april 2022-bourse | Page 18

COMPANY NEWS & UPDATES
Westpac Banking Corporation ( WBC )
Accumulate Valuation $ 29.00
Earnings Forecast
Yr to Sept
2021A
2022F
2023F
Net Revenue
($ M )
20,304
21,507
23,250
Reported
Profit ($ M )
5,352.0 5,007.8
6,611.8
EPS ( c )
146.3
143.4
188.8
Div ( c )
118.0
120.0
125.0
P / E ( x )
15.9
16.7
12.7
Yield (%)
5.1
5.0
5.2
Franking (%)
100.0
100.0
100.0
EPS Growth
(%)
101.7
-2.0
31.7
* Profit & EPS adjusted for options , goodwill , notional earnings and nonrecurring items .
Rising Interest Rate Environment
Australian bank shares prices have outperformed the broader market year to-date . We think due to increasing expectations , the RBA is going to lift the cash rate from 0.1 % lows . The Australian three-year bond yield now around 2.4 %, compared with below 1 % in January 2022 .
We had already factored in a higher cash rate forecast over the medium term , but on review have made some small upward revisions to our forecasts , but none meaningful enough to move our valuations .
On current forward metrics , the banks still look reasonably attractive given the earnings outlook , with FY22 dividend yields averaging 4.5 % and P / E averaging 18 times . There is a significant dispersion between the bank that has operationally done well in recent years , namely , Commonwealth Bank , and those that have had some mishaps , namely , Westpac and ANZ .
Our current forecasts imply a cash rate of about 2 % by FY26 and bank NIM up around 25 basis points from FY22 lows . We see considerable scope for major banks to reprice loans upward to improve margins , given the significant cost and switching cost advantages the four major banks enjoy over smaller competitors . Our forecasts assume net interest income for the Australian major banks increases between 25 % to 35 % from FY21 levels . With strong capital positions and dividend payout ratios reset , dividend growth is likely to be similarly strong .
Banks with more funding from customer deposits , and transaction and saving accounts particularly , should be the biggest beneficiaries , with Commonwealth Bank and Westpac the standouts .
Westpac comfortably meets APRA ' s common equity Tier 1 ratio benchmark of 10.25 %. The bank ' s common equity Tier 1 ratio was 12.2 % as at Dec . 31 , 2021 .
We see the risk of higher loan losses and credit stress inflating riskweighted assets as the greatest threat to the bank ' s capital position in the near term . In the past three years , the proportion of customer deposits to total funding is about 60 % to 65 %, reducing exposure to volatile funding markets .
Our valuation for Westpac is $ 29.00 per share . Our valuation incorporates moderate loan growth , net interest margins to gradually recover after being squeezed over the short term , tight cost control , and a relatively benign outlook for bad debts over the medium term . We forecast return on equity return to mid-cycle levels above 10 % by FY24 .
We expect Westpac to grow group loans at 4 % per year , shadowing our expectation for the banking system . Net interest margins average of 2.00 %, with pressure over the shortterm subsiding as competition for deposits eases , conversion from interest only to principal and interest slows , and cash rates begin to normalise .
A large penalty due to breaches of anti-money-laundering laws of $ 1.3 billion and a spike in loan losses in FY20 , resulted in a large fall in earnings per share , but we assume a non-recurrence of such hefty penalties and customer remediation costs to support a material recovery in EPS . We expect the bad-debt expense as a proportion of average gross loans to stabilise around 0.17 % from FY25 , down from an increase to 0.45 % FY20 .
We expect cost-efficiency to underpin profit growth , with cost / income ratio falling from 63 % in FY20 to around 45 % by FY25 .
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