Embracing Fintech
Highlights
Strong liquidity, stable funding
• Strong liquidity well in excess of regulatory requirements
o LCR1 of 122%, down 3% Q/Q and 1% Y/Y
o HQLA of $211B, down $3B Q/Q and up $16B Y/Y, is substantially comprised of Level 1 assets
o Pacific Alliance countries LCRs of 125% - 191%
• Stability of funding reflected in NSFR2 of 109%
• 28.4% TLAC³ is above 24% regulatory minimum
• Stable wholesale funding utilization
o Wholesale funding of $275B, down $8B Q/Q (driven by lower money market funding) and up $68B Y/Y
o Wholesale funding / total assets decreased 67 bps Q/Q to 21.2%, from 21.9%
。 Wholesale funding usage reflects 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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