TD Bank Financial Performance and Strategy Update
Capital & Liquidity
Highlights
■
Common Equity Tier 1 ratio of 10.9%
Leverage ratio of 4.0%
Liquidity coverage ratio of 124%
Tier 1 and Total Capital ratios were
12.6% and 15.1%, respectively
Common Equity Tier 11
TD
Q4 2016 CET1 Ratio
Internal capital generation
10.4%
36 bps
Actuarial gain on employee pension plans
11 bps
RWA increase and other
(3 bps)
Q1 2017 CET1 Ratio
10.9%
Total Capital Ratio¹
15.2%
15.1%
14.4%
14.6%
13.7%
3.0%
2.5%
2.7%
2.7%
2.3%
1.7%
1.5%
1.8%
1.6%
1.5%
10.9%
9.9%
10.1%
10.4%
10.4%
Q1/16
Q2/16
Q3/16
Q4/16
Q1/17
CET1 ■T1
■T2
1. Amounts are calculated in accordance with the Basel III regulatory framework, excluding Credit Valuation Adjustment (CVA) capital in accordance with OSFI guidance and are presented based on the "all-in"
methodology. The CVA capital charge is phased in over a five year period based on an approach whereby a CVA capital charge of 72% applies in 2017, 80% in 2018 and 100% in 2019.
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