Q1 2020 Fixed Income Investor Presentation slide image

Q1 2020 Fixed Income Investor Presentation

Canadian Bail-in Regime - Comparison to Other Jurisdictions Bail-in implementation in other jurisdictions has increased the riskiness of bail-inable bonds vs. non-bail-inable bonds: Legislative changes prohibit bail-outs, increasing the probability that bail-in will be relied on ■ The hierarchy of claims places bail-in debt below deposits and senior debt through structural subordination, legislation or contractual means ■ Bail-in is expected to rely on write-down of securities, imposing certain losses on investors The Canadian framework differs from other jurisdictions on several points: ■ The Canadian government has not introduced legislation preventing bail-outs ☐ Canadian senior term debt will be issued in a single class and will not be subordinated to another class of senior term debt like other jurisdictions such as the US and Europe ■ Canada does not have a depositor preference regime; bail-in debt does not rank lower than other liabilities ■ No Creditor Worse Off principle provides that no creditor shall incur greater losses than under insolvency proceedings ■ There are no write-down provisions in the framework Conversion formula under many scenarios may result in investor gains CIBC Q1 2020 Fixed Income Investor Presentation CIBC 27
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