Q1 2020 Fixed Income Investor Presentation
Strong, High Quality Liquid Client Driven Balance Sheet
Based on Q1/20 results
Assets
32%
Liquid
Assets
CAD 672BN
Liabilities & Equity
Cash and Repos
Trading &
120%
Coverage
(Liquid Assets/
Wholesale Funding)
Unsecured Funding
27%
Wholesale
Funding
Investment Securities
Secured Funding (3)
106%
Coverage
(Deposits
Residential
Mortgages (1)
+Capital
/Loans)
Personal Deposits
64%
59%
Loan
Portfolio
Other Retail Loans
Capital +
Client
related
Business & Gov't
Deposits
funding
Corporate Loans
Securitization &
Covered Bonds
Mainly
Derivatives
Other Assets (2)
(1) Securitized agency MBS are on balance sheet as per IFRS
Capital
Other Liabilities (2)
Mainly
Derivatives
(2) Derivatives related assets, are largely offset by derivatives related liabilities. Under IFRS derivative amounts with master netting agreements cannot be offset and the
gross derivative assets and liabilities are reported on balance sheet.
(3) Includes Obligations related to securities sold short, Cash collateral on securities lent and Obligations related to securities under repurchase agreements
CIBC Q1 2020 Fixed Income Investor Presentation
CIBC
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