Financial Health and Performance Overview slide image

Financial Health and Performance Overview

Prudent Allowance Build TOTAL ACLS1 ($MM) AND ACL RATIO2 96 bps 86 bps 80 bps 75 bps 72 bps 71 bps 72 bps 75 bps 6,232 22 5,731 5,931 5,583 23 20 5,375 5,295 5,499 5,668 33 31 1,529 20 28 28 1,368 1,326 1,255 1,276 1,368 1,409 1,530 2,009 1,863 1,723 1,595 1,532 1,528 1,547 1,551 2,672 2,477 2,514 2,505 2,459 2,575 2,681 2,817 Q3/21 Q4/21 Q1/22 Q2/22 Q3/22 Q4/22 Q1/23 Q2/23 International Retail Canadian Retail ■Business Banking GWM/Other³ TOTAL PCLS ($MM) AND PCL RATIO 4 24 bps 10 bps 13 bps 13 bps 22 bps 28 bps 33 bps 37 bps 709 2 638 53 -15 529 11 218 218 412 9 380 69 163 168 1 93 222 219 339 314 325 355 404 436 274 276 (27) (35) (1) (96) (16) (12) (15) (1) (46) (51) Q3/21 Q4/21 Q1/22 Q2/22 Q3/22 Q4/22 Q1/23 Q2/23 International Banking ■Canadian Banking ■Global Banking and Markets ■GWM/Other 5 • HIGHLIGHTS Allowances increased to $5.9 billion о Prudent performing allowance of $4.2 billion to account for uncertainty in economic outlook Total ACL ratio up 3 bps Q/Q to 75 bps Highly secured retail portfolio (95% in Canada and 73% in International) Quality of the business banking portfolio remained strong with continued focus on investment grade clients HIGHLIGHTS Total PCL ratio of 37 bps, up 4 bps Q/Q Higher performing PCLs driven by less favourable macroeconomic forecast Impaired PCLs driven by higher formations in Canadian and International Retail 1 Includes ACLs on off-balance sheet exposures and ACLS on acceptances and other financial assets; 2 ACL ratio defined as period end total ACLs (excluding debt securities and deposits with financial institutions) divided by gross loans and acceptances; 3 Includes Allowance for credit losses in Other of $6 million (Q1/23: $6 million); 4 Refer to page 54 of the Management's Discussion & Analysis in the Bank's Second Quarter 2023 Report to Shareholders, available on http://www.sedar.com, for an explanation of the composition of the measure. Such explanation is incorporated by reference hereto; 5 Includes provisions for credit losses in Global Wealth Management of $2 million (Q3/21: -$1 million, Q4/21: $1 million, Q1/22: -$1 million, Q2/22: $1 million, Q3/22: $5 million, Q4/22: $1 million, Q1/23: $1 million) 48
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