty. AVAILABLE-FOR-SALE ASSETS Available-for-sale assets are carried at fair value. Fair value is based on quoted market prices or broker or dealer price quotations. If this information is not available, fair value is estimated using quoted market prices for securities with similar credit, maturity and yield characteristics, or market accepted valuation models as appropriate (including discounted cash flow models) based on current market yields for similar types of instruments and the maturity of each instrument. NET LOANS AND ADVANCES AND ACCEPTANCES The carrying value of loans and advances and acceptances includes deferred fees and expenses, and is net of provision for credit impairment and income yet to mature. Fair value has been determined through discounting future cash flows. For fixed rate loans and advances and acceptances, the discount rate applied incorporates changes in wholesale market rates, ANZ’s cost of wholesale funding and movements in customer margin. For floating rate loans, only changes in wholesale market rates and ANZ’s cost of wholesale funding are incorporated in the discount rate. For variable rate loans where ANZ sets the applicable rate at its discretion, the fair value is set equal to the carrying value. OThER FINANCIAL ASSETS Included in this category are accrued interest and fees receivable. The carrying values of accrued interest and fees receivable are considered to approximate their net fair values as they are short term in nature or are receivable on demand. Consolidated 30 September 2009 Due from other financial institutions Derivative financial instruments1 Deposits and other borrowings Liability for acceptances Bonds and notes2 Loan capital2 Payables and other liabilities Consolidated 30 September 2008 Due from other financial institutions Derivative financial instruments1 Deposits and other borrowings Liability for acceptances Bonds and notes2 Loan capital2 Payables and other liabilities The Company 30 September 2009 Due from other financial institutions Derivative financial instruments1 Deposits and other borrowings Liability for acceptances Bonds and notes2 Loan capital2 Payables and other liabilities At amortised cost At fair value through profit or loss hedging Total Total Carrying amount Fair value Designated on initial recognition $m – – 6,065 – 8,933 1,926 – 16,924 $m 19,924 – 288,305 13,762 48,327 11,503 7,215 389,036 held for trading $m – 34,706 – – – – – 34,706 Sub-total $m – 34,706 6,065 – 8,933 1,926 – 51,630 $m – 1,810 – – – – – 1,810 $m 19,924 36,516 294,370 13,762 57,260 13,429 7,215 442,476 $m 19,924 36,516 294,593 13,762 57,493 13,179 7,215 442,682 At amortised cost At fair value through profit or loss hedging Total Total Carrying amount Fair value Designated on initial recognition $m – – 10,868 – 6,396 2,242 – 19,506 $m 20,092 – 273,098 15,297 60,927 12,024 8,904 390,342 held for trading $m – 30,418 – – – – – 30,418 Sub-total $m – 30,418 10,868 – 6,396 2,242 – 49,924 $m – 1,509 – – – – – 1,509 $m 20,092 31,927 283,966 15,297 67,323 14,266 8,904 441,775 $m 20,092 31,927 284,110 15,297 66,794 14,013 8,904 441,137 At amortised cost At fair value through profit or loss hedging Total Total Carrying amount Fair value Designated on initial recognition $m – – – – 8,933 1,926 – 10,859 $m 16,974 – 227,300 13,739 37,100 9,959 5,786 310,858 held for trading $m – 32,305 – – – – – 32,305 Sub-total $m – 32,305 – – 8,933 1,926 – 43,164 $m – 863 – – – – – 863 $m 16,974 33,168 227,300 13,739 46,033 11,885 5,786 354,885 $m 16,974 33,168 227,478 13,739 46,141 11,701 5,786 354,987 1 Derivative financial instruments classified as ‘held for trading’ include derivatives entered into as economic hedges which are not designated as accounting hedges. 2 Fair value hedging is applied to financial liabilities within bonds and notes and loan capital. The resulting fair value adjustments mean that the carrying value differs from the amortised cost. 152 ANZ Annual Report 2009 Financial Report 153 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 34: Fair Value of Financial Assets and Financial Liabilities (continued) 34: Fair Value of Financial Assets and Financial Liabilities (continued) FINANCIAL LIABILITIES (continued) The Company 30 September 2008 Due from other financial institutions Derivative financial instruments1 Deposits and other borrowings Liability for acceptances Bonds and notes2 Loan capital2 Payables and other liabilities At amortised cost At fair value through profit or loss hedging Total Total Carrying amount Fair value Designated on initial recognition $m – – – – 6,396 2,242 – 8,638 $m 18,001 – 203,328 15,262 45,675 10,534 6,671 299,471 held for trading $m – 30,585 – – – – – 30,585 Sub-total $m – 30,585 – – 6,396 2,242 – 39,223 $m – 870 – – – – – 870 $m 18,001 31,455 203,328 15,262 52,071 12,776 6,671 339,564 $m 18,001 31,455 203,413 15,262 51,742 12,520 6,671 339,064 The tables below provide an analysis of the methodology used for valuing financial assets and financial liabilities that are required to be remeasured at fair value. The fair value of the financial instrument has been allocated in full to the category which most accurately reflects the determination of the fair value. This allocation is based on the categorisation of the lowest level input into a valuation model or a valuation component that is significant to the reported fair value of the financial instrument. In this regard, the significance of an input is assessed against the reported fair value of the financial instrument and considers various factors specific to the financial instrument. The “quoted market price” category also includes financial instruments valued using quoted yield where it is available for a specific debt security. In the prior year, these were categorised as instruments valued using a valuation technique. Comparatives have been adjusted to conform to the current classification. The methods used in valuing different classes of financial assets or liabilities are described in section (i) on pages 151 to 154. There have been no substantial changes in the valuation techniques applied to different classes of financial instruments. ANZ continuously monitors the relevance of inputs used and calibrates its valuation models where there is evidence that changes are required to ensure that the resulting valuations remain appropriate. In November 2008, ANZ transferred certain mortgage backed securities out of available-for-sale financial assets into loans and advances. As at September 2008 these assets were valued using either quoted market prices or models with observable inputs. 1 Derivative financial instruments classified as ‘held for trading’ include derivatives entered into as economic hedges which are not designated as accounting hedges. 2 Fair value hedging is applied to financial liabilities within bonds and notes and loan capital. The resulting fair value adjustments mean that the carrying value differs from the amortised cost. DEPOSITS AND OThER BORROWINGS For interest bearing fixed maturity deposits and other borrowings and acceptances with quoted market prices, market borrowing rates of interest for debt with a similar maturity are used to discount contractual cash flows. The fair value of a deposit liability without a specified maturity or at call is deemed to be the amount payable on demand at the reporting date. The fair value is not adjusted for any value expected to be derived from retaining the deposit for a future period of time. Certain deposits and other borrowings have been designated at fair value through profit or loss and are carried at fair value. BONDS AND NOTES AND LOAN CAPITAL The aggregate fair value of bonds and notes and loan capital is calculated based on quoted market prices. For those debt issues where quoted market prices were not available, a discounted cash flow model using a yield curve appropriate for the remaining term to maturity of the debt instrument is used. Certain bonds and notes and loan capital have been designated at fair value through profit or loss and are carried at fair value. The fair value is based on a discounted cash flow model based on current market yields for similar types of instruments and the maturity of each instrument. The fair value includes the effects of the appropriate credits spreads applicable to ANZ for that instrument. PAYABLES AND OThER FINANCIAL LIABILITIES This category includes accrued interest and fees payable for which the carrying amount is considered to approximate the fair value. COMMITMENTS AND CONTINGENCIES Adjustments to fair value for commitments and contingencies that are not financial instruments recognised in the balance sheet, are not included in this note. (ii) Valuation methodology A significant number of financial instruments are carried on balance sheet at fair value. The best evidence of fair value is a quoted price in an active market. Accordingly, wherever possible fair value is based on the quoted market price of the financial instrument. In the event that there is no quoted market price for the instrument, fair value is based on present value estimates or other market accepted valuation techniques. The valuation models incorporate the impact of bid/ask spread, counterparty credit spreads and other factors that would influence the fair value determined by a market participant. The analysis presented in this section discloses the financial instruments that are valued using a valuation technique other than a quoted marked price. The majority of valuation techniques employ only observable market data. however, for certain financial instruments the valuation technique may employ some data (valuation inputs or components) which is not readily observable in the current market. In these cases valuation inputs (or components of the overall value) are derived and extrapolated from other relevant market data and tested against historic transactions and observed market trends. Valuations using one or more non-observable data inputs require professional judgement. ANZ has a control framework that ensures that the fair value is either determined or validated by a function independent of the party that undertakes the transaction. Where quoted market prices are used, independent price determination or validation is obtained. For fair values determined using a valuation model, the control framework may include, as applicable, independent development or validation of: (i) valuation models; (ii) any inputs to those models; and (iii) any adjustments required outside of the valuation model, and, where possible, independent validation of model outputs. Consolidated Financial assets Trading securities Derivative financial instruments Available-for-sale financial assets Loans and advances (designated at fair value) Financial liabilities Derivative financial instruments Deposits and other borrowings (designated at fair value) Bonds and notes (designated at fair value) Loan capital (designated at fair value) The Company Financial assets Trading securities Derivative financial instruments Available-for-sale financial assets Loans and advances (designated at fair value) Financial liabilities Derivative financial instruments Bonds and notes (designated at fair value) Loan capital (designated at fair value) Valuation technique Quoted market price Using observable inputs 2009 $m 2008 $m 2009 $m 2008 $m 14,130 1,862 12,930 – 28,922 4,386 2,428 11,002 – 17,816 16,713 34,797 2,764 190 54,464 10,642 33,276 4,486 248 48,652 With significant non-observable inputs 2009 $m 148 745 881 – 1,774 2008 $m 149 1,237 1,992 – 3,378 Total 2009 $m 2008 $m 30,991 37,404 16,575 190 85,160 15,177 36,941 17,480 248 69,846 1,854 2,032 33,608 28,102 1,054 1,793 36,516 31,927 – – – – – – 6,065 8,933 1,926 1,854 2,032 50,532 10,868 6,396 2,242 47,608 – – – – – – 6,065 8,933 1,926 1,054 1,793 53,440 10,868 6,396 2,242 51,433 Valuation technique Quoted market price Using observable inputs 2009 $m 2008 $m 2009 $m 2008 $m 12,933 1,808 11,175 – 25,916 1,767 – – 1,767 3,720 2,356 10,912 – 16,988 2,105 – – 2,105 14,329 30,448 1,763 190 46,730 30,347 8,933 1,926 41,206 8,977 29,705 3,267 248 42,197 27,557 6,396 2,242 36,195 With significant non-observable inputs 2009 $m 148 745 616 – 1,509 1,054 – – 1,054 2008 $m 149 1,237 924 – 2,310 1,793 – – 1,793 Total 2009 $m 2008 $m 27,410 33,001 13,554 190 74,155 33,168 8,933 1,926 44,027 12,846 33,298 15,103 248 61,495 31,455 6,396 2,242 40,093 154 ANZ Annual Report 2009 Financial Report 155 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 34: Fair Value of Financial Assets and Financial Liabilities (continued) 34: Fair Value of Financial Assets and Financial Liabilities (continued) (iii) Additional information for financial instruments carried at fair value where the valuation incorporates non-observable market data ChANGES IN FAIR VALUE AND MOVEMENTS IN AND OUT The following table presents the composition of the financial instruments remeasured at fair value with significant non-observable inputs. Consolidated Asset backed securities Illiquid corporate bonds and loans Structured credit products Other derivatives Total The Company Asset backed securities Illiquid corporate bonds and loans Structured credit products Other derivatives Total Trading securities Derivatives Available-for-sale Derivatives Financial assets Financial liabilities 2009 $m 148 – – – 148 148 – – – 148 2008 $m 149 – – – 149 149 – – 149 2009 $m – – 704 41 745 – – 704 41 745 2008 $m – – 1,212 25 1,237 – – 1,212 25 1,237 2009 $m 103 778 – – 881 – 616 – – 616 2008 $m 967 1,025 – – 1,992 393 531 – – 924 2009 $m – – 1,019 35 1,054 – – 1,019 35 1,054 2008 $m – – 1,704 89 1,793 – – 1,704 89 1,793 Asset backed securities and illiquid corporate bonds comprise illiquid bonds where the effect on fair value of credit risk cannot be directly or indirectly observed in the market, and include long dated Australian CPI indexed bonds. Structured credit products comprise the structured credit intermediation trades that ANZ entered into from 2004 to 2007 whereby ANZ sold protection using credit default swaps over certain structures, then to mitigate risk purchased protection via credit default swaps from eight US financial guarantors over the same trades. The underlying structures involve synthetic collateralised debt obligations, portfolios of external collateralised loan obligations or specific bonds/floating rate notes. These trades are valued using complex models with certain inputs relating to the reference assets and derivative counterparties not observable in the market. Other derivative financial instruments comprise long dated instruments, predominantly relating to soft commodities, which extend significantly beyond the period for which market data used to derive the fair value is readily available. The following table details movements in the balance of these financial assets and liabilities. Trading derivatives are categorised on a portfolio basis, and classified as either financial assets or financial liabilities based on whether the closing balance is a gain or a loss. This could be different to the opening balance. Consolidated Opening balance New purchases and issues Disposals/(sales) and cash settlements Transfers: Transfers into the category Transfers out of the category Fair value gain/(loss) recorded in the income statement Fair value gain/(loss) recognised in equity Closing balance The Company Opening balance New purchases and issues Disposals/(sales) and cash settlements Transfers: Transfers into the category Transfers out of the category Fair value gain/(loss) recorded in the income statement Fair value gain/(loss) recognised in equity Closing balance Financial assets Derivatives Available -for-sale Financial liabilities Derivatives 2009 $m 1,237 7 (39) 2 (3) (459) – 745 1,237 7 (39) 2 (3) (459) – 745 2009 $m 1,992 – (1,032) – (13) (28) (38) 881 924 308 (541) – (13) (24) (38) 616 2009 $m (1,793) (4) (56) (19) – 818 – (1,054) (1,793) (4) (56) (19) – 818 – (1,054) Trading securities 2009 $m 149 32 (13) – – (20) – 148 149 32 (13) – – (20) – 148 SENSITIVITY TO DATA INPUTS Where valuation techniques use assumptions derived from significant non-observable market inputs, changing these assumptions change the resultant estimate of fair value. The majority of these transactions are “back-to-back” in nature where ANZ either acts as a financial intermediary, or ANZ hedges market risks at inception. In these circumstances, changes in the assumptions generally have minimal impact on the income statement, with the exception of the structured credit intermediation trades that create significant exposure to market risk and/or credit risk. Principal inputs used in the determination of fair value of financial instruments included in this group include data inputs such as counterparty credit spreads, market-quoted CDS prices, recovery rates, implied default probabilities, market-quoted credit index tranche prices and correlation curves and other inputs, some of which may not be directly observable in the market. For both the Group and the Company, the potential effect of changing prevailing assumptions to reasonably possible alternative assumptions for valuing those financial instruments could result in an increase of $37 million (2008: $73 million) or a decrease of $27 million (2008: $69 million) in net derivative financial instruments as at 30 September 2009. The ranges of reasonably possible alternative assumptions are established by application of professional judgement to an analysis of the data available to support each assumption. DEFERRED FAIR VALUE GAINS AND LOSSES Where the fair value of a financial instrument is determined using non-observable data that has a significant impact on the valuation of the instrument, any difference between the transaction price and the amount determined based on the valuation technique arising on initial recognition of the financial instrument (day one gain or loss) is deferred on the balance sheet. Subsequently, the day one gain or loss is recognised in the income statement only to the extent that it arises from a change in factors (including time) that a market participant would consider in setting the price for the instrument. The table below shows movements in the aggregate amount of day one gain/(loss) not recognised in the income statement on the initial recognition of the financial instrument because the difference between the transaction price and the modelled valuation price was not fully supported by inputs that were observable in the market. Opening balance Deferral of gain/(loss) on new transactions Recognised in the income statement, including exchange differences Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 5 – (2) 3 – 5 – 5 5 – (2) 3 – 5 – 5 (iv) Additional information for financial instruments designated at fair value through profit or loss FINANCIAL ASSETS DESIGNATED AT FAIR VALUE ThROUGh PROFIT OR LOSS The category loans and advances includes certain loans designated at fair value through profit or loss in order to eliminate an accounting mismatch which would arise if the asset were otherwise carried at amortised cost. This mismatch arises as the derivative financial instruments, which were acquired to mitigate interest rate risk of the loan and advances, are measured at fair value through profit or loss. By designating the economically hedged loans, the movements in the fair value attributable to changes in interest rate risks, will also be recognised in the income statement in the same periods. At balance date, the credit exposure of the Group and the Company on these assets was $190 million (2008: $248 million). Of this, $86 million (2008: $119 million) was mitigated by collateral held. The cumulative change in fair value attributable to change in credit risk was, for the Group and the Company, a reduction to the assets of $5 million (2008: $6 million). The amount recognised in the income statement attributable to changes in credit risk was a gain of $1 million (2008: $6 million loss). The change in fair value of the designated financial assets attributable to changes in credit risk has been calculated by determining the change in credit rating and credit spread implicit in the loans and advances issued by entities with similar credit characteristics. 156 ANZ Annual Report 2009 Financial Report 157 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 34: Fair Value of Financial Assets and Financial Liabilities (continued) 36: Segment Analysis FINANCIAL LIABILITIES DESIGNATED AT FAIR VALUE ThROUGh PROFIT OR LOSS Parts of loan capital, bonds and notes and deposits and other borrowings have been designated as financial liabilities at fair value through profit or loss in order to eliminate an accounting mismatch which would arise if the liabilities were otherwise carried at amortised cost. This mismatch arises as the derivatives acquired to mitigate interest rate risk within the financial liabilities are measured at fair value through profit or loss. The table below compares the carrying amount of financial liabilities carried at full fair value, to the contractual amount payable at maturity and fair value gains and losses recognised during the period on liabilities carried at full fair value that are attributable to changes in ANZ’s own credit rating. (i) Description of segments During the year, the Group moved to a new business model and organisational structure with the creation of three segments based on the geographic regions in which the Group operates (Australia, New Zealand and the combined Asia, Pacific, Europe & America). Each geography focuses primarily on four customer based divisions being, Retail, Commercial, Wealth and Institutional. The Institutional division is also managed on a global basis. The segments and product and services categories as reported below are consistent with internal reporting provided to the chief operating decision maker, being the Chief Executive Officer. Consolidated Carrying amount Amount at which carrying value is greater/(less) than amount payable at maturity Cumulative change in liability value attributable to own credit risk: – opening cumulative (gain)/loss – (gain)/loss recognised during the year – closing cumulative (gain)/loss The Company Carrying amount Amount at which carrying value is greater/(less) than amount payable at maturity Cumulative change in liability value attributable to own credit risk: – opening cumulative (gain)/loss – (gain)/loss recognised during the year – closing cumulative (gain)/loss Deposits and other borrowing 2009 $m 6,065 2008 $m 10,868 Bonds and notes loan capital 2009 $m 8,933 2008 $m 6,396 2009 $m 1,926 2008 $m 2,242 (6) (2) 2 – (88) 92 (148) 2 – (2) (2) (166) 242 76 (31) (135) (166) (47) (12) (59) (7) 12 (59) (47) Deposits and other borrowing 2009 $m 2008 $m – – – – – – – – – – Bonds and notes loan capital 2009 $m 8,933 2008 $m 6,396 2009 $m 1,926 2008 $m 2,242 92 (148) 2 (7) (166) 242 76 (31) (135) (166) (47) (12) (59) 12 (59) (47) For each of loan capital, bonds and notes and deposits and other borrowings, the change in fair value attributable to changes in credit risk has been determined as the amount of change in fair value that is not attributable to changes in market conditions that give rise to market risks (benchmark interest rate and foreign exchange rates). 35: Maturity Analysis of Assets and Liabilities The following is an analysis, by remaining contractual maturities at balance date, of selected asset and liability accounts and represents the actual obligation date expected for the asset or liability to be recovered or settled within one year, and greater than one year. Consolidated Due from other financial institutions Available-for-sale assets Net loans and advances Customers’ liability for acceptances Due to other financial institutions Deposits and other borrowings Liability for acceptances Bonds and notes Loan capital 2009 2008 Due within one year $m Greater than one year $m 4,759 12,749 77,150 13,762 19,889 277,889 13,762 11,317 400 226 3,826 254,857 – 35 16,481 – 45,943 13,029 Total $m 4,985 16,575 332,007 13,762 19,924 294,370 13,762 57,260 13,429 Due within one year $m Greater than one year $m 9,230 14,407 77,626 15,297 19,615 267,333 15,297 16,198 12 632 3,073 256,928 – 477 16,633 – 51,125 14,254 Total $m 9,862 17,480 334,554 15,297 20,092 283,966 15,297 67,323 14,266 The primary sources of external revenue across all business units are interest, fee income and trading income. As the composition of segments was amended during the financial year, September 2008 comparatives have been restated for consistency. (ii) Transactions between segments Costs are allocated between business units across segments within ANZ for management reporting comparative purposes on an arms length basis. Consolidated External interest income External interest expense Adjustment for intersegment interest Net interest income Other external operating income Share of net profit/(loss) of equity accounted investments Segment revenue Other external expenses Net intersegment expenses Operating expenses Provision for credit impairment Segment result Income tax expense Minority interests Profit after income tax attributed to shareholders of the company Acquisition of plant & equipment, intangibles and other non-current assets Non-Cash Expenses Depreciation and amortisation Equity-settled share-based payment expenses Provision for credit impairment Credit risk on derivatives Provisions for employee entitlements Provisions for restructuring Financial Position Total external assets1 Shares in associates and joint venture companies Total external liabilities2 Goodwill Intangibles 1 Excludes deferred tax assets. 2 Excludes deferred tax liabilities. Australia New Zealand Asia Pacific, Europe & America Total 2009 $m 18,409 (11,653) 329 7,085 2,061 76 9,222 (4,161) (12) (4,173) (2,008) 3,041 (955) (2) 2008 $m 22,422 (17,152) 404 5,674 2,488 123 8,285 (3,950) 15 (3,935) (1,487) 2,863 (754) (2) 2,084 2,107 611 460 (285) (74) (2,008) (129) (50) (100) (265) (64) (1,487) (717) (69) (149) 2009 $m 6,106 (3,832) (397) 1,877 540 11 2,428 (1,130) (73) (1,203) (722) 503 (344) – 159 77 (40) (14) (722) (6) (59) (20) 2008 $m 8,171 (6,032) (437) 1,702 847 92 2,641 (1,139) (67) (1,206) (256) 1,179 (348) – 831 40 (39) (11) (256) – (63) (29) 2009 $m 1,691 (913) 68 846 736 378 1,960 (934) 85 (849) (275) 836 (136) – 700 67 (49) (15) (275) – (3) (10) 2008 $m 2,011 (1,570) 33 474 613 146 1,233 (607) 52 (555) (205) 473 (86) (6) 2009 $m 26,206 (16,398) – 9,808 3,337 2008 $m 32,604 (24,754) – 7,850 3,948 465 361 13,610 12,159 (6,225) – (6,225) (3,005) 4,380 (1,435) (2) (5,696) – (5,696) (1,948) 4,515 (1,188) (8) 381 2,943 3,319 59 755 559 (26) (9) (205) 30 (2) (3) (374) (103) (3,005) (135) (112) (130) (330) (84) (1,948) (687) (134) (181) 324,918 1,826 312,378 264 809 321,072 1,862 307,845 270 603 101,445 383 82,589 2,680 49 100,270 304 88,793 2,733 44 50,121 2,356 49,480 55 39 48,594 2,209 46,954 61 30 476,484 4,565 444,447 2,999 897 469,936 4,375 443,592 3,064 677 158 ANZ Annual Report 2009 Financial Report 159 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 36: Segment Analysis (continued) External segment revenue by products and services The table below sets out revenue from external customers for groups of similar products and services as required by AASB 8 Operating Segments. Retail Commercial Wealth Institutional Partnerships Other Total revenue Australia New Zealand Asia Pacific, Europe & America Total 2009 $m 4,060 2,084 347 3,145 – (414) 9,222 2008 $m 3,640 1,847 441 2,456 – (99) 8,285 2009 $m 1,316 704 45 631 – (268) 2,428 2008 $m 1,456 725 62 475 – (77) 2,641 2009 $m 445 – 57 1,172 347 (61) 1,960 2008 $m 362 – 40 693 199 (61) 2009 $m 5,821 2,788 449 4,948 347 (743) 2008 $m 5,458 2,572 543 3,624 199 (237) 1,233 13,610 12,159 The following disclosure represents a secondary segment view on a divisional basis, consistent with the Group matrix reporting structure. Consolidated Year ended 30 September 2009 Net interest income Other operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Minority interests Profit after income tax attributed to shareholders of the Company Consolidated Year ended 30 September 2008 Net interest income Other operating income Operating income Operating expenses Profit before credit impairment and income tax Provision for credit impairment Profit before income tax Income tax expense Minority interests Profit after income tax attributed to shareholders of the Company Australia $m Institutional $m Asia Pacific, Europe & America $m New Zealand Businesses $m 4,877 1,624 6,501 (2,757) 3,744 (884) 2,860 (839) – 3,041 1,907 4,948 (1,583) 3,365 (1,408) 1,957 (553) (3) 891 1,118 2,009 (891) 1,118 (252) 866 (164) – 1,580 506 2,086 (1,018) 1,068 (635) 433 (123) – less: Institutional Asia Pacific, Europe & America $m Consolidated $m (545) (627) (1,172) 418 (754) 140 (614) 162 1 9,808 3,802 13,610 (6,225) 7,385 (3,005) 4,380 (1,435) (2) Other $m (36) (726) (762) (394) (1,156) 34 (1,122) 82 – 2,021 1,401 702 310 (1,040) (451) 2,943 Australia $m Institutional $m Asia Pacific, Europe & America $m New Zealand Businesses $m 4,244 1,699 5,943 (2,644) 3,299 (518) 2,781 (797) – 1,823 1,801 3,624 (1,245) 2,379 (1,281) 1,098 (324) (3) 570 735 1,305 (590) 715 (170) 545 (106) (6) 1,729 512 2,241 (1,029) 1,212 (240) 972 (313) – less: Institutional Asia Pacific, Europe & America $m Consolidated $m (282) (411) (693) 268 (425) 126 (299) 87 1 7,850 4,309 12,159 (5,696) 6,463 (1,948) 4,515 (1,188) (8) Other $m (234) (27) (261) (456) (717) 135 (582) 265 – 1,984 771 433 659 (317) (211) 3,319 37: Notes to the Cash Flow Statements a) Reconciliation of net profit after income tax to net cash provided by operating activities Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m Inflows (Outflows) Inflows (Outflows) Inflows (Outflows) Inflows (Outflows) Operating profit after income tax attributable to shareholders of the Company 2,943 3,319 2,285 3,336 Adjustment to reconcile operating profit after income tax to net cash provided by/(used in) operating activities Provision for credit impairment Credit risk on derivatives Depreciation and amortisation (Profit)/loss on sale of businesses Provision for employee entitlements, restructuring and other provisions Payments from provisions (Profit)/loss on sale of premises and equipment (Profit)/loss on sale of available-for-sale assets Amortisation of discounts/premiums included in interest income Net foreign exchange earnings Net gains/losses on trading derivatives Net derivatives/foreign exchange adjustment Share based payments Net (increase)/decrease in operating assets Trading securities Liquid assets greater than three months Due from other banks greater than three months Loans and advances Net derivative financial instruments Net intra-group loans and advances Interest receivable Accrued income Net tax assets Net (decrease)/increase in operating liabilities Deposits and other borrowings Due to other financial institutions Payables and other liabilities Interest payable Accrued expenses Other Total adjustments Net cash (used in)/provided by operating activities 3,005 135 375 3 675 (571) (5) (1) (162) (962) (424) 1,879 9 (15,971) 2,253 1,402 (1,897) (7,754) – 722 92 144 12,601 (168) (994) (1,115) 294 (190) (6,625) (3,682) 1,948 687 330 (2) 584 (402) (32) (361) (176) (708) (310) (166) 14 31 (4,692) (739) (46,855) (1,628) – (248) 40 (1,282) 49,796 976 (1,189) 754 115 (14) (3,529) (210) 2,079 121 289 3 409 (395) (5) – – (740) (467) 1,687 9 (14,491) 2,427 1,032 (23,162) (7,936) 6,412 586 32 (14) 26,171 (1,027) 259 (788) 281 (29) (7,257) (4,972) 1,573 718 259 (4) 418 (230) (4) (281) 2 (340) (164) (696) 14 501 (3,620) (674) (37,813) (796) 2,222 (277) 22 (1,416) 43,503 761 (3,146) 560 86 (1,463) (285) 3,051 b) Reconciliation of cash and cash equivalents Cash and cash equivalents include liquid assets and amounts due from other financial institutions with an original term to maturity of less than three months. Cash and cash equivalents at the end of the financial year as shown in the statements of cash flows are reconciled to the related items in the statements of financial position as follows: Liquid assets – less than three months Due from other financial institutions – less than three months Cash and cash equivalents in the statement of cashflows Consolidated The Company 2009 $m 18,393 4,412 22,805 2008 $m 15,645 7,842 23,487 2009 $m 15,228 2,823 18,051 2008 $m 10,133 7,023 17,156 160 ANZ Annual Report 2009 Financial Report 161 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 37: Notes to the Cash Flow Statements (continued) c) Acquisitions and disposals Cash outflows from acquisitions and investments Purchases of controlled entities1 Investments in controlled entities Purchases of interest in associates and joint ventures Cash inflows from disposals Disposals of controlled entities Disposals of associates and joint ventures d) Non-cash financing and investing activities Share capital issues Dividends satisfied by share issue e) Financing arrangements Credit stand by arrangements Stand by lines Other financing arrangements Overdraft and other financing arrangements Total finance available 1 Cash outflows due to purchases of controlled entities in 2009 relate to acquisitions not yet complete. Consolidated The Company 2009 $m 34 – 229 263 – 15 15 2008 $m 10 – 440 450 81 47 128 2009 $m 34 194 3 231 – 15 15 2008 $m 6 62 223 291 81 32 113 1,788 1,788 2,506 2,506 1,788 1,788 2,506 2,506 Consolidated 2009 2008 Available $m Unused $m Available $m Unused $m 1,186 1,186 1,419 1,419 – – – – 1,186 1,186 1,419 1,419 38: Controlled Entities Ultimate parent of the Group Australia and New Zealand Banking Group limited All controlled entities are 100% unless otherwise noted. The material controlled entities of the Group are: Amerika Samoa Bank* ANZ Bank (Vietnam) limited ANZ Capel Court limited ANZ Capital hedging Pty ltd ANZ Commodity Trading Pty ltd ANZcover Insurance Pty ltd ANZ Trustees limited ANZ Fund Pty ltd ANZ Bank (Europe) Limited* ANZ Bank (Kiribati) Limited*1 ANZ Bank (Samoa) Limited* ANZ holdings (New Zealand) Limited* ANZ National Bank Limited* ANZ Investment Services (New Zealand) Limited* ANZ National (Int’l) Limited* Arawata Finance Limited* Arawata Trust* Arawata holdings Limited* harcourt Corporation Limited* Arawata Trust Company* Endeavor Finance Limited* Tui Endeavor Limited* Private Nominees Limited* UDC Finance Limited* ANZ International (hong Kong) Limited* ANZ Asia Limited* ANZ Bank (Vanuatu) Limited ANZ International Private Limited* ANZ Singapore Limited* ANZ Royal Bank (Cambodia) Limited*1 LFD Limited Minerva holdings Limited* Upspring Limited* Votraint No. 1103 Pty Ltd ANZ lenders Mortgage Insurance Pty ltd ANZ Nominees limited ANZ Orchard Investments Pty ltd Australia and New Zealand Banking Group (PNG) limited Chongqing liangping ANZ Rural Bank Company limited Citizens Bancorp Inc Citizens Security Bank (Guam) Inc* Esanda Finance Corporation limited ETRADE Australia limited Omeros II Trust1 PT ANZ Panin Bank*1 ANZ Vientiane Commercial Bank limited*1 Incorporated in Nature of business Australia Banking American Samoa Vietnam Australia Australia Australia Australia Australia Australia United Kingdom Kiribati Samoa New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand New Zealand hong Kong hong Kong Vanuatu Singapore Singapore Cambodia Australia United Kingdom United Kingdom Australia Australia Australia Australia Papua New Guinea China Guam Guam Australia Australia Australia Indonesia Laos Banking Banking Investment Banking hedging Finance Captive-Insurance Trustee/Nominee Investment Banking Banking Banking holding Company Banking Fund Manager Finance Finance Finance holding Company Investment Finance Finance Finance Nominee Finance holding Company Banking Banking holding Company Merchant Banking Banking holding Company holding Company Finance Investment Mortgage Insurance Nominee holding Company Banking Banking holding Company Banking General Finance Online Stockbroking Securitisation Banking Banking * Audited by overseas KPMG firms. 1 Minority interests hold ordinary shares or units in the controlled entities listed above as follows: Bank of Kiribati Ltd – 150,000 $1 ordinary shares (25%) (2008: 150,000 $1 ordinary shares (25%)); PT ANZ Panin Bank – 7,500 IDR 1 million shares (15%) (2008: 7,500 IDR 1 million shares (15%)); ANZ Royal Bank (Cambodia) Limited – 319,500 USD100 ordinary shares (45%) (2008: 189,000 USD100 ordinary shares (35%)); ANZ Vientiane Commercial Bank Limited – 1,000,000 $1 ordinary shares (10%) (2008: 4,000,000 $1 ordinary shares (40%)); Omeros II Trust – residual capital unitholder (2008: residual capital unitholder). 162 ANZ Annual Report 2009 Financial Report 163 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 39: Associates Significant associates of the Group are as follows: AMMB holdings Berhad1 P.T. Bank Pan Indonesia Date became an associate Ownership interest held May 2007 April 2001 24% 39% Voting interest 24% 39% Shanghai Rural Commercial Bank September 2007 20% 20% Bank of Tianjin Saigon Securities Inc.1 Diversified Infrastructure Trust3 Cards NZ Limited Metrobank Card Corporation Other associates Total carrying value of associates June 2006 July 2008 March 2008 August 2002 October 2003 20% 18% 54% 15% 40% 20% 18% 54% 15% 40% 1 Significant influence was established via representation on the Board of Directors. 2 Applicable to those investments in associates where there are published price quotations. 3 ANZ has significant influence but not control over this entity (refer note 17 for further details). Incorporated in Malaysia Indonesia Peoples Republic of China Peoples Republic of China Vietnam Australia New Zealand Philippines Aggregated assets of significant associates (100%) Aggregated liabilities of significant associates (100%) Aggregated revenues of significant associates (100%) Results of Associates Share of associates profit before income tax Share of income tax expense Share of associates net profit – as disclosed by associates Adjustments1 Share of associates net profit accounted for using the equity method 958 516 461 276 108 104 70 34 185 403 n/a 31 December Banking n/a 146 n/a n/a n/a 31 December 31 December 30 September 30 September 31 December Banking Stockbroking Investment Cards Services Cards Issuing 218 150 100 72 30 230 2,712 2,608 2009 $m 88,726 80,817 6,089 2008 $m 88,929 81,561 5,239 Consolidated 2009 $m 294 (74) 220 162 382 2008 $m 278 (56) 222 (4) 218 1 The results differ from the published results of these entities due to the application of IFRS, Group Policies and acquisition adjustments. 40: Interests in Joint Venture Entities The Group has interests in joint venture entities as follows: Carrying value 2009 $m Carrying value 2008 $m Fair value2 $m Reporting date 999 1,000 939 406 31 March 31 December Principal activity Banking Banking ING Australia Limited1,5 ING (NZ) holdings Limited3,5 Ownership interest held Voting interest Incorporated in Carrying value6 $m Reporting date 49%2 49%4 49% 50% Australia 1,649 31 December New Zealand 204 31 December Principal activity Funds Management and Insurance Funds Management and Insurance Total interests in Joint Venture entities 1,853 On 25 September 2009, the Company announced it had reached agreement with ING Groep to acquire ING Groep’s 51% shareholdings in the ANZ-ING wealth management and life insurance joint ventures in Australia and New Zealand for $1,760 million, taking its ownership interest to 100%. Completion is subject to various conditions, including regulatory approval, and is expected to occur during the fourth quarter of calendar 2009. Once completed, the acquisition will result in the Group fully consolidating the assets, liabilities and operations of ING Australia Limited (“INGA”) and ING (NZ) holdings Limited (“INGNZ”) and its subsidiary companies into the Group’s results. At acquisition date, under the step acquisition provisions of AASB3R Business Combinations (Revised), the Group will remeasure its existing 49% interests which are accounted for under the equity method at acquisition date fair values and will recognise the resulting gain or loss in the income statement. The 49% interests in INGA and INGNZ were accounted for as joint venture entities at 30 September 2009 and accordingly equity accounting is applied. These investments were assessed for impairment by comparing the carrying values to both the fair market value and the value in use, which is based on a discounted cash flow analysis. The investments were not considered impaired as the value in use for these associates exceeds the carrying value. 1 A joint venture entity from 1 May 2002. 2 This represents the Group’s 49% share of the assets and liabilities of ING Australia Limited. The Group has joint control of the joint venture, and accordingly the entity is not consolidated. Key details of the joint venture are: ING Australia Limited is owned 51% by ING Groep and 49% by ANZ. Both shareholders have an equal say in strategic decisions with a number of matters requiring the approval of both shareholders (i.e. require unanimous approval). These include major items of capital expenditure, acquisitions or disposals in excess of $20 million and changes to the Board structure. Equal board representation with four Group nominees and four ING Groep nominees. All key issues (including business plans, major capital expenditure, acquisitions etc) require unanimous Board approval. Refer to Critical Estimates and Judgements used in Applying Accounting Policies note 2 (iii) for details regarding valuation of investment in ING Australia Limited. The Joint Venture includes the majority of the Group’s and ING’s funds management and insurance activities in Australia. 3 A joint venture entity from 30 September 2005. 4 This represents the Group’s 49% share of assets and liabilities of ING (NZ) holdings Limited. The Group has joint control of the joint venture, and accordingly the entity is not consolidated. Key details of the joint venture are: ING (NZ) holdings Limited is owned 51% by ING Groep and 49% by ANZ. Both shareholders have an equal say in strategic decisions with a number of matters requiring the approval of both shareholders (i.e. require unanimous approval). These include major items of capital expenditure, acquisitions or disposals in excess of $20 million and changes to the Board structure. Equal board representation with four Group nominees and four ING Group nominees. All key decisions (including business plans, major capital expenditure, acquisitions etc) require unanimous Board approval. Refer to Critical Estimates and Judgements used in Applying Accounting Policies note 2 (iii) for details regarding valuation of investment in ING (NZ) holdings Limited The joint venture includes the majority of the Group’s and ING’s funds management and insurance activities in New Zealand. ING Australia Limited and ING (NZ) holdings Limited have different reporting dates than the Consolidated Group to align with the ING Groep parent entity. 5 6 2008 carrying values as follows: ING Australia Limited $1,589 million; and ING (NZ) holdings Limited $178 million. 164 ANZ Annual Report 2009 Financial Report 165 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 40: Interests in Joint Venture Entities (continued) 41: Securitisations Retained profits attributable to the joint venture entity At the beginning of the year At the end of the year Movement in the carrying amount of the joint venture entity Carrying amount at the commencement of the year Share of net profit Dividend received Movement of reserves Additional investment Adjustment for exchange fluctuations Carrying amount at the end of the year Share of assets and liabilities1 Investments Other assets Share of total assets Policy holder liabilities Other liabilities Share of total liabilities Share of net assets Share of revenues, expenses and results Revenues Expenses Profit before income tax Income tax (expense)/benefit Profit after income tax Net equity accounted profit Share of commitments Lease commitments Other commitments Share of total expenditure commitments Share of contingent liabilities In relation to ANZ’s interest in the joint venture entity2 ING Australia limited 2009 $m 410 483 1,589 73 – (13) – – 1,649 11,914 2,909 14,823 13,176 575 13,751 1,072 343 (229) 114 (41) 73 73 136 43 179 21 21 2008 $m 313 410 1,519 124 (27) (27) – – 1,589 12,498 2,340 14,838 13,311 516 13,827 1,011 396 (230) 166 (42) 124 124 141 51 192 27 27 ING (NZ) holdings limited 2009 $m 2008 $m 58 68 178 10 – – 19 (3) 204 75 140 215 (38) 52 14 201 95 (89) 6 4 10 10 14 – 14 – – 39 58 162 19 – – – (3) 178 65 134 199 (3) 9 6 193 77 (63) 14 5 19 19 7 – 7 – – Consolidated Total 2009 $m 468 551 1,767 83 – (13) 19 (3) 1,853 11,989 3,049 15,038 13,138 627 13,765 1,273 438 (318) 120 (37) 83 83 150 43 193 21 21 2008 $m 352 468 1,681 143 (27) (27) – (3) 1,767 12,563 2,474 15,037 13,308 525 13,833 1,204 473 (293) 180 (37) 143 143 148 51 199 27 27 1 This represents the Group’s share of the assets and liabilities of ING Australia Limited and ING (NZ) holdings Limited, less minority interests and including goodwill on acquisition of ANZ Funds Management entities. 2 This represents Deeds of Subordination with ASIC as buyer of last resort. ANZ enters into transactions in the normal course of business by which it transfers financial assets directly to third parties or to special purpose entities. These transfers may give rise to the full or partial derecognition of those financial assets. Full derecognition occurs when ANZ transfers its contractual right to receive cash flows from the financial assets, or retains the right but assumes an obligation to pass on the cash flows from the asset, and transfers substantially all the risks and rewards of ownership. These risks include credit, interest rate, currency, prepayment and other price risks. Partial derecognition occurs when ANZ sells or otherwise transfers financial assets in such a way that some but not substantially all of the risks and rewards of ownership are transferred but control is retained. These financial assets are recognised on the balance sheet to the extent of ANZ’s continuing involvement. The following table summarises ANZ’s securitisation activities for ANZ-originated assets. The 2009 securitisation activity relates to an internal residential mortgage securitisation creating instruments eligible for repurchase arrangements with the Reserve Bank of Australia. Carrying amount of assets securitised (sold) during the year Net cash proceeds received Retained interests Gain/(loss) on securitisation/sale (pre-tax) Consolidated 2009 $m 2008 $m – – – – – – – – The Company 2009 $m 22,971 – (22,971) – 2008 $m 11,229 – (11,229) – ANZ-originated financial assets that do not qualify for derecognition typically relate to loans that have been securitised under arrangements by which ANZ retains a continuing involvement in the transferred assets. Continuing involvement may entail: retaining the rights to future cash flows arising from the assets after investors have received their contractual terms; providing subordinated interests; liquidity support; continuing to service the underlying asset; or entering into derivative transactions with the securitisation vehicles. In such instances, ANZ continues to be exposed to risks associated with these transactions. The rights and obligations that ANZ retains from its continuing involvement in securitisations are initially recorded as an allocation of the fair value of the financial asset between the portion that is derecognised and the portion that continues to be recognised on the date of transfer. The carrying amount of ANZ-originated financial assets that did not achieve derecognition during the year are set out below: Securitisation Carrying amount of assets (original) Carrying amount of assets (currently recognised) Carrying amount of associated liabilities Consolidated1 2009 $m 2008 $m – – – – – – The Company 2009 $m 22,971 19,929 19,929 2008 $m 11,229 10,360 10,360 1 The balances are nil as the Company balances are eliminated the balance in the Company relate to an internal securitisation. Additional information in relation to securitisation exposures is included in Financial Information section 4 (unaudited disclosures). 42: Fiduciary Activities The Group conducts various fiduciary activities as follows: Investment fiduciary activities for trusts The Group conducts investment fiduciary activities for trusts, including deceased estates. These trusts have not been consolidated as the Group does not have direct or indirect control. Where the Company or its controlled entities incur liabilities in respect of these operations as trustee, where the primary obligation is incurred in an agency capacity as trustee of the trust rather than on the Group’s own account, a right of indemnity exists against the assets of the applicable funds or trusts. As these assets are sufficient to cover the liabilities and it is therefore not probable that the Company or its controlled entities will be required to settle the liabilities, the liabilities are not included in the financial statements. 166 ANZ Annual Report 2009 Financial Report 167 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 42: Fiduciary Activities (continued) The aggregate amounts of funds concerned are as follows: Trusteeships 44: Credit Related Commitments, Guarantees, Contingent Liabilities and Contingent Assets CREDIT RELATED COMMITMENTS GUARANTEES AND CONTINGENT LIABILITIES Consolidated 2009 $m 2,439 2008 $m 2,338 Credit related commitments Facilities provided Consolidated The Company Contract amount 2009 $m Contract amount 2008 $m 106,644 111,265 72,170 16,180 18,294 71,911 18,818 20,536 106,644 111,265 Contract amount 2009 $m 88,006 72,210 – 15,796 88,006 Contract amount 2008 $m 90,026 71,109 – 18,917 90,026 Funds management activities Funds management activities are conducted through the ING Australia Limited and ING (NZ) holdings Limited joint ventures and certain subsidiaries of the Group. As stated in note 1A(vii), shares in joint venture entities are stated in the consolidated balance sheet at cost plus the Group’s share of post acquisition earnings. Funds under management on behalf of customers are not consolidated because these funds invest in specified investments on behalf of clients. The Group controlled or jointly controlled fund management companies with funds under management as follows: Undrawn facilities1 Australia New Zealand Overseas Markets Total ING Australia Limited Joint Venture ING (NZ) holdings Limited Joint Venture Controlled entities – New Zealand Controlled entities – Australia 2009 $m 43,275 5,541 5,948 1,053 55,817 2008 $m 42,507 6,764 4,908 1,365 55,544 Custodian services activities Custodian services are conducted through ANZ Custodian Services. ANZ Custodian Services holds investment assets under custody on behalf of external customers and as a consequence the assets are not consolidated in the Group’s accounts. As at 30 September 2009, ANZ Custodian Services had funds under custody and administration in Australia of $98.5 billion (30 September 2008: $143.2 billion) and in New Zealand of $5.4 billion (30 September 2008: $6.9 billion). 43: Commitments Property Contracts for construction of new office building in Docklands area, Melbourne Australia Not later than 1 year Later than one year but not later than 5 years Capital expenditure Contracts for outstanding capital expenditure Not later than 1 year Total capital expenditure commitments1 lease rentals land and buildings Not later than 1 year Later than one year but not later than 5 years Later than 5 years Furniture and equipment Not later than 1 year Later than one year but not later than 5 years Later than 5 years Total lease rental commitments Total commitments 1 Relates to premises and equipment. Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 56 – 38 94 252 559 324 375 9 53 437 271 597 362 1,135 1,230 38 68 – 106 1,241 1,335 37 47 – 84 1,314 1,751 56 – 14 70 187 422 298 907 31 63 – 94 375 9 22 406 197 437 340 974 25 35 – 60 1,001 1,071 1,034 1,440 In addition, as disclosed in Note 50, the Company has reached agreement to acquire ING Groep’s 51% shareholdings in the ANZ-ING wealth management and life insurance joint venture in Australia and New Zealand for $1,760 million and selected businesses from Royal Bank of Scotland Group plc for approximately USD 550 million (AUD 626 million). Both acquisitions are subject to regulatory approval. 1 The credit risk of the undrawn facilities may be less than the contract amount, however the credit risk has been taken to be the contract amount. The majority of undrawn facilities are subject to customers maintaining specific credit standards. The amount does not necessarily represent future cash requirements as many of these facilities are expected to be partially used or to expire unused. Guarantees and contingent liabilities Details of the estimated maximum amount of guarantees and contingent liabilities that may become payable are disclosed on the following pages. These guarantees and contingent liabilities relate to transactions that the Group has entered into as principal. Financial guarantees are contracts that require the issuer to make specified payments to reimburse the holder for a loss incurred because a specified debtor fails to make payment when due in accordance with the original or modified terms of a debt instrument. Standby letters of credit are obligations on the part of the Group to pay to third parties when customers fail to make payments when due. Documentary letters of credit involve the issue of letters of credit guaranteeing payment in favour of an exporter secured against an underlying shipment of goods or backed by a confirmatory letter of credit from another bank. Performance related contingencies are liabilities that oblige the Group to make payments to a third party should the customer fail to fulfil the non-monetary terms of the contract. To reflect the risk associated with these transactions, they are subjected to the same credit origination, portfolio management and collateral requirements for customers that apply for loans. The contract amount represents the maximum potential amount that could be lost if the counterparty fails to meet its financial obligations. As the facilities may expire without being drawn upon, the notional amounts do not necessarily reflect future cash requirements. Financial Guarantees Standby letters of credit Bill endorsements Documentary letter of credit Performance related contingencies Other Total Australia New Zealand Overseas Markets Total Consolidated The Company Contract amount 2009 $m 4,760 1,528 – 3,195 14,924 811 25,218 12,758 1,113 11,347 25,218 Contract amount 2008 $m 6,679 1,651 10 4,957 15,568 1,141 30,006 13,170 1,435 15,401 30,006 Contract amount 2009 $m 4,561 1,492 – 2,942 14,004 504 23,503 12,781 – 10,722 23,503 Contract amount 2008 $m 6,442 1,617 10 4,744 14,518 706 28,037 13,184 – 14,853 28,037 168 ANZ Annual Report 2009 Financial Report 169 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 44: Credit Related Commitments, Guarantees, Contingent Liabilities and Contingent Assets (continued) 44: Credit Related Commitments, Guarantees, Contingent Liabilities and Contingent Assets (continued) OThER BANK RELATED CONTINGENT LIABILITIES All of these transactions have now either matured or been terminated. GENERAL There are outstanding court proceedings, claims and possible claims against the Group, the aggregate amount of which cannot readily be quantified. Appropriate legal advice has been obtained and, in the light of such advice, provisions as deemed necessary have been made. In some instances we have not disclosed the estimated financial impact as this may prejudice the interests of the Group. i) Securities Lending ANZ had entered into Australian Master Securities Lending Agreements (AMSLAs) with Opes Prime and a related company. Under the AMSLAs, ANZ acquired shares in various companies listed on the Australian Stock Exchange. On 27 March 2008, ANZ appointed a receiver and manager to Opes Prime and related companies. In August 2009, the Federal Court of Australia approved a scheme of arrangement which provides a commercial resolution of claims against ANZ and Merrill Lynch by Opes Prime creditors, the liquidators of Opes Prime, and the Australian Securities and Investments Commission. ANZ, Merrill Lynch and the receiver of Opes Prime contributed assets and cash totalling approximately $253 million. Provision has been made for ANZ’s share of the cost in these financial statements. A US class action was commenced against ANZ and certain directors and executives in December 2008 on behalf of holders of ANZ’s American Depositary Receipts (ADRs). The claim alleges that ANZ and the named individuals failed to disclose information regarding internal controls in ANZ’s securities lending business and that this affected the value of the ADRs. The proceedings are at an early stage and are being defended. ANZ had also entered into an AMSLA with Primebroker Securities Limited. On 4 July 2008, ANZ appointed a receiver and manager to Primebroker. On 31 August 2009, a court found that ANZ’s appointment of the receiver to Primebroker was invalid. The receiver is appealing the decision. ANZ has joined in the appeal. There are ongoing developments concerning the events surrounding ANZ’s securities lending business which may continue for some time. There is a risk that further actions (court proceedings or regulatory actions) may be commenced against various parties, including ANZ. The potential impact or outcome of future claims (if any) cannot presently be ascertained. ANZ would review and defend any claim, as appropriate. ii) Contingent tax liability The Australian Taxation Office (ATO) is reviewing the taxation treatment of certain transactions, including structured finance transactions, undertaken by the Group in the course of normal business activities. Some assessments have been received which are being challenged in the normal manner. The New Zealand Inland Revenue Department (“IRD”) is reviewing a number of structured finance transactions as part of an audit of the 2000 to 2005 tax years. A number of cases are before the courts and two decisions have been issued in the high Court, on 16 July 2009 and 7 October 2009, in favour of the IRD in respect of proceedings taken against other Banks. The Group has a provision which covers its exposure to primary tax and interest (tax–effected), net of an amount receivable from Lloyds Banking Group plc (“Lloyds”) reflecting an indemnity given by Lloyds under the agreement by which the Group acquired the NBNZ holdings Limited Group. 170 ANZ Annual Report 2009 Other audits and risk reviews are being undertaken by the ATO, the IRD and by revenue authorities in other jurisdictions, as part of normal revenue authority activity in those countries. The Company has assessed these and other taxation claims arising in Australia, New Zealand and elsewhere, including seeking independent advice where appropriate, and considers that it holds appropriate provisions. iii) Interbank deposit agreement ANZ has entered into an Interbank Deposit Agreement with the major banks in the payments system. This agreement is a payment system support facility certified by the Australian Prudential Regulation Authority, where the terms are such that if any bank is experiencing liquidity problems, the other participants are required to deposit equal amounts of up to $2 billion for a period of 30 days. At the end of 30 days the deposit holder has the option to repay the deposit in cash or by way of assignment of mortgages to the value of the deposit. iv) Nominee activities The Group will indemnify each customer of controlled entities engaged in nominee activities against loss suffered by reason of such entities failing to perform any obligation undertaken by them to a customer in accordance with the terms of the applicable agreement (refer note 42). v) New Zealand Commerce Commission In November 2006, the Commerce Commission brought proceedings under the Commerce Act 1986 against Visa, MasterCard and all New Zealand issuers of Visa and MasterCard credit cards, including ANZ National Bank Limited. The Commerce Commission alleges price fixing and substantially lessening competition in relation to the setting of credit card interchange fees and is seeking penalties and orders under the Commerce Act. Subsequently, several major New Zealand retailers have issued proceedings against ANZ National Bank Limited and the other abovementioned defendants seeking unquantified damages, based on allegations similar to those contained in the Commerce Commission proceedings. ANZ National Bank Limited settled the claims with the Commission and the retailers without any admission of liability. Similar settlements were reached by the other parties. The proceedings against all parties were discontinued in October 2009. In addition, ANZ is aware that the Commerce Commission is looking closely at credit contract fees under the Credit Contracts and Consumer Finance Act 2003 (“CCCFA”). In its 2008-2011 Statement of Intent the Commission stated that: “The Commission is turning more to litigation under the Credit Contracts and Consumer Finance Act to ensure credit contract fees are reasonable and disclosed. Currently the credit industry is not fully compliant with the legislation and taking more action through the courts will encourage better compliance and clarify any areas of the law that may be uncertain.” In particular ANZ is aware that the Commerce Commission is investigating the level of default fees charged on credit cards and the level of currency conversion charges on overseas transactions using credit cards under the CCCFA. The Commission is also investigating early repayment charges on fixed rate mortgages. At this stage the possible outcome of these investigations and any liability or impact on fees cannot be determined with any certainty. vi) Clearing and settlement obligations In accordance with the clearing and settlement arrangements set out: in the Australian Payments Clearing Association Limited Regulations for the Australian Paper Clearing System, the Bulk Electronic Clearing System, the Consumer Electronic Clearing System and the high Value Clearing System (hVCS), the Company has a commitment to comply with rules which could result in a bilateral exposure and loss in the event of a failure to settle by a member institution; and in the Austraclear System Regulations and the CLS Bank International Rules, the Company has a commitment to participate in loss-sharing arrangements in the event of a failure to settle by a member institution. For hVCS and Austraclear, the obligation arises only in limited circumstances. vii) Deed of Cross Guarantee in respect of certain controlled entities Pursuant to class order 98/1418 (as amended) dated 13 August 1998, relief was granted to a number of wholly owned controlled entities from the Corporations Act 2001 requirements for preparation, audit, and publication of individual financial statements. The results of these companies are included in the consolidated Group results. The entities to which relief was granted are: ANZ Properties (Australia) Pty Ltd1 ANZ Capital hedging Pty Ltd1 Alliance holdings Pty Ltd1 1 Relief originally granted on 21 August 2001. 2 Relief originally granted on 13 August 2002. 3 Relief originally granted on 9 September 2003. 4 Relief originally granted on 11 August 2008. 5 Relief originally granted on 9 February 2009. ANZ Orchard Investments Pty Ltd2 ANZ Securities (holdings) Limited3 ANZ Commodity Trading Pty Ltd4 ANZ Funds Pty Ltd1 Votraint No. 1103 Pty Ltd2 ANZ Nominees Ltd5 It is a condition of the class order that the Company and each of the above controlled entities enter into a Deed of Cross Guarantee. A Deed of Cross Guarantee under the class order was executed by them and lodged with the Australian Securities and Investments Commission. The Deed of Cross Guarantee is dated 1 March 2006. The effect of the Deed is that the Company guarantees to each creditor payment in full of any debt in the event of winding up any of the controlled entities under certain provisions of the Corporations Act 2001. If a winding up occurs, the Company will only be liable in the event that after six months any creditor has not been paid in full. The controlled entities have also given similar guarantees in the event that the Company is wound up. The consolidated income statement and consolidated balance sheet of the Company and its wholly owned controlled entities which have entered into the Deed of Cross Guarantee are: Profit before tax Income tax expense Profit after income tax Retained profits at the start of the year Total available for appropriation Ordinary share dividends provided for or paid Transfer from reserves Actuarial gains/(losses) on defined benefits plans after tax Retained profits at the end of the year Assets Liquid assets Available-for-sale assets Net loans and advances Other assets Premises and equipment Total assets liabilities Deposit and other borrowings Income tax liability Payables and other liabilities Provisions Total liabilities Net assets Shareholders equity1 1 Shareholders’ equity excludes retained profits and reserves of controlled entities within the class order. Consolidated 2009 $m 4,063 (921) 3,142 10,810 13,952 (2,451) 22 (113) 2008 $m 3,950 (679) 3,271 10,105 13,376 (2,506) – (60) 11,410 10,810 20,200 13,554 256,017 136,913 1,488 18,081 15,103 236,772 111,608 1,043 428,172 382,607 227,301 137 170,351 905 203,328 253 154,526 908 398,694 359,015 29,478 29,478 23,592 23,592 Financial Report 171 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 44: Credit Related Commitments, Guarantees, Contingent Liabilities and Contingent Assets (continued) 45: Superannuation and Other Post Employment Benefit Schemes viii) ING New Zealand Funds Trading in the ING Diversified Yield Fund and the ING Regular Income Fund (“the Funds”) was suspended on 13 March 2008 due to deterioration in the liquidity and credit markets. These funds are managed by the joint venture partner (ING (NZ) Limited). Some of these funds were sold to ANZ National Bank customers. Tax Indemnity ANZ provided an indemnity relating to tax liabilities of Grindlays (and its subsidiaries) and the Jersey Sub-Group to the extent to which such liabilities were not provided for in the Grindlays accounts as at 31 July 2000. Claims have been made under this indemnity, with no material impact on the Group expected. On 5 June 2009, ING NZ AUT Investments Limited, a subsidiary of ING (NZ) Limited, made an offer to investors in the Funds. The offer closed on 13 July 2009. Investors holding approximately 99% of the funds accepted the offer to receive a payment of 60 NZ cents per unit in the ING Diversified Yield Fund or 62 NZ cents per unit in the ING Regular Income Fund, as applicable, either (i) in cash no later than 28 August 2009, or (ii) by way of deposit in an on-call account with ANZ National, paying 8.30% per annum fixed for up to five years. Acceptance of this offer was conditional on investors waiving all claims. however, ANZ National Bank customers were offered an additional opportunity, for a limited period of time, to ask the ANZ National Bank customer complaints team (and, where still unsatisfied, the New Zealand Banking Ombudsman) to consider requests for additional compensation. The Group considers it has adequately provided for these obligations at this time. Allowance for the estimated cost of this offer is recognised as a reduction in “other operating income” in the income statement with a corresponding provision in the balance sheet. The ultimate cost to ANZ National Bank will depend on the final value of units in the Funds, any recoveries under insurance, the number of complaints and the results of any litigation and regulatory proceedings that may be brought in connection with the Funds or their sale. The Commerce Commission has sought information regarding the Funds and the sale of units in the Funds and is investigating this matter. At this stage it is not possible to predict the outcome of any investigation. ix) Sale of Grindlays businesses On 31 July 2000, ANZ completed the sale to Standard Chartered Bank (SCB) of ANZ Grindlays Bank Limited and the private banking business of ANZ in the United Kingdom and Jersey, together with ANZ Grindlays (Jersey) holdings Limited and its subsidiaries, for USD1.3 billion in cash. ANZ provided warranties and certain indemnities relating to those businesses and, where it was anticipated that payments would be likely under the warranties or indemnities, made provisions to cover the anticipated liability. The issues below have not impacted adversely the reported results. All settlements, penalties and costs have been covered within the provisions established at the time. FERA In 1991 certain amounts were transferred from non-convertible Indian Rupee accounts maintained with Grindlays in India. These transactions may not have complied with the provisions of the Foreign Exchange Regulation Act, 1973. Grindlays, on its own initiative, brought these transactions to the attention of the Reserve Bank of India. The Indian authorities served notices on Grindlays and certain of its officers in India and civil penalties have been imposed which are the subject of appeals. Criminal prosecutions are pending and will be defended. The amounts in issue are not material. x) Underpinning agreement – ANZ National Bank limited The Company is party to an underpinning agreement with ANZ National Bank Limited whereby the Company undertakes to assume risk in relation to credit facilities extended by ANZ National Bank Limited to individual customers which exceed 35% of ANZ National Bank Limited’s capital base. xi) Underpinning agreement – Australia and New Zealand Banking Group (PNG) limited The Company is party to an underpinning agreement with Australia and New Zealand Banking Group (PNG) Limited whereby the Company undertakes to assume risk in relation to credit facilities extended by Australia and New Zealand Banking Group (PNG) Limited to individual customers which exceed 25% of Australia and New Zealand Banking Group (PNG) Limited’s capital base. CONTINGENT ASSETS National housing Bank In 1992, Grindlays received a claim aggregating to approximately Indian Rupees 5.06 billion from the National housing Bank (NhB) in India. The claim arose out of cheques drawn by NhB in favour of Grindlays, the proceeds of which were credited to the account of a Grindlays customer. Grindlays won an arbitration award in March 1997, under which NhB paid Grindlays an award of Indian Rupees 9.12 billion. NhB subsequently won an appeal to the Special Court of Mumbai, after which Grindlays filed an appeal with the Supreme Court of India. Grindlays paid the disputed money including interest into court. Ultimately, the parties settled the matter and agreed to share the monies paid into court which by then totalled Indian Rupees 16.45 billion (AUD 661 million at 19 January 2002 exchange rates), with Grindlays receiving Indian Rupees 6.20 billion (AUD 248 million at 19 January 2002 exchange rates) of the disputed monies. ANZ in turn received a payment of USD 124 million (USD equivalent of the Indian Rupees received by Grindlays) from Standard Chartered Bank under the terms of an indemnity given in connection with the sale of Grindlays to Standard Chartered Bank. ANZ recovered $114 million in 2006 from its insurers in respect of the above. In addition, ANZ is entitled to share with NhB in the proceeds of any recovery from the estate of the customer whose account was credited with the cheques drawn from NhB. however, the Indian Taxation Department is claiming a statutory priority to all of the funds available for distribution to creditors of that customer. The Special Court passed an order in late 2007 scaling down the Income Taxation Department’s priority, however, that order has been appealed by the Income Taxation Department to the Supreme Court of India. The matter has been remanded to the Special Court for deliberation on certain issues. Description of the Group’s post employment benefit schemes The Group has established a number of pension, superannuation and post retirement medical benefit schemes throughout the world. The Group may be obliged to contribute to the schemes as a consequence of legislation and provisions of trust deeds. Legal enforceability is dependent on the terms of the legislation and trust deeds. The major schemes are: Scheme Scheme type Country Australia ANZ Australian Staff Superannuation Scheme1,2 Defined contribution scheme Section C3 or Defined contribution scheme Section A or Defined benefit scheme Pension Section4 Defined benefit scheme5 or Contribution levels Employee/ participant Employer Optional8 Balance of cost10 Optional 9% of salary11 Nil Nil Balance of cost12 Balance of cost13 Defined contribution scheme Minimum of 2.5% of salary 7.5% of salary14 Defined benefit scheme6 or 5.0% of salary Balance of cost15 Defined contribution scheme7 Minimum of 2.0% salary 11.5% of salary16 Defined benefit scheme7 5.0% of salary9 Balance of cost17 New Zealand ANZ National Bank Staff Superannuation Scheme (formerly ANZ Group (New Zealand) Staff Superannuation Scheme)1,2 National Bank Staff Superannuation Fund1,2 UK ANZ UK Staff Pension Scheme1 Balance of cost: the Group’s contribution is assessed by the actuary after taking account of members’ contributions and the value of the schemes’ assets. These schemes provide for pension benefits. These schemes provide for lump sum benefits. 1 2 3 Closed to new members in 1997. 4 Closed to new members. Operates to make pension payments to retired members or their dependants. 5 Closed to new members on 31 March 1990. Operates to make pension payments to retired members of that section of the scheme or their dependants. 6 Closed to new members on 1 October 1991. 7 Closed to new members on 1 October 2004. 8 Optional but with minimum of 1% of salary. 9 10 As determined by the Trustee on the recommendation of the actuary – currently 9% (2008: 9%) of members’ salaries. 11 2009: 9% of salary. 12 As determined by the Trustee on the recommendation of the actuary – currently nil (2008: nil). 13 As recommended by the actuary – currently nil (2008: nil). 14 2009: 7.5% of salary. 15 As recommended by the actuary – currently 24.8% (2008: 24.8%) of members’ salaries. 16 2009: 11.5% of salary. 17 As agreed by the Trustee and Group after taking the advice of the actuary – currently 26% (2008: 26%) of pensionable salaries and additional quarterly contributions of GBP 7.5 million From 1 October 2003, all member contributions are at a rate of 5% of salary. until December 2015. 172 ANZ Annual Report 2009 Financial Report 173 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 45: Superannuation and Other Post Employment Benefit Schemes (continued) 45: Superannuation and Other Post Employment Benefit Schemes (continued) Funding and contribution information for the defined benefit sections of the schemes The funding and contribution information for the defined benefit sections of the schemes as extracted from the schemes’ most recent financial reports is set out below. In this financial report, the net (liability)/asset arising from the defined benefit obligation recognised in the balance sheet has been determined in accordance with AASB 119 “Employee Benefits”. however, the excess or deficit of the net market value of assets over accrued benefits shown below has been determined in accordance with AAS 25 “Financial Reporting by Superannuation Plans”. The excess or deficit for funding purposes shown below differs from the net (liability)/asset in the balance sheet because AAS 25 prescribes a different measurement date and basis to those used for AASB 119 purposes. The current contribution recommendations for the major defined sections of the schemes are described below. ANZ Australian Staff Superannuation Scheme Pension Section The Pension Section of the ANZ Australian Staff Superannuation Scheme is closed to new members. An interim actuarial valuation, conducted by consulting actuaries Russell Employee Benefits as at 31 December 2008, showed a deficit of $13 million and the actuary recommended that the funding position of the Pension Section be reviewed. Group contributions to the Pension Section remain suspended until the review is completed. The next full actuarial valuation is due to be conducted as at 31 December 2010. The following economic assumptions were used in formulating the actuary’s funding recommendations: 2009 Schemes ANZ Australian Staff Superannuation Scheme Pension Section1 ANZ UK Staff Pension Scheme1 ANZ UK health Benefits Scheme4 ANZ National Bank Staff Superannuation Scheme2 National Bank Staff Superannuation Fund3 Other5,6 Total Net market value of assets held by scheme $m Excess/(deficit) of net market value of assets over accrued benefits $m 21 649 - 5 139 5 819 (13) (328) (9) - (15) (2) (367) Accrued benefits* $m 34 977 9 5 154 7 1,186 * Determined in accordance with AAS 25 ‘Financial Reporting by Superannuation Plans’, which prescribes a different measurement date and basis to those applied in this financial report under AASB 119 ‘Employee Benefits’. Under AASB 119, the discount rates used are based on prevailing government and corporate bond rates at the reporting date (30 September 2009), rather than the expected return on scheme assets as at the most recent actuarial valuation date (set out below) as prescribed by AAS 25. 1 Amounts were measured at 31 December 2008. 2 Amounts were measured at 31 December 2007. 3 Amounts were measured at 31 March 2008. 4 Amounts were measured at 30 September 2009. 5 Amounts were measured at 30 September 2007. 6 Other includes the defined benefit arrangements in Japan, Philippines and Taiwan. 2008 Schemes ANZ Australian Staff Superannuation Scheme Pension Section1 ANZ UK Staff Pension Scheme1 ANZ UK health Benefits Scheme3 ANZ National Bank Staff Superannuation Scheme1 National Bank Staff Superannuation Fund2 Other4,5 Total Net market value of assets held by scheme $m Excess/(deficit) of net market value of assets over accrued benefits $m 33 959 – 5 159 5 1,161 (2) (124) (12) – (5) (2) (145) Accrued benefits* $m 35 1,083 12 5 164 7 1,306 * Determined in accordance with AAS 25 ‘Financial Reporting by Superannuation Plans’, which prescribes a different measurement date and basis to those applied in this financial report under AASB 119 ‘Employee Benefits’. Under AASB 119, the discount rates used are based on prevailing government and corporate bond rates at the reporting date (30 September 2008), rather than the expected return on scheme assets as at the most recent actuarial valuation date (set out below) as prescribed by AAS 25. 1 Amounts were measured at 31 December 2007. 2 Amounts were measured at 31 March 2007. 3 Amounts were measured at 30 September 2008. 4 Amounts were measured at 30 September 2007. 5 Other includes the defined benefit arrangements in Japan, Philippines and Taiwan. Employer contributions to the defined benefit sections are based on recommendations by the schemes’ actuaries. Funding recommendations are made by the actuaries based on assumptions of various matters such as future investment performance, interest rates, salary increases, mortality rates and turnover levels. The funding methods adopted by the actuaries are intended to ensure that the benefit entitlements of employees are fully funded by the time they become payable. The Group expects to make contributions of $61 million to the defined benefit sections of the schemes during the next financial year. Rate of investment return Pension indexation rate 8% p.a. 3% p.a. The Group has no present liability under the Scheme’s Trust Deed to commence contributions or fund the deficit. ANZ UK Staff Pension Scheme A full actuarial valuation, conducted by consulting actuaries Watson Wyatt LLP, as at 31 December 2008 showed a deficit of GBP 180 million ($328 million at 30 September 2009 exchange rates). Following the actuarial valuation as at 31 December 2008, the Group agreed to make regular contributions at the rate of 26% of pensionable salaries. These contributions are sufficient to cover the cost of accruing benefits. To address the deficit, the Group agreed to continue to pay additional quarterly contributions of GBP 7.5 million until 31 December 2015. These contributions will be reviewed following the next actuarial valuation which is scheduled to be undertaken as at 31 December 2010. The following economic assumptions were used in formulating the actuary’s funding recommendations: Rate of investment return on existing assets – to 31 December 2018 – to 31 December 2033 Rate of investment return for determining ongoing contributions Salary increases Pension increases 5.4% p.a. 4.1% p.a. 6.8% p.a. 4.9% p.a. 3.1% p.a. The Group has no present liability under the Scheme’s Trust Deed to fund the deficit measured under AAS 25. A contingent liability may arise in the event that the Scheme was wound up. If this were to happen, the Trustee would be able to pursue the Group for additional contributions under the UK Employer Debt Regulations. The Group intends to continue the Scheme on an on-going basis. On adoption of AIFRS, a net liability representing the defined benefit obligation calculated under AASB 119 was recognised on the balance sheet. The basis of calculation under AASB119 is detailed in note 1F(vi) and on page 82. National Bank Staff Superannuation Fund A full actuarial valuation of the National Bank Staff Superannuation Fund, conducted by consulting actuaries AON Consulting NZ, as at 31 March 2008 showed a deficit of NZD 19 million ($15 million at 30 September 2009 exchange rates). The actuary recommended that the Group make contributions of 24.8% of salaries in respect of members of the defined benefit section. The following economic assumptions were used in formulating the actuary’s funding recommendations: Rate of investment return (net of income tax) Salary increases Pension increases 5.5% p.a. 3.0% p.a. 2.5% p.a. The Group has no present liability under the Fund’s Trust Deed to fund the deficit measured under AAS 25. A contingent liability may arise in the event that the Fund was wound up. Under the Fund’s Trust Deed, if the Fund were wound up, the Group is required to pay the Trustees of the Fund an amount sufficient to ensure members do not suffer a reduction in benefits to which they would otherwise be entitled. The Group intends to continue the Fund on an on-going basis. On adoption of AIFRS, a net asset representing the defined benefit surplus calculated under AASB 119 was recognised on the balance sheet. The basis of calculation under AASB119 is detailed in note 1F(vi) and on page 82. 174 ANZ Annual Report 2009 Financial Report 175 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 45: Superannuation and Other Post Employment Benefit Schemes (continued) 45: Superannuation and Other Post Employment Benefit Schemes (continued) The following tables summarise the components of the expense recognised in the income statement and the amounts recognised in the balance sheet under AASB 119 for the defined benefit sections of the schemes: Amount recognised in income in respect of defined benefit schemes Current service cost Interest cost Expected return on assets Past service cost Adjustment for contributions tax Total included in personnel expenses Amounts included in the balance sheet in respect of its defined benefits scheme Present value of funded defined benefit obligation Fair value of scheme assets Net liability arising from defined benefit obligation Amounts recognised in the balance sheet Other assets Payables and other liabilities Net liability arising from defined benefit obligation Amounts recognised in equity in respect of defined benefit schemes Acturial (gains)/losses incurred during the year and recognised directly in retained earnings Cumulative acturial (gains)/losses recognised directly in retained earnings Consolidated 2009 $m 2008 $m The Company 2009 $m 2008 $m 8 72 (67) 5 2 20 10 70 (77) – 2 5 (1,095) 849 (246) (1,160) 1,006 (154) – (246) (246) 175 223 – (154) (154) 112 48 6 63 (60) 5 – 14 (938) 738 (200) – (200) (200) 153 181 8 60 (68) – – – (1,003) 871 (132) – (132) (132) 84 28 Key actuarial assumptions used (expressed as weighted averages) Discount rate ANZ Australian Staff Superannuation Scheme – Pension Section ANZ UK Staff Pension Scheme ANZ UK health Benefits Scheme ANZ National Bank Staff Superannuation Scheme National Bank Staff Superannuation Fund Expected rate of return on scheme assets ANZ Australian Staff Superannuation Scheme – Pension Section ANZ UK Staff Pension Scheme ANZ UK health Benefits Scheme ANZ National Bank Staff Superannuation Scheme National Bank Staff Superannuation Fund Future salary increases ANZ UK Staff Pension Scheme National Bank Staff Superannuation Fund Future pension increases ANZ Australian Staff Superannuation Scheme – Pension Section ANZ UK Staff Pension Scheme ANZ National Bank Staff Superannuation Scheme National Bank Staff Superannuation Fund Future medical cost trend - short term ANZ UK health Benefits Scheme Future medical cost trend - long term ANZ UK health Benefits Scheme 2009 % 5.25 5.50 5.50 6.00 6.00 8.50 6.20 n/a 4.50 5.50 4.90 3.00 3.00 3.10 2.50 2.50 7.00 5.00 2008 % 5.25 7.00 7.20 6.04 6.04 8.50 7.40 n/a 4.50 5.50 5.50 3.00 3.00 3.70 2.50 2.50 11.00 6.00 The Group has a legal liability to fund deficits in the schemes, but no legal right to use any surplus in the schemes to further its own interests. The Group has no present liability to settle deficits with an immediate contribution. For more information about the Group’s legal liability to fund deficits, refer to the earlier description of the current contribution recommendations for the schemes. Movements in the present value of the defined benefit obligation in the relevant period Opening defined benefit obligation Current service cost Interest cost Contributions from scheme participants Actuarial gains/(losses) Past service cost Exchange difference on foreign schemes Benefits paid Closing defined benefit obligation Movements in the fair value of the scheme assets in the relevant period Opening fair value of scheme assets Expected return on scheme assets Actuarial gains/(losses) Exchange difference on foreign schemes Contributions from the employer Contributions from scheme participants Benefits paid Closing fair value of scheme assets1 Actual return on scheme assets 1,160 8 72 1 126 5 (205) (72) 1,095 1,006 67 (49) (161) 57 1 (72) 849 18 1,267 10 70 1 (83) – (35) (70) 1,160 1,199 77 (195) (45) 39 1 (70) 1,006 (118) 1,003 6 63 – 121 5 (202) (58) 938 871 60 (32) (157) 54 – (58) 738 28 1,112 8 60 – (93) – (32) (52) 1,003 1,037 68 (177) (42) 37 – (52) 871 (109) 1 Scheme assets include the following financial instruments issued by the Group: cash and short term debt instruments $2.4 million (September 2008: $59.1 million), fixed interest securities $0.6 million (September 2008: $1.0 million) and equities $0.2 million (September 2008: $0.3 million). Analysis of the scheme assets Equities Debt securities Property Other assets Total assets 176 ANZ Annual Report 2009 Consolidated Fair value of scheme assets The Company Fair value of scheme assets 2009 % 35 39 7 19 100 2008 % 32 37 11 20 100 2009 % 33 37 8 22 100 2008 % 30 34 13 23 100 To determine the expected returns of each of the asset classes held by the relevant scheme, the actuaries assessed historical return trends and market expectations for the asset class returns applicable for the period over which the obligation is to be settled. The overall expected rate of return on assets for each scheme was then determined as the weighted average of the expected returns for the classes of assets held by the relevant scheme. Assumed medical cost trend rates do not have a material effect on the amounts recognised as income or included in the balance sheet. Consolidated The Company 2009 $m 2008 $m 2007 $m 2006 $m 2005 $m 2009 $m 2008 $m 2007 $m 2006 $m 2005 $m history of experience adjustments Defined benefits obligation Fair value of scheme assets Surplus/(deficit) Experience adjustments on scheme liabilities Experience adjustments on scheme assets (1,095) 849 (246) 7 (49) (1,160) 1,006 (154) 12 (195) (1,267) 1,199 (68) (1,462) 1,238 (224) 9 6 7 48 (1,246) 1,099 (147) (6) 100 (938) 738 (200) 7 (32) (1,003) 871 (132) 8 (177) (1,112) 1,037 (75) (1,296) 1,067 (229) 10 12 5 44 (1,076) 922 (154) (7) 90 46: Employee Share and Option Plans ANZ operates a number of employee share and option schemes under the ANZ Employee Share Acquisition Plan and the ANZ Share Option Plan. ANZ EMPLOYEE ShARE ACQUISITION PLAN ANZ Employee Share Acquisition Plan (ESAP) schemes that existed during the 2008 and 2009 financial years were the $1,000 Share Plan, the Restricted Share Plan, the Deferred Share Plan, Performance Shares and the Employee Share Save Scheme (ESSS). Note the ESSS is an employee salary sacrifice plan and is not captured as a share based payment expense. $1,000 share plan Each permanent employee (excluding senior executives) who has had continuous service for one year is eligible to participate in the $1,000 scheme enabling the grant of up to $1,000 of ANZ shares in each financial year, subject to approval of the Board. At a date approved by the Board, the shares will be granted to all eligible employees using the 1 week weighted average price of ANZ shares traded on the ASx in the week leading up to and including the date of grant. In Australia and most overseas locations, ANZ ordinary shares are granted to eligible employees for nil consideration and vest immediately when granted, as there is no forfeiture provision. It is a requirement, however, that shares are held in trust for three years from the date of grant, after which time they may remain in trust, be transferred to the employee’s name or sold. In general, dividends received on the shares are automatically reinvested into the Dividend Reinvestment Plan. Shares granted to eligible New Zealand employees under this plan vest subject to the satisfaction of a three year service period, after which time they may remain in trust, be transferred into the employee’s name or sold. At the time of transfer, employees are required to pay NZD 1 cent per share. Shares may be forfeited in the event of dismissal for serious misconduct or resignation. Dividends are received as cash. During the 2009 year, 1,936,095 shares with an issue price of $14.40 were granted under the plan to employees on 8 December 2008 (2008 year: 926,878 shares with an issue price of $28.24 were granted on 13 December 2007). Financial Report 177 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 46: Employee Share and Option Plans (continued) Deferred share plan A Short Term Incentive (STI) deferral program has been implemented for 2009 bonuses, with equity deferral relating to 50% of amounts above a specified threshold. Deferred equity can be taken as shares and/or options. For Management Board members, mandatory STI equity deferral commenced in 2008 (rather than 2009), with expensing occurring in the 2009 financial year due to the 31 October 2008 grant date. Refer to page 38 of the Remuneration Report for details. Unvested STI deferred shares are forfeited on resignation or dismissal for serious misconduct. Selected employees may also be granted Long Term Incentive (LTI) deferred shares which vest to the employee up to three years from the date of grant. Ordinary shares granted under this LTI plan may be held in trust beyond the deferral period. Unvested LTI deferred shares are forfeited on resignation, dismissal for serious misconduct or termination on notice. In the event of death or total and permanent disablement, all shares will be released to the employee in full. STI three year deferred shares were granted under an historical ANZ STI program, and may be held in trust beyond the deferral period. The last grant of three year STI deferred shares was made on 11 May 2004 (with the vesting date being 11 May 2007). There were no 3 year STI deferred share grants in the 2008 or 2009 financial years. STI deferred shares with a two year deferral period were granted under a business unit specific incentive plan (primarily as a retention tool), and may be held in trust beyond the deferral period. In exceptional circumstances, sign-on deferred shares are granted to certain employees upon commencement with ANZ to compensate for equity forgone from their previous employer. The vesting period generally aligns with the remaining vesting period of equity forgone, and therefore varies between grants. Retention three year deferred shares may also be granted occasionally to high performing employees who are regarded as a significant retention risk to ANZ. Sign-on and retention deferred shares will be forfeited on resignation, dismissal for serious misconduct or termination on notice. In the event of death or total and permanent disablement, all shares will be released to the employee in full. The employee receives all dividends on deferred shares while held in trust (cash or dividend reinvestment plan). The issue price for deferred shares is based on the volume weighted average price of the shares traded on the ASx in the week leading up to and including the date of grant. During the 2009 year, 4,322,932 deferred shares with a weighted average grant price of $17.20 were granted under the deferred share plan (2008 year: 2,445,372 shares with a weighted average grant price of $28.26 were granted). Restricted share plan In prior years, eligible employees were able to elect a pre-tax sacrifice of part or all of their annual cash bonus for ANZ shares. The shares were subject to a 1 year restriction period, however, they may be left in trust beyond the restriction period. The shares are subject to forfeiture on dismissal for serious misconduct. The shares are released to the employee on termination for any other reason. The employee receives all dividends on these restricted shares (cash or dividend reinvestment plan). The issue price is based on the volume weighted average price of the shares traded on the ASx on the week leading up to and including the date of grant. During the 2009 year, 272,626 shares with an issue price of $17.18 were granted under the Restricted Share Plan (2008 year: 354,384 shares with an issue price of $29.95 were granted). Performance share plan Performance shares are essentially LTI deferred shares with a performance hurdle. They were granted to former employees in 2004 and 2005. The balance outstanding at the beginning of the current year has since been forfeited. Share valuations The fair value of shares granted in the 2009 year under the $1,000 share plan, the Deferred Share Plan and the Restricted Share Plan, measured as at the date of grant of the shares, is $107.8 million based on 6,531,653 shares at a weighted average price of $16.50 (2008 year: fair value of shares granted was $105.3 million based on 3,726,634 shares at a weighted average price of $28.26). The volume weighted average share price of all ANZ shares sold on the ASx on the date of grant is used to calculate the fair value of shares. No dividends are incorporated into the measurement of the fair value of shares. ANZ ShARE OPTION PLAN Selected employees may be granted options/rights, which entitle them to purchase ordinary fully paid shares in ANZ at a price fixed at the time the options/rights are granted. Voting and dividend rights will be attached to the unissued ordinary shares when the options/ rights have been exercised. Each option/right entitles the holder to one ordinary share subject to the terms and conditions imposed on grant. The exercise price of the options, determined in accordance with the rules of the plan, is generally based on the weighted average price of the shares traded on the ASx in the week leading up to and including the date of grant. For rights, the exercise price is nil. ANZ Share Option Plan schemes expensed in the 2008 and 2009 years are as follows: Current Option Plans Performance rights plan (excl. CEO performance rights) Performance rights are granted to certain employees as part of ANZ’s LTI program. The first grant of performance rights was in November 2005, and provides the right to acquire ANZ shares at nil cost, subject to a three-year vesting period and a TSR performance hurdle. The proportion of LTI performance rights that become exercisable will depend upon the TSR achieved by ANZ relative to a comparator group of major financial services companies, measured over the same period (since grant) and calculated at the third anniversary of grant. An averaging calculation is used for TSR over a 90 day period for start and end values in order to reduce the impact of share price volatility. Performance equal to the median TSR of the comparator group will result in half the performance rights becoming exercisable. Vesting will increase on a straight-line basis until all of the performance rights become exercisable where ANZ TSR is at or above the 75th percentile of TSRs in the comparator group. Where ANZ’s performance falls between two of the comparators, TSR is measured on a pro-rata basis. The performance hurdle will only be tested once at the end of the three year vesting period. If the performance rights do not pass the hurdle on the testing date, or they are not exercised by the end of the exercise period (5 years from the date of grant), they will lapse. In the case of dismissal for serious misconduct, all unexercised performance rights will be forfeited. In the case of resignation or termination on notice, only performance rights that become exercisable (and pass the performance hurdle) by the end of the notice period may be exercised. In the case of death or total and permanent disablement, all performance rights are available for exercise (with the performance hurdle waived). 46: Employee Share and Option Plans (continued) CEO Performance rights The CEO’s LTI (as approved by shareholders at the 2007 Annual General Meeting), consists of 3 tranches of performance rights, each to a maximum value of $3 million. The performance periods for each tranche begin on the date of grant of 19 December 2007 and end on the 3rd, 4th and 5th anniversaries respectively (i.e. only one performance measurement for each tranche). The level of vesting for each tranche will be based on ANZ TSR performance against a comparator group of companies consistent with the performance rights plan. Each tranche has a 1 year exercise period. In the case of resignation or dismissal for serious misconduct, all unexercised performance rights will be forfeited. In the case of termination on notice, only performance rights that become exercisable (and pass the performance hurdle) by the end of the notice period may be exercised. In the case of death or total and permanent disablement, all performance rights are available for exercise (with the performance hurdle waived). CEO Options At the 2008 Annual General Meeting, shareholders approved a special grant to the CEO of 700,000 options which were granted on 18 December 2008. These will be available for exercise from the date of vesting, December 2011, with the option exercise price being equal to the market value of ANZ shares at the date they were granted i.e. $14.18 per share. Upon exercise, each Option entitles the CEO to one ordinary ANZ share. At grant the options were independently valued at $2.27 each i.e. a total value of $1.589 million. however, these options will only have any value if, at the vesting date or during the subsequent exercise period (i.e. 2 years after vesting), the share price exceeds $14.18. This value will be based on the amount by which the market price exceeds the exercise price multiplied by the total number of options. Deferred options (No performance hurdles) Under the STI deferral program for 50% of amounts above a specified threshold, deferred equity can be taken as shares and/or options (refer to Deferred Share Plan section above). Deferred share rights (No performance hurdles) Deferred share rights are granted instead of deferred shares to accommodate off-shore taxation implications. They provide the right to acquire ANZ shares at nil cost after a specified vesting period. The fair value of rights is adjusted for the absence of dividends during the restriction period. Treatment of rights in respect of cessation relates to the purpose of the grant (refer to Deferred Share Plan and Restricted Share Plan sections). Legacy Option Plans The following legacy plans are no longer being offered to Group employees, but were expensed during the 2008 and 2009 years. Performance option plan (No performance hurdle applies) Performance options were granted to certain employees (below executive levels) as part of an historical LTI program, with 7 November 2005 being the last grant of LTI performance options. The options can only be exercised after a three-year vesting period and before the seventh anniversary of the grant date. There are no performance conditions attached to these options as they were primarily granted as a retention tool. All unexercised options are forfeited on dismissal for serious misconduct, resignation and termination on notice. On death or total and permanent disablement, all unvested options will become available for exercise. Deferred share rights (No performance hurdle) Special deferred share rights were granted to a small number of New Zealand employees in December 2004. They provide the right to acquire ANZ shares at nil cost after a three year vesting period. Rights must be exercised by the seventh anniversary of the grant date. They may be forfeited at the Company’s discretion if the employee ceases employment for any reason. The fair value of rights is adjusted for the absence of dividends during the restriction period. hurdled options hurdled options were granted to certain employees as part of an historical LTI program. The options can only be exercised subject to the satisfaction of time and performance based hurdles. Options may be exercised during the four year period commencing three years, and ending seven years after the grant date, subject to meeting the relevant performance hurdle. The performance hurdle will be measured during the exercise period by comparing ANZ’s TSR against the comparator group relevant to the hurdled option grant. hurdled options granted in November 2004 will be tested against a comparator group consisting of major financial services companies, excluding ANZ. The options become exercisable depending on ANZ’s ranking within the comparator group. ANZ must rank at the 50th percentile for 50% of the options to become exercisable. For each 1% increase above the 50th percentile an additional 2% of options will become exercisable, with 100% being exercisable where ANZ ranks at or above the 75th percentile. This will be calculated as at the last trading day of any month (once the exercise period has commenced). Other hurdled option grants will be measured against the S&P/ASx 200 Banks (Industry Group) Accumulation Index, and the S&P/ASx 100 Accumulation Index. half the options may only be exercised once ANZ’s TSR exceeds the percentage change in the S&P/ASx 200 Banks (Industry Group) Accumulation Index, measured over the same period (since grant) and calculated as at the last trading day of any month (once the exercise period has commenced); and the other half of hurdled options may only be exercised once the ANZ TSR exceeds the percentage change in the S&P/ASx 100 Accumulation Index, measured over the same period (since grant) and calculated as at the last trading day of any month (once the exercise period has commenced). The forfeiture provisions are the same as the performance option plan. 178 ANZ Annual Report 2009 Financial Report 179 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 46: Employee Share and Option Plans (continued) 46: Employee Share and Option Plans (continued) Option Movements Details of options over unissued ANZ shares and their related weighted average exercise prices as at the beginning and end of the 2009 financial year and movements during the 2009 financial year are set out below: Weighted Average Exercise Price Opening balance 1 October 2008 17,697,581 $14.81 Options Granted 3,260,938 $11.64 Options Forfeited (2,709,394) $7.83 Options Expired1 Options Exercised Closing balance 30 September 2009 (2,191,963) $18.71 (928,149) $15.04 15,129,013 $14.80 1 Numbers in the “Options Expired” column includes any options which may have expired due to a termination of employment whereby the employee was offered a grace period in which to exercise. The weighted average share price during the year ended 30 September 2009 was $16.57 (2008: $21.74). The weighted average remaining contractual life of share options outstanding at 30 September 2009 was 2.4 years (2008: 2.5 years). The weighted average exercise price of all exercisable share options outstanding at 30 September 2009 was $18.95 (2008: $18.78). A total of 4,015,504 exercisable share options were outstanding at 30 September 2009 (2008: 5,327,652). Details of options over unissued ANZ shares and their related weighted average exercise prices as at the beginning and end of the 2008 financial year and movements during the 2008 financial year are set out below: Weighted Average Exercise Price Opening balance 1 October 2007 21,693,355 $16.23 Options Granted 2,001,018 $0.00 Options Forfeited 1,721,322 $12.19 Options Expired1 123,289 $17.15 Options Exercised 4,152,181 $16.09 Closing balance 30 September 2008 17,967,581 $14.81 1 Numbers in the “Options Expired” column includes any options which may have expired due to a termination of employment whereby the employee was offered a grace period in which to exercise. No options over ordinary shares have been granted since the end of the 2009 financial year up to the signing of the Directors’ Report on 5 November 2009. Details of shares issued as a result of the exercise of options during the year ended 30 September 2009 are as follows: Exercise price $ No. of shares issued Proceeds received $ Exercise price $ No. of shares issued Proceeds received $ 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 16.33 16.33 12,481 58,813 24,619 395 738 5,470 1,650 1,008 4,170 26,100 371,675 – – – – – – – – – 426,213 6,069,453 17.34 17.60 17.55 17.55 18.03 18.22 18.22 18.22 20.68 20.68 23.49 264,081 32,616 29,968 1,388 1,925 1,758 30,059 35,264 3,800 18,837 1,334 4,579,165 574,042 525,938 24,359 34,708 32,031 547,675 642,510 78,584 389,549 31,336 Details of shares issued as a result of the exercise of options during the year ended 30 September 2008 are as follows: Exercise price $ No. of shares issued Proceeds received $ Exercise price $ No. of shares issued Proceeds received $ 0.00 0.00 0.00 12.98 12.98 13.62 13.91 13.91 14.20 14.61 17,473 14,507 5,069 451,191 27,600 194,000 264,500 194,050 729,716 54,750 – – – 5,856,459 358,248 2,642,280 3,679,195 2,699,236 10,361,967 799,898 16.09 16.33 17.34 17.55 17.60 18.03 18.22 18.55 20.68 23.49 12,750 322,570 149,062 339,691 154,991 211,685 395,538 19,525 584,587 8,926 205,148 5,267,568 2,584,735 5,961,577 2,727,842 3,816,681 7,206,702 362,189 12,089,259 209,672 180 ANZ Annual Report 2009 Details of shares as a result of the exercise of options since the end of the 2009 financial year up to the signing of the Directors’ Report on 5 November 2009 are as follows: Exercise price $ No. of shares issued Proceeds received $ Exercise price $ No. of shares issued Proceeds received $ 0.00 0.00 0.00 0.00 17.18 17.18 17.34 17.55 130 19 16,856 72,677 2,065 125 191,731 16,375 – – – – 35,477 2,148 3,324,616 287,381 17.55 17.60 18.22 18.22 20.68 20.68 23.49 13,353 11,601 7,838 11,566 7,394 21,034 7,001 234,345 204,178 142,808 210,733 152,908 434,983 164,453 In determining the fair value below, we used standard market techniques for valuation including Monte Carlo and/or Black Scholes pricing models. The models take into account early exercise, non-transferability and market based performance hurdles. The significant assumptions used to measure the fair value of instruments granted during the 2009 financial year are contained in the table below. Type of Equity Special Options STI Deferred Options STI Deferred Options STI Deferred Share Rights STI Deferred Share Rights LTI Deferred Share Rights LTI Performance Rights Special Retention Deferred Share Rights Grant date 18-Dec-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 31-Oct-08 Number of Options 700,000 1,212,216 418,766 84,659 89,121 369,598 368,368 Exercise price (5 day VWAP) ($) 14.18 17.18 17.18 0.00 0.00 0.00 0.00 Fair value ($) 2.27 2.80 2.94 16.38 15.45 14.58 9.99 Share closing price at grant ($) 14.27 17.36 17.36 17.36 17.36 17.36 17.36 9-Dec-08 18,210 11.84 0.00 14.10 ANZ expected volatility1 (%) Equity term (years) Vesting period (years) Expected life (years) Expected dividend yield (%) Risk free interest rate (%) 30 30 30 30 30 30 30 34 5 5 5 5 5 5 5 5 3 1 2 1 2 3 3 2 4 3 3.5 1 2 3 3 2 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 3.37 4.48 4.64 4.28 4.48 4.48 4.25 3.49 1 Expected volatility represents a measure of the amount by which ANZ’s share price is expected to fluctuate over the life of the options. The measure of volatility used in the model is the annualised standard deviation of the continuously compounded rates of return on the historical share price over a defined period of time preceding the date of grant. This historical average annualised volatility is then used to estimate a reasonable expected volatility over the expected life of the options. The significant assumptions used to measure the fair value of instruments granted during the 2008 financial year are contained in the table below. Type of Equity Performance Rights Performance Rights Performance Rights Deferred Share Rights Deferred Share Rights Deferred Share Rights Performance Rights Grant date 19-Dec-07 19-Dec-07 19-Dec-07 29-May-08 9-Nov-07 9-Nov-07 30-Oct-07 Number of Options 258,620 259,740 260,642 22,633 49,717 208,780 940,886 Exercise price (5 day VWAP) ($) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Fair value ($) 11.60 11.55 11.51 18.38 25.59 24.49 12.30 Share closing price at grant ($) 26.85 26.85 26.85 21.35 27.95 27.95 29.69 ANZ expected volatility1 (%) Option term (years) Vesting period (years) Expected life (years) Expected dividend yield (%) Risk free interest rate (%) 17 17 17 n/a 15 15 15 4 5 6 5 5 5 5 3 4 5 3 2 3 3 3 4 5 3 2 3 3 4.50 4.50 4.50 5.00 4.50 4.50 4.50 6.82 6.73 6.66 n/a 6.77 6.69 6.63 1 Expected volatility represents a measure of the amount by which ANZ’s share price is expected to fluctuate over the life of the options. The measure of volatility used in the model is the annualised standard deviation of the continuously compounded rates of return on the historical share price over a defined period of time preceding the date of grant. This historical average annualised volatility is then used to estimate a reasonable expected volatility over the expected life of the options. 47: Key Management Personnel Disclosures The Key Management Personnel (KMP) of the Group and Company are the same. SECTION A: ExECUTIVE DIRECTORS AND OThER KEY MANAGEMENT PERSONNEL COMPENSATION The company staff are employees of the ultimate parent entity, Australia and New Zealand Banking Group Limited (ANZ) and the KMP compensation included in the management fee expenses is as follows: Short term employee benefits Post employment benefits Long term employment benefits Termination benefits Share-based payments 2009 $ 18,077,463 367,018 142,067 634,869 9,789,223 29,010,640 2008 $ 15,978,226 186,215 282,363 1,334,282 10,464,699 28,245,785 Financial Report 181 NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO ThE FINANCIAL STATEMENTS NOTES TO THE FINANCIAL STATEMENTS 47: Key Management Personnel Disclosures (continued) 48: Transactions with Other Related Parties (continued) SECTION B: KEY MANAGEMENT PERSONNEL LOAN TRANSACTIONS Loans made to directors of the Company and other key management personnel of the Group are made in the ordinary course of business on an arm’s length commercial basis, including the term of the loan, security required and the interest rate. Associates During the course of the financial year the Company and Group conducted transactions with associates on normal terms and conditions as shown below: Details of loans outstanding at the reporting date to directors of the Company and other key management personnel of the Group including their personally related parties, where the individuals aggregate loan balance exceeded $100,000 at any time in the year, are as follows: Directors Executive Director 2009 M Smith Executive Director 2008 M Smith Non-executive Directors 2009 P hay2 A Watkins3 Other key management personnel 2009 J Fagg4 B C hartzer6 G K hodges P R Marriott A Thursby C Page Other key management personnel 2008 R J Edgar5 B C hartzer G K hodges P R Marriott A Thursby Opening balance 1 October $ Closing balance 30 September $ Interest paid and payable in the reporting period $ highest balance in the reporting period $ 535,611 – 62,697 1,000,000 356,800 535,611 60,829 2,099,851 – 3,189,724 1,125,000 3,289,964 3,641,055 12,438,898 3,055,034 905,479 1,931,834 – 560,291 7,806,997 3,672,905 2,824,293 – 4,117,937 12,105,808 10,415,975 – 1,890,097 1,750,932 – 12,438,898 3,055,034 905,479 1,931,834 3,954 213,132 208,765 381,671 170,733 7,399 99,751 19,854 14,085 973,081 250,229 181,186 139,013 1,128,856 3,295,434 4,319,402 13,039,953 10,581,121 912,467 1,931,834 1,843,116 1,083,067 14,707,145 4,391,758 2,883,188 2,190,000 Details regarding the aggregate of loans made, guaranteed or secured by any entity in the Group to each group of directors and other key management personnel including related parties are as follows: Opening balance 1 October $ Closing balance 30 September $ Interest paid and payable in the reporting period $ Number in group at 30 September1 Directors 2009 2008 Other key management personnel 2009 2008 3,725,335 356,800 4,414,964 535,611 279,783 60,829 21,972,300 14,864,486 30,280,749 18,331,245 888,173 1,557,594 2 1 5 4 1 Number in the Group includes directors and specified executives with loan balances greater than $100,000. 2 P hay commenced as non-executive director effective 12 November 2008. 3 A Watkins commenced as non-executive director effective 12 November 2008 and the opening balance represents the balance on commencement. 4 J Fagg commenced her role as CEO, ANZ (NZ) effective 1 May 2009 and the opening balance represents the balance on appointment to New Zealand’s CEO. 5 R Edgar retired from ANZ effective 8 May 2009 and loans outstanding during this reporting period were less than $100,000. 6 B hartzer ceased employment with ANZ effective 31 July 2009. 48: Transactions with Other Related Parties Joint Venture entities During the course of the financial year the Company and the Group conducted transactions with joint venture entities on normal commercial terms and conditions as shown below: Consolidated The Company Amounts receivable from joint venture entities Interest revenue Dividend revenue Commissions received from joint venture entities Cost recovered from joint venture entities 2009 $000 241,410 9,324 – 166,467 9,497 2008 $000 253,052 16,407 26,950 184,058 9,423 2009 $000 212,434 9,324 – 134,884 8,766 2008 $000 223,224 15,264 – 164,795 8,499 There have been no guarantees given or received. No outstanding amounts have been written down or recorded as allowances, as they are considered fully collectible. Amounts receivable from associates Amounts payable to associates Interest revenue Interest payable Other revenue Dividend revenue Cost recovered from associates Consolidated The Company 2009 $000 165,986 69,763 16,303 3,339 11,190 36,136 2,164 2008 $000 207,899 71,693 19,144 630 12,106 15,451 1,649 2009 $000 149,114 239 12,286 – 1,812 33,936 2,164 2008 $000 181,223 – 14,780 – 2,400 3,979 1,649 There have been no guarantees given or received. No outstanding amounts have been written down or recorded as allowances, as they are considered fully collectible. Subsidiaries During the course of the financial year subsidiaries conducted transactions with each other and joint ventures and associates on normal terms and conditions. They are fully eliminated on consolidation. No outstanding amounts have been written down or recorded as allowances, as they are considered fully collectible. Other relationships In the 2007 Annual Report, in relation to the independence of Margaret Jackson, a non-executive Director of ANZ, it was disclosed that ANZ has commercial relationships with Qantas Airways Limited (in respect of which Ms Jackson was then Chairman) as a partner in the co-branded ANZ Frequent Flyer Visa Cards, and that ANZ also acquires travel services from Qantas. having regard to the nature and value of the commercial relationships and the Board’s materiality criteria, the Board concluded that Ms Jackson remained independent. Ms Jackson retired from the Board of Qantas in November 2007. 49: Exchange Rates The exchange rates used in the translation of the results and the assets and liabilities of major overseas branches and controlled entities are: Chinese Yuan Euro Great British Pound Indonesian Rupiah Malaysian Ringgit New Zealand Dollar Papua New Guinea Kina United States Dollar 2009 2008 Closing 6.0026 0.6014 0.5486 8506.3 3.0548 1.2188 2.4154 0.8792 Average 5.0018 0.5392 0.4719 7837.9 2.6034 1.2248 2.0018 0.7319 Closing 5.4723 0.5568 0.4440 7538.8 2.7641 1.1934 2.0765 0.7995 Average 6.4356 0.6030 0.4601 8382.5 2.9755 1.1918 2.4754 0.9069 50: Events Since the End of the Financial Year On 25 September 2009, the Company announced it had reached agreement with ING Groep to acquire ING Groep’s 51% shareholdings in the ANZ-ING wealth management and life insurance joint ventures in Australia and New Zealand for $1,760 million, taking its ownership interest to 100%. Completion is subject to various conditions, including regulatory approval, and is expected to occur during the fourth quarter of calendar 2009. Once completed, the acquisition will result in the Group fully consolidating the assets, liabilities and operations of ING Australia Limited (“INGA”) and ING (NZ) holdings Limited (“INGNZ”) and its subsidiary companies into the Group’s results. At acquisition date, under the step acquisition provisions of AASB3R Business Combinations (Revised), the Group will remeasure its existing 49% interests which are accounted for under the equity method at acquisition date fair values and will recognise the resulting gain or loss in the income statement. On 4 August 2009 the Company announced it had reached agreement with Royal Bank of Scotland Group plc to acquire selected businesses in Taiwan, Singapore, Indonesia1, hong Kong, Phillipines and Vietnam. The purchase price is based on the fully recapitalised net tangible book value of these businesses plus a premium of USD50 million and whilst the ultimate purchase price is not determinable until completion it is estimated to amount to approximately USD550 million (AUD626 million). Each acquisition is subject to regulatory approval in the relevant jurisdictions, which is expected to occur from late 2009 through 2010. Accordingly these acquisitions will be progressively consolidated into the 2010 results including the impacts of acquisition accounting, integration and acquisition costs. 1 The Indonesian business will be acquired through ANZ’s 85% owned subsidiary P.T. Bank Pan Indonesia. 182 ANZ Annual Report 2009 Financial Report 183 DIRECTORS’ DECLARATION NOTES TO ThE FINANCIAL STATEMENTS INDEPENDENT AUDITOR’S REPORT TO ThE MEMBERS OF AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED The directors of Australia and New Zealand Banking Group Limited declare that: a) in the directors’ opinion, the financial statements and notes of the Company and the consolidated entity have been prepared in accordance with the Corporations Act 2001, including that they: i) comply with applicable Australian Accounting Standards, (including the Australian Accounting Interpretations) and the Corporations Regulations 2001; and ii) give a true and fair view of the financial position of the Company and of the consolidated entity as at 30 September 2009 and of their performance as represented by the results of their operations and their cash flows, for the year ended on that date; and iii) the financial statements and notes of the Company and the consolidated entity comply with International Financial Reporting Standards as described in note 1(A)(i). b) in the directors’ opinion, the remuneration disclosures that are contained on pages 27 to 51 of the Remuneration Report comply with the Corporations Act 2001; and c) the directors have received the declarations required by section 295A of the Corporations Act 2001; and d) in the directors’ opinion, there are reasonable grounds to believe that the Company will be able to pay its debts as and when they become due and payable; and e) the Company and certain of its wholly owned controlled entities (listed in note 44) have executed a Deed of Cross Guarantee enabling them to take advantage of the accounting and audit relief offered by class order 98/1418 (as amended), issued by the Australian Securities and Investments Commission. The nature of the Deed of Cross Guarantee is to guarantee to each creditor payment in full of any debt in accordance with the terms of the Deed of Cross Guarantee. At the date of this declaration, there are reasonable grounds to believe that the Company and its controlled entities which executed the Deed of Cross Guarantee are able, as an economic entity, to meet any obligations or liabilities to which they are, or may become, subject by virtue of the Deed of Cross Guarantee. Signed in accordance with a resolution of the directors. Charles B Goode Chairman 5 November 2009 Michael R P Smith Director REPORT ON ThE FINANCIAL REPORT We have audited the accompanying financial report of Australia and New Zealand Banking Group Limited (the Company), which comprises the balance sheets as at 30 September 2009, and the income statements, statements of recognised income and expense and cash flow statements for the year ended on that date, a summary of significant accounting policies and other explanatory notes 1 to 50 and the directors’ declaration of the Group comprising the Company and the entities it controlled at the year’s end or from time to time during the financial year. DIRECTORS’ RESPONSIBILITY FOR ThE FINANCIAL REPORT The directors of the Company are responsible for the preparation and fair presentation of the financial report in accordance with Australian Accounting Standards (including the Australian Accounting Interpretations) and the Corporations Act 2001. This responsibility includes establishing and maintaining internal control relevant to the preparation and fair presentation of the financial report that is free from material misstatement, whether due to fraud or error; selecting and applying appropriate accounting policies; and making accounting estimates that are reasonable in the circumstances. In note 1(A)(i), the directors also state, in accordance with Australian Accounting Standard AASB 101 Presentation of Financial Statements, that the financial report of the Company and the Group, comprising the financial statements and notes, comply with International Financial Reporting Standards. AUDITOR’S RESPONSIBILITY Our responsibility is to express an opinion on the financial report based on our audit. We conducted our audit in accordance with Australian Auditing Standards. These Auditing Standards require that we comply with relevant ethical requirements relating to audit engagements and plan and perform the audit to obtain reasonable assurance whether the financial report is free from material misstatement. An audit involves performing procedures to obtain audit evidence about the amounts and disclosures in the financial report. The procedures selected depend on the auditor’s judgement, including the assessment of the risks of material misstatement of the financial report, whether due to fraud or error. In making those risk assessments, the auditor considers internal control relevant to the entity’s preparation and fair presentation of the financial report in order to design audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the entity’s internal control. An audit also includes evaluating the appropriateness of accounting policies used and the reasonableness of accounting estimates made by the directors, as well as evaluating the overall presentation of the financial report. We performed the procedures to assess whether in all material respects the financial report presents fairly, in accordance with the Corporations Act 2001 and Australian Accounting Standards (including the Australian Accounting Interpretations), a view which is consistent with our understanding of the Company’s and the Group’s financial position and of their performance. We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our audit opinion. INDEPENDENCE In conducting our audit, we have complied with the independence requirements of the Corporations Act 2001. AUDITOR’S OPINION In our opinion: (a) the financial report of Australia and New Zealand Banking Group Limited is in accordance with the Corporations Act 2001, including: (i) giving a true and fair view of the Company’s and the Group’s financial position as at 30 September 2009 and of their performance for the year ended on that date; and (ii) complying with Australian Accounting Standards (including the Australian Accounting Interpretations) and the Corporations Regulations 2001. (b) the financial report of the Company and the Group also complies with International Financial Reporting Standards as disclosed in note 1(A)(i). REPORT ON ThE REMUNERATION REPORT We have audited the Remuneration Report included in pages 27 to 51 of the directors’ report for the year ended 30 September 2009. The directors of the Company are responsible for the preparation and presentation of the remuneration report in accordance with Section 300A of the Corporations Act 2001. Our responsibility is to express an opinion on the remuneration report, based on our audit conducted in accordance with auditing standards. AUDITOR’S OPINION In our opinion, the remuneration report of Australia and New Zealand Banking Group Limited for the year ended 30 September 2009, complies with Section 300A of the Corporations Act 2001. KPMG Melbourne, Australia 5 November 2009 Michelle hinchliffe Partner 184 ANZ Annual Report 2009 Financial Report 185 FINANCIAL INFORMATION 1: Capital Adequacy Qualifying Capital Tier 1 Shareholders’ equity and minority interests Prudential adjustments to shareholders’ equity Fundamental Tier 1 capital Non-innovative Tier 1 capital instruments Innovative Tier 1 capital instruments Gross Tier 1 capital Deductions Tier 1 capital Tier 2 Upper Tier 2 capital Subordinated notes Deductions Tier 2 capital Total qualifying capital Capital adequacy ratios Tier 1 Tier 2 Total Risk weighted assets 2009 $m 32,429 (2,341) 30,088 1,901 2,122 34,111 (7,492) 26,619 1,390 9,082 (2,661) 7,811 2008 $m 26,552 (2,409) 24,143 2,095 2,847 29,085 (7,856) 21,229 1,374 9,170 (1,206) 9,338 Table 1 Table 2 Table 3 Table 4 Table 2 34,430 30,567 10.6% 3.1% 13.7% 7.7% 3.4% 11.1% Table 5 252,069 275,434 1: Capital Adequacy (continued) Table 1: Prudential adjustments to shareholders’ equity Reclassification of preference share capital Accumulated retained profits and reserves of insurance and funds management entities and associates Deferred fee revenue including fees deferred as part of loan yields hedging reserve Available-for-sale reserve Dividend not provided for Accrual for Dividend Reinvestment Plans Total Table 2: Deductions from Tier 1 capital Unamortised goodwill & other intangibles Capitalised software Capitalised expenses including loan and lease origination fees, capitalised securitisation establishment costs and costs associated with debt raisings Applicable deferred tax assets (excluding the component relating to the general reserve for impairment of financial assets) Earnings not recognised for prudential purposes Mark-to market impact of own credit spread Negative Available-for-sale reserve Sub-total Deductions taken 50% from Tier 1 and 50% from Tier 2 Investment in ANZ insurance subsidiaries Investment in funds management entities Investment in joint ventures with ING in Australia and New Zealand Investment in other Authorised Deposit Taking Institutions and overseas equivalents Expected losses in excess of eligible provisions1 Investment in other commercial operations Other deductions Sub-total Total Table 3: Upper Tier 2 capital Eligible component of post acquisition earnings and reserves in associates and joint ventures Perpetual subordinated notes2 General reserve for impairment of financial assets net of attributable deferred tax asset3 Total 2009 $m (871) (1,010) 391 90 41 (1,403) 421 (2,341) (3,047) (849) (602) (325) – 12 (20) (4,831) 50% (161) (33) (737) (976) (506) (36) (212) (2,661) (7,492) 269 1,024 97 1,390 2008 $m (871) (841) 351 (78) 88 (1,511) 453 (2,409) (4,889) (625) (642) (92) (117) (149) (136) (6,650) (65) (34) (262) (610) (167) (36) (32) (1,206) (7,856) 248 1,072 54 1,374 Gross (321) (67) (1,474) (1,951) (1,012) (72) (424) (5,321) Table 4: Subordinated notes2 For capital adequacy calculation purposes, subordinated note issues are reduced by 20% of the original amount over the last four years to maturity and are limited to 50% of Tier 1 capital. 1 The gross deduction includes a collective provision component net of tax of $1,875 million, other eligible provisions of $1,642 million less an estimate for regulatory expected loss of $4,529 million. 2 The fair value adjustment is excluded for prudential purposes as the prudential standard only permits inclusion of cash received and makes no allowance for hedging. 3 Under Basel II, this consists of the surplus general reserve for impairment of financial assets net of tax and/or the provisions attributable to the standardised portfolio. 186 ANZ Annual Report 2009 Financial Report 187 FINANCIAL INFORMATION 1: Capital Adequacy (continued) 2: Average Balance Sheet and Related Interest Table 5: Risk weighted assets On balance sheet Commitments Contingents Derivatives Total credit risk Market risk – Traded Market risk – IRRBB Operational risk Total risk weighted assets Table 6: Credit risk weighted assets by Basel asset class Subject to Advanced IRB approach Corporate Sovereign Bank Residential Mortgage Qualifying revolving retail (credit cards) Other retail Credit risk weighted assets subject to Advanced IRB approach 2009 $m 170,035 37,704 12,377 9,695 229,811 3,553 2,465 16,240 252,069 116,153 1,408 5,592 36,725 6,852 17,108 183,838 2008 $m 177,570 47,398 14,519 11,263 250,750 2,609 4,058 18,017 275,434 127,365 2,079 12,624 33,727 8,703 14,218 198,716 Credit risk specialised lending exposures subject to slotting criteria 24,272 30,250 Subject to Standardised approach Corporate Sovereign Bank Residential Mortgage Credit risk weighted assets subject to Standardised approach Credit risk weighted assets relating to securitisation exposures Credit risk weighted assets relating to equity exposures Other assets Total credit risk weighted assets 13,531 – 13 411 13,955 2,658 1,914 3,174 12,980 – 21 344 13,345 4,271 1,146 3,022 229,811 250,750 Table 7: Collective provision and Regulatory Expected loss by Region Australia Asia Pacific, Europe & America New Zealand Total Collective provision Regulatory Expected loss 2009 $m 2,001 339 660 3,000 2008 $m 2,149 225 447 2,821 2009 $m 3,291 214 1,024 4,529 2008 $m 2,327 119 606 3,052 The measurement of risk weighted assets is based on: a) a credit risk-based approach whereby risk weightings are applied to balance sheet assets and to credit converted off-balance sheet exposures. Categories of risk weights are assigned based upon the nature of the counterparty and the relative liquidity of the assets concerned; and b) the recognition of risk weighted assets attributable to market risk arising from trading and commodity positions. Trading and commodity balance sheet positions do not attract a risk weighting under the credit risk-based approach. The Basel II Accord principles took effect from 1 January 2008. For calculation of minimum capital requirements under Pillar 1 (Capital Requirements) of the Basel II Accord, ANZ has gained accreditation from APRA for use of Advanced Internal Ratings Based (AIRB) methodology for credit risk weighted assets and Advanced Measurement Approach (AMA) for operational risk weighted asset equivalent. Averages used in the following table are predominantly daily averages. Interest income figures are presented on a tax-equivalent basis. Impaired loans are included under the interest earning asset category ‘loans and advances’. Intragroup interest earning assets and interest bearing liabilities are treated as external assets and liabilities for the geographic segments. Interest earning assets Due from other financial institutions Australia New Zealand Overseas Markets Trading and available-for-sale assets Australia New Zealand Overseas Markets loans and advances Australia New Zealand Overseas Markets Customers’ liability for acceptances Australia Overseas Markets Other assets Australia New Zealand Overseas Markets Intragroup assets Australia Overseas Markets Intragroup elimination Non-interest earning assets Derivatives Australia New Zealand Overseas Markets Premises and equipment Other assets Provisions for credit impairment Australia New Zealand Overseas Markets Total average assets Total average assets Australia New Zealand Overseas Markets Intragroup elimination % of total average assets attributable to overseas activities Average balance $m 4,501 1,346 7,479 27,831 2,973 7,379 2009 Interest $m 164 49 100 1,243 166 258 238,521 80,202 21,980 15,852 5,604 1,089 915 12 236 287 231 329 68 26,603 (397) 26,206 14,670 425 3,828 5,472 10,857 8,323 1,727 437,514 (10,050) 427,464 48,062 12,063 795 1,844 19,303 (2,826) (701) (341) 78,199 505,663 353,755 105,509 56,449 515,713 (10,050) 505,663 31.7% Average rate % Average balance $m 2008 Interest $m Average rate % 6.4 6.6 4.1 7.2 8.1 5.0 8.6 9.6 6.0 8.7 5.0 8.1 7.8 5.0 7.1 5.7 8.3 3.6 3.6 1.3 4.5 5.6 3.5 6.6 7.0 5.0 6.2 2.8 6.2 5.2 2.1 4.0 3.9 6.1 3,002 1,390 6,171 22,733 2,316 6,223 193 92 250 1,633 187 313 220,367 78,103 17,299 18,884 7,491 1,042 15,397 463 1,347 23 366 401 382 404 32 33,040 (436) 32,604 4,512 5,152 7,647 5,666 563 397,004 (6,229) 390,775 24,656 4,358 1,889 1,513 15,136 (2,040) (442) (193) 44,877 435,652 303,530 94,765 43,586 441,881 (6,229) 435,652 31.6% 188 ANZ Annual Report 2009 Financial Report 189 FINANCIAL INFORMATION 2: Average Balance Sheet and Related Interest (continued) 2: Average Balance Sheet and Related Interest (continued) Interest bearing liabilities Time deposits Australia New Zealand Overseas Markets Savings deposits Australia New Zealand Overseas Markets Other demand deposits Australia New Zealand Overseas Markets Due to other financial institutions Australia New Zealand Overseas Markets Commercial paper Australia New Zealand Borrowing corporations’ debt Australia New Zealand liability for acceptances Australia Overseas Markets loan capital, bonds and notes Australia New Zealand Overseas Markets Other liabilities1 Australia New Zealand Overseas Markets Intragroup liabilities New Zealand Intragroup elimination 1 Includes foreign exchange swap costs. Average balance $m 2009 Interest $m Average rate % Average balance $m 2008 Interest $m Average rate % 87,556 30,498 37,258 18,779 2,305 640 63,383 16,041 1,860 5,030 2,439 10,078 7,709 7,263 5,663 1,371 14,670 425 65,343 12,668 717 3,875 99 31 10,050 405,751 (10,050) 395,701 4,308 1,695 640 577 62 5 1,952 568 14 171 105 155 393 337 381 91 635 11 3,221 710 44 15 265 43 397 16,795 (397) 16,398 4.9 5.6 1.7 3.1 2.7 0.8 3.1 3.5 0.8 3.4 4.3 1.5 5.1 4.6 6.7 6.6 4.3 2.6 4.9 5.6 6.2 n/a n/a n/a 4.0 4.1 71,698 29,653 25,274 18,062 1,819 584 54,900 15,720 1,273 6,234 1,746 10,804 11,293 9,282 8,637 1,484 15,397 463 62,458 14,848 359 4,495 87 38 5,224 2,444 1,016 778 60 8 3,193 1,063 19 412 106 447 834 819 618 123 1,160 23 4,653 1,322 25 280 95 32 6,229 372,837 (6,229) 366,608 436 25,190 (436) 24,754 7.3 8.2 4.0 4.3 3.3 1.4 5.8 6.8 1.5 6.6 6.1 4.1 7.4 8.8 7.2 8.3 7.5 5.0 7.4 8.9 7.0 n/a n/a n/a 7.0 6.8 Non-interest bearing liabilities Deposits Australia New Zealand Overseas Markets Derivative financial instruments Australia New Zealand Overseas Markets Other liabilities Total average liabilities Total average liabilities Australia New Zealand Overseas Markets Intragroup elimination % of total average assets attributable to overseas activities Total average shareholders’ equity Ordinary share capital1 Preference share capital Total average liabilities and shareholders’ equity 1 Includes reserves and retained earnings. 2009 Average balance $m 2008 Average balance $m 4,951 3,253 1,540 50,399 11,958 (3,147) 11,944 80,898 4,787 3,432 1,200 22,841 3,542 (884) 10,603 45,521 476,599 412,129 336,219 99,387 51,043 486,649 (10,050) 288,656 89,022 40,680 418,358 (6,229) 476,599 412,129 29.5% 30.0% 28,193 871 29,064 22,652 871 23,523 505,663 435,652 190 ANZ Annual Report 2009 Financial Report 191 FINANCIAL INFORMATION 3: Interest Spreads and Net Interest Average Margins 4: Special Purpose and Off-Balance Sheet Entities Net interest income Australia New Zealand Overseas Markets Average interest earning assets Australia New Zealand Overseas Markets less intragroup elimination Gross earnings rate1 Australia New Zealand Overseas Markets Group Interest spread and net interest average margin may be analysed as follows: Australia Net interest spread Interest attributable to net non-interest bearing items Net interest margin – Australia New Zealand Net interest spread Interest attributable to net non-interest bearing items Net interest margin – New Zealand Overseas Markets Net interest spread Interest attributable to net non-interest bearing items Net interest margin – Overseas Markets Group Net interest spread Interest attributable to net non-interest bearing items Net interest margin 1 Average interest rate received on interest earning assets. Overseas Markets includes intragroup assets. 2009 $m 2008 $m 7,085 1,877 846 9,808 5,674 1,702 474 7,850 297,674 89,993 49,847 (10,050) 271,677 86,961 38,366 (6,229) 427,464 390,775 % % 6.30 6.79 3.53 6.13 2.01 0.37 2.38 1.68 0.41 2.09 1.74 (0.04) 1.70 1.98 0.31 2.29 8.40 9.40 5.33 8.34 1.63 0.46 2.09 1.40 0.56 1.96 1.27 (0.04) 1.23 1.59 0.42 2.01 Below is an analysis of the assets of consolidated and non-consolidated special purpose entities (SPEs) which ANZ has established or manages. This note is designed to reflect the Group’s main exposures to SPEs and does not include every transaction the Group has entered into with an SPE. This analysis excludes vehicles that are used in connection with stock-based compensation programs. Total Assets of SPEs Securitisation vehicles Structured finance entities1 Credit protection Non-Consolidated SPEs 2009 $m 7,110 n/a – 2008 $m 8,021 n/a 2,145 7,110 10,166 Consolidated SPEs 2009 $m 2008 $m 33,788 350 – 34,138 11,884 147 – 12,031 1 ANZ’s net investment in non-consolidated Structured Finance entities is $163 million at 30 September 2009 (30 September 2008: $166 million). Australia New Zealand Other Total 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m Total assets of SPEs: Non-consolidated SPEs which ANZ established or manage Corporate loans Rural loans Trade receivables Residential mortgages Credit cards and other personal loans Car loans and equipment finance Other Consolidated SPEs Corporate loans Trade receivables Residential mortgages Car loans and equipment finance Other Maximum exposure to non-consolidated SPEs1 Liquidity support facilities (drawn) Liquidity support facilities (undrawn) Credit default swaps (net fair value) Other facilities (drawn) Other facilities (undrawn) Notes held in credit protection entities Other derivatives (net fair value) 1 Excluding Structured Finance entities. – 2,217 2,164 1,099 – 1,029 446 6,955 – – 28,763 – 654 2,145 2,064 2,096 1,442 13 1,009 586 9,355 – 185 10,731 69 559 29,417 11,544 – – – – – – 155 155 – – 4,633 – – 4,633 557 – – – – – 254 811 – – – – – – – – – – – – – – – – – 88 – 88 – – – – – – – – 410 – – 77 – 487 – 2,217 2,164 1,099 – 1,029 601 2,702 2,064 2,096 1,442 13 1,009 840 7,110 10,166 – – 33,396 88 654 410 185 10,731 146 559 34,138 12,031 Non-Consolidated SPEs 2009 $m 2008 $m 1,446 2,495 30 1,520 791 – 41 1,237 3,290 33 1,768 958 393 21 6,323 7,700 192 ANZ Annual Report 2009 Financial Report 193 FINANCIAL INFORMATION 5: Leveraged Finance 6: Asset-Backed Securities The Group has a dedicated Leveraged & Acquisition Finance team, which provides secured financing for the acquisition of companies through the use of debt. Leveraged & Acquisition Finance provides acquisition finance for private equity firms and other corporations with operations in Australia, New Zealand and Asia Pacific and Europe & America and concentrates on company cash flows. Target businesses are those with stable and established earnings and the ability to reduce borrowing levels. The tables below provide an analysis of the credit exposures arising from the provision of leverage finance. Unfunded commitments Funded exposures Total gross exposures Individual provisions Net exposure 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 278 310 82 75 32 128 905 474 246 185 905 155 156 50 112 38 67 578 327 177 74 578 782 609 334 308 145 468 744 628 131 532 146 666 1,060 919 416 383 177 596 899 784 181 644 184 733 2,646 2,847 3,551 3,425 1,325 1,009 1,507 1,156 1,799 1,255 1,834 1,333 312 184 497 258 2,646 2,847 3,551 3,425 (19) (2) – (3) – (6) (30) (30) – – (30) (9) (13) – – – – (22) (22) – – (22) Exposure by industry Manufacturing Business services healthcare Retail Media Other Exposure by geography Australia New Zealand Asia Pacific and Europe & America Total individual provision balance Movements in individual provision Balance at start of year Charge to income statement Bad debts written off 1,041 917 416 380 177 590 890 771 181 644 184 733 3,521 3,403 1,769 1,255 1,812 1,333 497 258 3,521 3,403 2009 $m 2008 $m 22 118 (110) 30 10 30 (18) 22 The Group may acquire asset-backed securities primarily as part of the trading activities (classified as trading securities), liquidity management (classified as available-for-sale assets) or through investments in special purpose vehicles. Asset-backed securities are debt instruments that are based on pools of assets or are collateralised by the cash flows from a specified pool of underlying assets. All asset-backed securities held by the Group are carried at fair value on the balance sheet. The following terminology relates to residential mortgage backed securities originated in the US: Subprime mortgages – sub-prime represents mortgages granted to borrowers with a poor or limited credit history. Sub-prime loans carry higher interest rates to compensate for potential losses from default. Alt-A mortgages – these are loans that are underwritten with lower or alternative documentation than a full documentation mortgage loan. As a result, Alt-A mortgage loans may have a higher risk of default than non-Alt-A mortgage loans (excluding subprime mortgages). In reporting our Alt-A exposure, we have classified mortgage loans as Alt-A if mortgage-related securities that we hold in our portfolio were labelled as Alt-A when we bought them. While note 33 Financial Risk Management provides a comprehensive analysis of the quality of all financial instruments giving rise to credit risk, the tables below contain a similar analysis for held asset-backed securities only. Exposure by industry Collateralised debt obligations1 Commercial mortgage backed securities Residential mortgage backed securities Other asset-backed securities Carrying amount by classification of underlying assets Sub-prime Alt-A A rated (mortgage) paper and other assets Face value Carrying amount1 2009 $m – 142 650 – 2008 $m 395 140 892 461 2009 $m – 139 455 – 2008 $m 393 138 655 453 792 1,888 594 1,639 Trading portfolio liquidity portfolio Other Total 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m – – 124 124 – – 161 161 – 273 94 367 – 423 106 529 – – 103 103 – – 949 949 – 273 321 594 – 423 1,216 1,639 Carrying amount by rating and location of underlying assets Australia and New Zealand United States AAA & AA A BBB 2009 $m 2008 $m 2009 $m 2008 $m 2009 $m 2008 $m BB and below inc not rated 2009 $m 2008 $m Total 2009 $m 2008 $m 226 94 320 1,109 412 1,521 – – – – 117 117 1 73 74 1 – 1 – 200 200 – – – 227 367 594 1,110 529 1,639 1 September 2008 comprises notes held in a credit protection SPE, refer page 88. 194 ANZ Annual Report 2009 Financial Report 195 GLOSSARY AAS – Australian Accounting Standards. AASB – Australian Accounting Standards Board. AFS – Available-for-sale assets. AIFRS – Australian Equivalents to International Financial Reporting Standards. Alt-A – Alternative A-paper, US mortgages underwritten with lower or alternative documentation than a full documentation mortgage loan or with higher loan to valuation ratios than mortgages guaranteed by US Government sponsored enterprises. Alt-A mortgages have a stronger risk profile than sub-prime mortgages. APRA – Australian Prudential Regulation Authority. Asia Pacific, Europe & America – Includes the following: Retail which provides retail and small business banking services to customers in the Asia Pacific region. Asia Partnerships which is a portfolio of strategic retail partnerships in Asia. This includes partnerships or joint venture investments in Indonesia with P.T. Panin Bank, in the Philippines with Metrobank, in Cambodia with the Royal Group, in China with Bank of Tianjin and Shanghai Rural Commercial Bank, in Malaysia with AMMB holdings Berhad and in Vietnam with Sacombank and Saigon Securities Incorporation. Wealth which includes investment and insurance products and services across Asia Pacific and under the Private Bank banner assisting customers in the Asia Pacific region to manage, grow and preserve their assets. Executive & Support which includes the central support functions for the division. Institutional Asia Pacific, Europe & America matrix reports to the Asia Pacific, Europe & America division and is referred to in the paragraph below entitled “Institutional”. Bangalore which includes operations, technology and shared services support services across all geographic regions. In August 2009, ANZ announced it had reached agreement with the Royal Bank of Scotland Group plc (“RBS”) to acquire selected RBS businesses in Asia. The acquisition of each business is subject to regulatory approvals, including local prudential regulatory approval, with completion and integration into the Asia Pacific, Europe & America Retail, Wealth and Institutional segments anticipated progressively from late 2009 calendar year. Australia – Includes the following: Retail Retail Distribution operates the Australian branch network, Australian call centre, specialist businesses (including specialist mortgage sales staff, mortgage broking and franchisees, direct channels (Mortgage Direct and One Direct)) and distribution services. Retail Products is responsible for delivering a range of products including mortgages, cards, unsecured lending, transaction banking, savings and deposits: Mortgages provide housing finance to consumers in Australia for both owner occupied and investment purposes. Cards and Unsecured Lending provides consumer credit cards, ePayment products, personal loans and ATM facilities in Australia. Deposits provide transaction banking and savings products, such as term deposits and cash management accounts. Commercial Esanda provides motor vehicle and equipment finance and investment products. Regional Commercial Banking provides a full range of banking services to personal customers and to small business and agribusiness customers in rural and regional Australia. Business Banking provides a full range of banking services, including risk management, to metropolitan based small to medium sized business clients with a turnover of up to A$50 million. Small Business Banking Products provides a full range of banking services for metropolitan-based small businesses in Australia with unsecured loans up to A$100,000. Institutional A full range of financial services to institutional customers within Australia along the product lines of Transaction Banking, Markets and Specialised Lending. Also includes Balance Sheet Management and Relationship and Infrastructure. Refer detailed description of the Institutional business under the paragraph below entitled “Institutional”. Wealth Private Bank specialises in assisting high net worth individuals and families to manage, grow and preserve their family assets. Investments and Insurance Products comprises Australia’s Financial Planning, Margin Lending, Insurance distribution and Trustees businesses in addition to ETrade, an online broking business. ING Australia limited (“INGA”) is a joint venture between ANZBGL and the ING Group. ANZBGL owns 49% of INGA and receives proportional equity accounted earnings. Group Centre Group Centre includes the Australian portion of Operations, Technology & Shared Services, Treasury, Group human Resources, Group Strategy, Group Financial Management, Group Risk Management and Group Items. Collective provision is the provision for Credit Losses that are inherent in the portfolio but not able to be individually identified. A collective provision may only be recognised when a loss event has already occurred. Losses expected as a result of future events, no matter how likely, are not recognised. Credit equivalent represents the calculation of on-balance sheet equivalents for market related items. Customer Deposits represent term deposits, other deposits bearing interest, deposits not bearing interest and borrowing corporations debt excluding collateralised loan obligation and securitisation vehicle funding. IFRS – International Financial Reporting Standards. Impaired assets are those financial assets where doubt exists as to whether the full contractual amount will be received in a timely manner, or where concessional terms have been provided because of the financial difficulties of the customer. Financial Assets are impaired if there is objective evidence of impairment as a result of a loss event that occurred prior to the reporting date, and that loss event has had impact, which can be reliably estimated, on the expected future cash flows of the individual asset or portfolio of assets. Impaired commitments and contingencies comprises undrawn facilities and contingent facilities where the customer’s status is defined as impaired. Impaired loans comprises drawn facilities where the customer’s status is defined as impaired. Income includes external interest income and other external operating income. Individual provision charge is the amount of expected credit losses on those financial instruments assessed for impairment on an individual basis (as opposed to on a collective basis). It takes into account expected cash flow over the lives of those financial instruments. INGA includes the equity accounted earnings from our 49% stake in ING Australia Ltd, a joint venture between ANZ and ING. Institutional division provides a full range of financial services to institutional customers in all geographies. Multinationals, institutions and corporates with sophisticated needs and multiple relationships are served globally. Institutional has a major presence in Australia and New Zealand and also has operations in Asia, Europe and the United States. Transaction Banking provides working capital solutions including lending and deposit products, cash transaction banking management, trade finance, international payments, securities lending, clearing and custodian services principally to institutional and corporate customers. Global Markets provides risk management services to corporate and institutional clients globally in relation to foreign exchange, interest rates, credit and commodities. This includes the business providing origination, underwriting, structuring and risk management services, advice and sale of credit and derivative products globally. Markets also manages the Group’s interest rate risk position. Specialised lending provides complex financing and advisory services, structured financial products, leasing, project finance, leveraged finance and infrastructure investment products to the Group’s global client set. Balance Sheet Management manages the Institutional and Corporate balance sheets with a particular focus on credit quality, diversification and maximising risk adjusted returns. Relationship and infrastructure includes client relationship teams for global institutional customers and corporate customers in Australia, and central support functions. liquid assets are cash and cash equivalent assets. Cash equivalent assets are highly liquid investments with short periods to maturity, are readily convertible to cash at ANZ’s option and are subject to an insignificant risk of changes in value. Net advances include gross loans and advances and acceptances and capitalised brokerage/mortgage origination fees, less income yet to mature and allowance for credit impairment. Net interest average margin is net interest income as a percentage of average interest earning assets. Non-assessable interest income is grossed up to the equivalent before tax amount for the purpose of these calculations. Net interest spread is the average interest rate received on interest earning assets less the average interest rate paid on interest bearing liabilities. Non-assessable interest income is grossed up to the equivalent before tax amount for the purpose of these calculations. Net non-interest bearing items, which are referred to in the analysis of interest spread and net interest average margin, includes shareholders’ equity, impairment of loans and advances, deposits not bearing interest and other liabilities not bearing interest, offset by premises and equipment and other non-interest earning assets. Non-performing loans are included within interest bearing loans, advances and bills discounted. Net tangible assets equals share capital and reserves attributable to shareholders of the Group less preference share capital and unamortised intangible assets (including goodwill and software). New Zealand – includes the following: New Zealand comprises three customer segments, Retail, Commercial and Institutional, a Wealth segment and an operations and support area which includes Treasury funding: Retail National Bank Retail, operating under the National Bank brand in New Zealand, provides a full range of banking services to personal and business banking customers. ANZ Retail, operating under the ANZ brand in New Zealand, provides a full range of banking services to personal and business banking customers. Commercial Corporate & Commercial Banking incorporates the ANZBGL and ANZ National Bank brands and provides financial solutions through a relationship management model for medium-sized businesses with a turnover of up to NZ$150 million. Rural Banking provides a full range of banking services to rural and agribusiness customers. UDC provides motor vehicle and equipment finance, operating leases and investment products. Institutional A full range of financial services to institutional customers within New Zealand along the product lines of Transaction Banking, Markets and Specialised Lending. Also includes Balance Sheet Management and Relationship and infrastructure. Refer detailed description of the Institutional business under the paragraph below entitled “Institutional”. Wealth Private Banking includes the private banking operations under the ANZBGL and ANZ National Bank brands and Bonus Bonds. ING New Zealand Limited (“INGNZ”) is a joint venture between ANZBGL and ING. ANZBGL owns 49% of INGNZ and receives proportional equity accounted earnings. Operations and Support includes the back-office processing, customer account maintenance, and central support areas including Treasury funding. Non-core items are disclosed separately in the income statement to remove volatility from the underlying business result, and include significant items, and non-core income arising from the use of derivatives in economic hedges on fair value through profit and loss. 196 ANZ Annual Report 2009 Glossary 197 This page has been intentionally left blank GLOSSARY (continued) Operating expenses exclude the provision for impairment of loans and advances charge. Operating income in business segments includes net interest and other operating income. Operations, Technology & Shared Services comprises the Group’s core support units responsible for operating the Group’s global technology platforms, development and maintenance of business applications, information security, the Group’s payments back-office processing, and the provision of other essential shared services to the Group, including property, people capital operations, procurement and outsourcing. Overseas includes the results of all operations outside Australia, except if New Zealand is separately shown. Overseas Markets (also known as Asia Pacific, Europe & America) includes all operations outside of Australia and New Zealand. Repo discount is a discount applicable on the repurchase by a central bank of an eligible security pursuant to a repurchase agreement. Restructured items refers to customers who have been provided concessions due to their financial difficulties. In the course of restructuring facilities, the following concessions might be considered: a reduction in the principal amount; a deferral of repayments; and/or an extension of the maturity date materially beyond those typically offered to new facilities with similar risk. Revenue includes net interest income and other operating income. Segment assets/liabilities represents total external assets/liabilities excluding deferred tax balances. Segment result represents profit before income tax expense. Segment revenue includes net interest income and other operating income. Significant items are items that have a substantial impact on profit after tax, or the earnings used in the earnings per share calculation. Significant items also do not arise in the normal course of business and are infrequent in nature. Divestments are typically defined as significant items. Sub-prime represents mortgages granted to borrowers with a poor or limited credit history. Sub-prime loans carry higher interest rates to compensate for potential losses from default. Sub-standard assets are customers that have demonstrated some operational and financial instability, with variablility and uncertainty in profitability and liquidity projected to continue over the short and possibly medium term. Total advances include gross loans and advances and acceptances less income yet to mature (for both as at and average volumes). Loans and advances classified as available-for-sale are excluded from total advances. Underlying profit represents the directors’ assessment of the profit for the ongoing business activities of the Group, and is based on guidelines published by the Australian Institute of Company Directors and the Financial Services Institute of Australasia. ANZ applies this guidance by adjusting statutory profit for material items that are not part of the normal ongoing operations of the Group including one-off gains and losses, gains and losses on the sale of businesses, non-continuing businesses, timing differences on economic hedges, and acquisition related costs. 198 ANZ Annual Report 2009 Glossary 199 Impaired Financial Assets Income Statements Income Tax Liabilities Income Independent Auditor’s Report Interest Spreads and Net Interest Average Margins Interests in Joint Venture Entities Key Management Personnel Disclosures Leveraged Finance Liquid Assets Loan Capital Maturity Analysis of Assets and Liabilities Minority Interests Net Loans and Advances Notes to the Cash Flow Statements Notes to the Financial Statements Other Assets Payables and Other Liabilities Premises and Equipment Provision for Credit Impairment Provisions Remuneration Report Reserves and Retained Earnings Securitisations Segment Analysis Share Capital Shareholder Information Shares in Controlled Entities, Associates and Joint Venture Entities Signifi cant Accounting Policies Special Purpose and Off -Balance Sheet Entities Statements of Recognised Income and Expense Superannuation and Other Post Employment Benefi t Schemes Tax Assets Ten Year Summary Trading Securities Transactions with Other Related Parties 195 125 164 103 189 73 115 186 122 75 2 4 6 168 92 163 52 169 88 93 113 97 184 18 94 96 95 177 183 183 91 151 167 186 72 126 196 110 105 72 113 90 185 192 165 181 194 96 116 158 122 104 161 76 111 114 111 105 114 23 121 167 159 119 68 108 76 193 74 173 109 16 96 182 ALPHABETICAL INDEX Asset-Backed Securities Assets Charged as Security for Liabilities and Collateral Accepted as Security for Assets Associates Available-for-sale Assets Average Balance Sheet and Related Interest Balance Sheets Bonds and Notes Capital Adequacy Capital Management Cash Flow Statements Chairman’s Report Chief Executive Offi cer’s Report Chief Financial Offi cer’s Report Commitments Compensation of Auditors Controlled Entities Corporate Governance Statement Credit Related Commitments, Guarantees, Contingent Liabilities and Contingent Assets Critical Estimates and Judgements Used in Applying Accounting Policies Current Income Tax Expense Deposits and Other Borrowings Derivative Financial Instruments Directors’ Declaration Directors’ Report Dividends Due from Other Financial Institutions Earnings per Ordinary Share Employee Share and Option Plans Events Since the End of the Financial Year Exchange Rates Expenses Fair Value of Financial Assets and Financial Liabilities Fiduciary Activities Financial Information Financial Report Financial Risk Management Glossary of Financial Terms Goodwill and Other Intangible Assets 200 ANZ Annual Report 2009 anz.com Australia and New Zealand Banking Group Limited ABN 11 005 357 522

Continue reading text version or see original annual report in PDF format above