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

Q2 F2023 - Bank of the West Contribution & Financial Results

Non-GAAP and Other Financial Measures8 727 49 (7,559) (1) Reported net income included the impact of divestitures of our EMEA and U.S. Asset Management business. Q2-2022 included a gain of $6 million ($8 million pre-tax) relating to the transfer of certain U.S. asset management clients recorded in revenue, and expenses of $15 million ($18 million pre-tax), both related to the sale of our EMEA Asset Management business. Q1-2022 included a $29 million (pre-tax and after-tax) loss relating to foreign currency translation reclassified from accumulated other comprehensive income to non-interest revenue, a $3 million pre-tax net recovery of non-interest expense, including taxes of $22 million on closing of the sale of our EMEA Asset Management business. These amounts were recorded in Corporate Services. (2) Reported net income included revenue (losses) related to the acquisition of Bank of the West resulting from the management of the impact of interest rate changes between the announcement and closing on its fair value and goodwill. Q1-2023 included a loss of $1,461 million ($2,011 million pre-tax), comprising $1,628 million of pre-tax mark-to-market losses on certain interest rate swaps recorded in trading revenue and $383 million of pre-tax losses on a (21) portfolio of primarily U.S. treasuries and other balance sheet instruments recorded in net 4,117 interest income, and Q2-2022 included revenue of $2,612 million ($3,555 million pre-tax), comprising $3,433 million of pre-tax mark-to-market gains and $122 million of pre-tax net interest income. YTD-2022 included revenue of $3,025 million ($4,117 million pre-tax), comprising $3,950 million of pre-tax mark-to-market gains and $167 million of pre-tax interest income. These amounts were recorded in Corporate Services. For further information on this acquisition, refer to the Significant Events section in the Second Quarter 2023 MD&A. (3) Reported net income included the impact of a lawsuit associated with a predecessor bank, M&I Marshall and Ilsley Bank. Q2-2023 included interest expense of $6 million ($7 million pre- (15) tax) and Q1-2023 included $6 million ($8 million pre-tax), comprising interest expense of $6 million pre-tax and legal fees of $2 million pre-tax. These amounts were recorded in Corporate Services. For further information, refer to the Provisions and Contingent Liabilities section in Note 24 of the audited annual consolidated financial statements of BMO's 2022 Annual Report. (4) Reported net income included acquisition and integration costs recorded in non-interest expense. Costs related to the acquisition of Bank of the West were recorded in Corporate Services: Q2-2023 included $545 million ($722 million pre-tax), Q1-2023 included $178 million ($235 million pre-tax), and Q2-2022 included $26 million ($35 million pre-tax). YTD-2023 included $723 million ($957 million pre-tax) and YTD-2022 included $33 million ($43 million pre- tax). Costs related to Radicle and Clearpool were recorded in BMO Capital Markets: Q2-2023 included $2 million ($2 million pre-tax), Q1-2023 included $3 million ($4 million pre-tax), and Q2-2022 included $2 million ($2 million pre-tax). YTD-2023 included $5 million ($6 million pre- tax) and YTD-2022 included $5 million ($6 million pre-tax) for YTD-2022. Costs related to the announced acquisition of AIR MILESⓇ were recorded in P&C Canada: Q2-2023 included $2 million ($3 million pre-tax). (34) (5) Reported net income included amortization of acquisition-related intangible assets recorded in non-interest expense in the related operating group and was $85 million ($115 million pre- (84) tax) in Q2-2023 and $6 million ($8 million) in both Q1-2023 and Q2-2022. YTD-2023 included $91 million ($123 million pre-tax) and YTD-2022 included $12 million ($16 million pre-tax). The current quarter included $77 million ($104 million pre-tax) related to Bank of the West. (6) Q2-2023 reported net income included an initial provision for credit losses of $517 million ($705 million pre-tax) on the purchased Bank of the West performing loan portfolio, recorded in Corporate Services. 49 (7) Q1-2023 reported net income included a one-time tax expense of $371 million related to certain tax measures enacted by the Canadian government, comprising a Canada Recovery Dividend (CRD) of $312 million and $59 million related to the pro-rated fiscal 2022 impact of the 1.5% tax rate increase, net of a deferred tax asset remeasurement, recorded in Corporate Services. (7,479) (8) For more information, refer to slide 40, and the Non-GAAP and Other Financial Measures and Summary Quarterly Earnings Trend sections of the Second Quarter 2023 MD&A (Canadian $ in millions, except as noted) Q2 23 Q1 23 Q2 22 YTD 23 YTD 22 Reported Results Net interest income 4,814 4,021 3,902 8,835 Non-interest revenue 3,626 2,449 5,416 6,075 Revenue 8,440 6,470 9,318 14,910 7,921 9,120 17,041 Insurance claims, commissions and changes in policy benefit liabilities (CCPB) (591) (1,193) 808 (1,784) Revenue, net of CCPB 7,849 Provision for credit losses (1,023) 5,277 (217) 10,126 13,126 17,768 (50) (1,240) Non-interest expense (5,573) (4,421) (3,713) (9,994) Income before income taxes 1,253 639 6,363 Provision for income taxes (194) (392) (1,607) 1,892 (586) Net income 1,059 247 4,756 1,306 Diluted EPS ($) 1.30 0.30 7.13 1.62 10,258 (2,569) 7,689 11.57 Adjusting Items Impacting Revenue (Pre-tax) Impact of divestitures (1) 8 Management of fair value changes on the purchase of Bank of the West (2) Legal provision (3) (7) (2,011) (6) 3,555 (2,011) (13) Impact of adjusting items on revenue (pre-tax) (7) (2,017) 3,563 (2,024) 4,096 Adjusting Items Impacting Provision for Credit Losses (Pre-tax) Initial provision for credit losses on purchased performing loans (pre-tax) (6) (705) (705) Adjusting Items Impacting Non-Interest Expense (Pre-tax) Acquisition and integration costs (4) (727) (239) (37) (966) (49) Amortization of acquisition-related intangible assets (5) (115) (8) (8) (123) (16) Impact of divestitures (1) Legal provision (3) Impact of adjusting items on non-interest expense (pre-tax) Impact of adjusting items on reported net income (pre-tax) Adjusting Items Impacting Revenue (After-tax) Impact of divestitures (1) Management of fair value changes on the purchase of Bank of the West (2) Legal provision (3) (18) (2) (2) (842) (249) (63) (1,554) (2,266) 3,500 (1,091) (3,820) (80) 4,016 । । 6 (1,461) 2,612 (6) (5) Impact of adjusting items on revenue (after-tax) (6) (1,466) 2,618 (1,461) (11) (1,472) (23) 3,025 3,002 Adjusting Items Impacting Provision for Credit Losses (After-tax) Initial provision for credit losses on purchased performing loans (after-tax) (6) (517) (517) Adjusting Items Impacting Non-Interest Expense (After-tax) Acquisition and integration costs (4) (549) (181) (28) (730) (38) Amortization of acquisition-related intangible assets (5) (85) (6) (6) (91) (12) Impact of divestitures (1) (15) - Legal provision (3) (1) (1) Impact of adjusting items on non-interest expense (after-tax) (634) (188) (49) (822) Impact of Canadian tax measures (7) (371) (371) Impact of adjusting items on reported net income (after-tax) (1,157) (2,025) 2,569 Impact on diluted EPS ($) (1.63) (2.92) 3.90 (3,182) (4.53) 2,918 4.45 Adjusted Results Net interest income 4,821 4,410 3,780 9,231 7,754 Non-interest revenue 3,626 4,077 1,975 7,703 5,191 Revenue 8,447 8,487 5,755 16,934 12,945 Insurance claims, commissions and changes in policy benefit liabilities (CCPB) (591) (1,193) 808 (1,784) 727 Revenue, net of CCPB 7,856 7,294 6,563 15,150 13,672 Provision for credit losses (318) (217) (50) (535) Non-interest expense (4,731) (4,172) (3,650) (8,903) Income before income taxes 2,807 2,905 2,863 5,712 Provision for income taxes Net income Diluted EPS ($) BMOM (591) (633) (676) (1,224) 2,216 2,272 2,187 4,488 2.93. 3.22 3.23 6.15 6,242 (1,471) 4,771 7.12 Financial Results May 24, 2023 • 41
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