Investor Presentaiton
Highlights
STRONG LIQUIDITY, STABLE FUNDING
As of July 31, 2023
Strong liquidity well in excess of regulatory requirements
。 LCR1 of 133%, up 2% Q/Q and up 11% Y/Y
o HQLA of $264 Bn¹, up $12Bn Q/Q and up $53Bn Y/Y, is substantially comprised of Level 1 assets
o Pacific Alliance countries LCRs of 136% - 184%
Stability of funding reflected in NSFR² of 114%, up 3% Q/Q and 5% Y/Y
•
30.5% TLAC³ is above 24.5% regulatory minimum
Stable wholesale funding utilization
o Wholesale funding of $304Bn, down $8Bn Q/Q (-$7Bn money market funding and -$1Bn term funding) and up $30Bn Y/Y
。 Wholesale funding / total assets decreased 0.9% Q/Q to 21.8%, from 22.7%
o Wholesale funding / total assets remains below pre-pandemic levels
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Liquidity Coverage Ratio (April 2015);
2 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Net Stable Funding Ratio Disclosure
Requirements (January 2021); 3 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Total Loss
Absorbing Capacity (TLAC) (September 2018); 4 Includes deposit by banks, bearer notes, commercial paper, certificates of deposit, asset backed commercial paper and senior notes with an original term of
400 days or less. Prior period amounts have been conformed to current period presentation
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