Financial Markets Summary Q4 2022

APPENDIX 18 | STRONG CAPITAL AND LIQUIDITY POSITIONS Regulatory Capital, Leverage, TLAC and Liquidity Ratios (SMM) Capital (1) Q4 22 Q3 22 Q4 21 Our capital levels remain strong Total capital ratio of 16.9% CET1 $14,818 $14,270 $12,973 Tier 1 Total $17,961 $16,918 $15,622 $19,727 $18,734 $16,643 Strong liquidity ratio Capital ratios (1) CET 1 12.7% 12.8% 12.4% Tier 1 15.4% 15.2% 15.0% Total 16.9% 16.8% 15.9% Leverage ratio 4.5% 4.4% 4.4% TLAC ratios (1)(2) TLAC TLAC ratio TLAC leverage ratio $32,351 $31,549 $27,492 27.7% 28.3% 26.3% 8.1% 8.2% 7.8% Liquidity Coverage Ratio (1) 140% 148% 154% Net Stable Funding Ratio (1) 117% 119% 117% (1) Represent capital management measures. See slide 2. (2) Total Loss Absorbing Capacity (TLAC). Since November 1, 2021, OSFI is requiring D-SIBS to maintain a minimum risk-based TLAC ratio of 24% (including the domestic stability buffer) of risk-weighted assets and a minimum TLAC leverage ratio of 6.75%. 37

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