Wholesale Banking - Positioned for Growth
Robust Liquidity Management
Liquidity Risk Management Framework
Liquidity Coverage Ratio (LCR)
140%
Target a 90-day survival horizon under a combined
Bank-specific and market-wide stress scenario,
and a minimum buffer over regulatory
141%
144%
120%
133%
130%
100%
80%
requirements.
Manage to a stable funding profile that emphasizes
funding assets and contingencies to the
appropriate term.
■ We maintain a comprehensive contingency funding
plan to enhance preparedness for recovery from
potential liquidity stress events
■ TD holds a variety of liquid assets commensurate
with liquidity needs in the organization.
The average eligible HQLA¹ of the Bank for LCR
reporting at the quarter ended October 31, 2023,
was $325 billion (July 31, 2023 - $324 billion), with
Level 1 assets representing 82% (July 31, 2023 -
83%).
■ The Bank's NSFR for the quarter ended October
31, 2023 was at 117%.
TD
Q2'23
Q1'23
Liquidity Coverage Ratio (LCR)
Q3'23
Q4'23
-Regulatory Minimum
Q4'23 Average HQLA (CAD $B)
82%
I
I
18%
Level 1 Cash & Central Bank Reserve
Level 2A Sovereign
Issued/Guaranteed
Level 1 Sovereign Issued/ Guaranteed
☐
Level 2A PSES, Corp
bonds, Municipals
"
Level 1 MDBs, PSES, Provincials
☐
Level 2B Equities,
Sovereigns, RMBS
I
I
I
Net Stable Funding Ratio (NSFR)
I
140%
120%
125%
122%
117%
117%
100%
I
80%
I
Q1'23
Q2'23
Q3'23
Q4'23
Net Stable Funding Ratio (NSFR)
- Regulatory Minimum
I
Prudent liquidity management commensurate with risk appetite
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