Q2 F2023 - Bank of the West Contribution & Financial Results slide image

Q2 F2023 - Bank of the West Contribution & Financial Results

Provision for Credit Losses (PCL) PCL By Operating Group ($MM) Q2 23 Q1 23 Q2 22 $ bps $ bps $ bps Personal & Business Banking 163 32 135 26 79 17 Commercial Banking 10 4 19 7 7 3 Q2 23 PCL ratio on impaired Loans¹ is 16 bps, up 2 bps Q/Q PCL on impaired loans for BOTW is $15MM. It includes $32MM PCL in Consumer, partially offset by a recovery of $17MM in Commercial Total Canadian P&C 173 23 154 20 86 12 Personal & Business Banking 41 32 13 24 1 2 PCL on Impaired Loans ($MM) Commercial Banking 25 6 35 11 34 13 Total U.S. P&C 66 12 48 13 35 11 243 192 196 BMO Wealth Management 120 1 2 1 0 0 0 104 BMO Capital Markets 0 1 (3) (2) 1 0 Q2'22 Q3'22 Q4'22 Q1'23 Q2'23 Corporate Services 3 n.m. (4) n.m. (2) n.m. PCL Ratio (bps) PCL on Impaired Loans 243 16 196 14 120 10 65 Reported PCL on Performing Loans 780 50 21 1 (70) (6) 20 Adjusted4 Total PCL - Reported 1,023 65 217 15 50 4 16 15 BOTW Initial Allowance³ (705) 10 10 16 Total PCL - Adjusted4 14 14 318 20 8 4 Q2'22 Q3'22 Q4'22 Q1'23 Q2'23 Total PCL² n.m. stands for not meaningful 1 Provision for credit losses on impaired loans over average net loan and acceptances, annualized and expressed in basis points 2 Reported and Adjusted Provision for credit losses on total loans over average net loan and acceptances, annualized and expressed in basis points 3 Initial allowance for BOTW is as of February 1, 2023 4 Adjusted results and measures are non-GAAP, see slide 40 for more information and slide 41 for adjustments to reported results BMOM PCL on Impaired Loans' • Risk Review May 24, 2023 25
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