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Investor Presentaiton

PROVISIONS FOR CREDIT LOSSES Provisions for credit losses Q2 20 ($MM) $113 $504 Impaired $120 $391 POCI ($7) Non- Retail $317 Non- Retail $254 Retail $111 USSF&I $26 Retail $155 USSF&I $32 Performing Impaired Total PCL & POCI Q1 20 Personal 108 Commercial 107 FM 142 WM Other 35 322- 43 151 49 43 150 21 20 162 9 1 45 Total PCL X-USSF&I 365 107 472 79 USSF&I (1) 26 6 32 Total PCL ($MM) 391 113 504 89 Total PCL (bps) 99 29 128 2222 10 23 (1) Impaired PCL includes ($7M) from POCI. Total PCL: The deterioration in economic conditions caused by the COVID pandemic led to total PCLs of $504M in Q2, a >5 times increase QoQ PCL on performing loans: ☐ ☐ ☐ ■ Increased to $391M (99bps) - key drivers were revisions of macroeconomic scenarios (>75%), portfolio growth, migration and an increase in management overlay Performing PCLs for retail credit were $111M, reflecting the significant deterioration in employment outlook tempered by our relative underweight in unsecured consumer lending Performing PCLs in non-retail portfolios were $254M, reflecting broad based deterioration in economic factors Performing PCLs in the USSF&I segment increased materially to $26M due to revision of macroeconomic forecasts tempered by portfolio mix (primarily secured lending) PCL on impaired loans: Impaired PCLs were stable QoQ across Personal banking, WM and USSF&I Impaired PCLs in Commercial and FM increased from last quarter as provisions were taken in a number of files across multiple sectors 8
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