Investor Presentaiton
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Strong Balance Sheet Metrics
$Bn
Q3/22
Q2/23
Q3/23
Capital Metrics
CET1 Ratio 1,2
11.4%
12.3%
12.7%
Tier 1 Capital Ratio 1,2
13.0%
14.1%
14.6%
Total Capital Ratio 1,2
15.0%
16.2%
16.9%
TLAC Ratio 1,2,3
28.4%
28.3%
30.5%
Leverage Ratio 1,2
4.2%
4.2%
4.1%
TLAC Leverage Ratio 1,2,3
9.3%
8.4%
8.7%
CET1 Capital 12
51.6
55.5
55.8
Tier 1 Capital 1,2
58.8
63.7
64.0
Total Capital 1,2
68.1
73.2
74.3
Risk Weighted Assets 1,2,4
452.8
451.1
439.8
Total Loss Absorbing Capacity 1,2,
128.8
127.8
134.2
Leverage Exposures
Average Common Equity
Average Tangible Common Equity
1,388.8
1,530.1
1,551.3
64.9
67.6
68.5
52.0
54.3
55.3
Liquidity Metrics
Liquidity Coverage Ratio7
Net Stable Funding Ratio8
High Quality Liquid Assets
122%
131%
133%
109%
111%
114%
211.1
252.3
264.0
Loan-To-Deposit Ratio 6,9
115%
115%
114%
Wholesale Funding/Total Assets (Spot)
21.2%
22.7%
21.8%
Average Total Earning Assets
1,183.8
1,279.2
1,292.4
Average Net Loans and Acceptances
Average Deposits 10
725.7
629.6
783.2
679.1
779.9
684.6
Regulatory ratios and amounts reported as at Q3 2023 and Q2 2023 are under Revised Basel III requirements and are not directly comparable to ratios and amounts reported in Q4 2022
Q3 2023 and Q2 2023 regulatory capital ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline - Capital Adequacy Requirements (February 2023). Prior year regulatory
capital ratios were prepared in accordance with OSFI Guideline - Capital Adequacy Requirements (November 2018)
This measure has been disclosed in this document in accordance with OSFI Guideline - Total Loss Absorbing Capacity (September 2018)
As at July 31, 2023, CET1, Tier 1, Total Capital and TLAC RWA include a Basel III floor adjustment of $1.4 billion (April 30, 2023 - $8.2 billion and as at October 31, 2022, the Bank did not have a regulatory capital floor add-
on for CET1, Tier 1, Total Capital and TLAC RWA)
Q3 2023 and Q2 2023 leverage ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline - Leverage Requirements (February 2023). Prior year leverage ratios were prepared in
accordance with OSFI Guideline - Leverage Requirements (November 2018)
Refer to non-GAAP measures on page 4 of the Management's Discussion & Analysis in the Bank's Third Quarter 2023 Report to Shareholders, available on http://www.sedarplus.ca
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)
This measure has been disclosed in this document in accordance with OSFI Guideline - Net Stable Funding Ratio Disclosure Requirements (January 2021)
This metric is calculated using Average Total Loans to Customers/Total Deposits of Canadian Banking, International Banking (Reported FX), Global Wealth Management, and Global Banking and Markets
Business line deposits excluding Group Treasury wholesale funding. Includes wholesale funding in International Banking and Global Banking and Markets
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