Investor Presentation
Highlights
Strong liquidity, stable funding
•
Strong liquidity well in excess of regulatory requirements
•
o LCR1 of 125%, up 2% Q/Q and down 4% Y/Y, in-line with target of 125%
o HQLA of $214B, up $9B Q/Q and $13B Y/Y, is substantially comprised of Level 1 assets
o Pacific Alliance countries LCRs of 133% - 173%
Stability of funding reflected in NSFR2 of 109%
•
30.1% TLAC³ is above 24% regulatory minimum in effect as of November 1, 2021
⚫ Wholesale funding utilization returning to pre-pandemic levels
o Wholesale funding of $282B, up $17B Q/Q (+$16B in term funding and +$1B in money market funding) and up $90B
Y/Y
o Wholesale funding / total assets increased 63 bps Q/Q to 21.9%, from 21.3%
。 Wholesale funding usage driven by strong asset growth, partially offset by deposit growth
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Liquidity Coverage Ratio (April 2015)
2 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Net Stable Funding Ratio Disclosure
Requirements (January 2021).
3 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Total Loss Absorbing Capacity (TLAC)
(September 2018).
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