Fourth Quarter 2022 Financial Highlights slide image

Fourth Quarter 2022 Financial Highlights

Forward Looking Information Variables used to estimate our Expected Credit Losses¹ Forward-Looking Information Variables Avg. Value over the next 12 months Base Case Avg. Value over the remaining forecast period Base Case Avg. Value over the next 12 months Avg. Value over the remaining forecast period Upside Case Avg. Value over the next 12 months Avg. Value over the remaining forecast period As at October 31, 2022 Canadian GDP YOY Growth US GDP YOY Growth Upside Case Downside Case Downside Case 0.8% 1.5% 3.9% 2.8% (0.6)% 1.0% 0.7% 1.3% 2.9% 3.0% (2.1)% 0.4% Canadian Unemployment Rate 5.5% 5.9% 4.9% 5.6% 6.0% 6.8% US Unemployment Rate 4.0% 4.2% 3.3% 3.3% 5.6% 5.1% Canadian Housing Price Index YoY Growth (2.5)% 1.9% 10.1% 6.6% (13.1)% (5.2)% S&P 500 Index YoY Growth Rate (1.4)% 6.0% 6.3% 12.1% (13.4)% (1.3)% 15.5% $92 15.1% $81 Base Case Downside Case Downside Case 2.5% 1.8% 4.2% 2.8% 1.1% 1.1% 1.7% 1.8% 3.6% 3.1% 0.0% (0.1)% Canadian Unemployment Rate 5.5% 5.8% 5.1% 5.3% 6.0% 6.6% US Unemployment Rate 3.8% 3.9% 3.2% 3.3% 4.6% 4.7% Canadian Housing Price Index YoY Growth 3.8% 0.9% 13.1% 6.3% (5.7)% (6.6)% S&P 500 Index YoY Growth Rate (0.5)% 5.4% 6.3% 9.8% (10.9)% (8.8)% Canadian Household Debt Service Ratio 14.8% 14.9% 14.1% 14.5% 15.3% 15.1% West Texas Intermediate Oil Price (US$) $99 $84 $127 $123 $81 $57 Canadian Household Debt Service Ratio West Texas Intermediate Oil Price (US$) Forward-Looking Information Variables² As at July 31, 2022 Canadian GDP YOY Growth US GDP YOY Growth Avg. Value over the next 12 months Avg. Value over the remaining forecast period Base Case Avg. Value over the next 12 months Upside Case Avg. Value over the remaining forecast period Upside Case Avg. Value over the next 12 months Avg. Value over the remaining forecast period 14.4% 14.5% 15.9% 15.2% $119 $107 $76 $56 1 See page 147 of the 2022 Annual Report for further details. 2 See page 73 of the Q3 2022 Quarterly Report for further details. CIBC Fourth Quarter, 2022 41
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