Financial Results slide image

Financial Results

Adoption of IFRS 17 Insurance Contracts Overview of accounting change and impacts • Effective November 1, 2023, we adopted IFRS 17 Insurance Contracts (IFRS 17) which replaced existing IFRS 4 Insurance Contracts (IFRS 4) We applied the full retrospective approach to our creditor business and the fair value approach to all other products written prior to November 1, 2022. Changes were applied retrospectively to Fiscal 2023, resulting in an increase in net income Fiscal 2023 results may not be fully representative of our future earnings as we were not managing our insurance portfolio under IFRS 17 The fundamentals and strategies of our insurance business have not changed as a result of IFRS 17 adoption Overview of IFRS 17 Changes Contractual Service Margin (CSM) and New Business Profits Discount Rate on Present Value Insurance Contract Liabilities New business profits are deferred and measured as the contractual service margin (CSM) liability and amortized into income as insurance contract services are provided, while losses are recognized into income immediately; under IFRS 4 both gains and losses were recognized into income immediately CSM liability is included in CET1 capital and related ratios Discount rates used in calculating the present value of insurance contract liabilities are based on the characteristics of the insurance contracts; IFRS 4 was based on the assets supporting the liabilities This change will impact the timing of investment-related income and the associated market risk sensitivities We have entered into economic hedging arrangements to offset the impact of changes in interest rates on our earnings Financial Statement Presentation Impacts • Non-interest Revenue includes: Insurance service results: includes insurance revenue, insurance service expenses and reinsurance results Insurance investment results: includes net returns on insurance- related assets and the impact of the change in discount rates and financial assumptions on insurance contract liabilities We no longer report insurance claims, commissions and changes in policy benefit liabilities (CCPB) Transition impacts: • Adoption of IFRS 17 resulted in an $1,075MM increase in assets, $2,181MM increase in liabilities, and $1,106MM after-tax decrease in shareholders' equity as at November 1, 2022 On transition to IFRS 17, we voluntarily changed our accounting policy for the measurement of investment properties under IAS 40 Investment Property from cost to fair value and applied the change retrospectively, resulting in increases of $132MM in other assets, and $132MM after-tax in shareholders' equity Refer to Financial Statements Note 1: Basis of Presentation and section related to Insurance in the Risk Management section in the First Quarter 2024 Report to Shareholders for further information BMOM . Financial Results ⚫ February 27, 2024 36
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