Investor Presentaiton
Robust Liquidity Management
Liquidity Risk Management Framework
Target a 90-day survival horizon under a combined
Bank-specific and market-wide stress scenario, and a
minimum buffer over regulatory requirements prescribed
by the OSFI Liquidity Adequacy Requirements (LAR)
guideline.
Manage structural liquidity exposure by matching funding
to asset term or market depth.
We maintain a comprehensive contingency funding plan
to enhance preparedness for recovery from potential
liquidity stress events
Liquidity Coverage Ratio (LCR)
TD
Liquidity Risk Management Framework
TD holds a variety of liquid assets commensurate with
liquidity needs in the organization.
■ The average eligible HQLA74 of the Bank for the purpose
of LCR reporting for quarter ended July 31, 2022, was
$333 billion (April 30, 2022 - $323 billion), with Level 1
assets representing 84% (April 30, 2022 - 85%).
■ The Bank's NSFR for the quarter ended July 31, 2022
was at 123% and has met the regulatory requirements
Q3'22 Average HQLA (CAD $B)
140%
84%
120%
126%
124%
119%
121%
100%
80%
60%
Q4'21
Q1'22
Q2'22
Q3'22
◉ Level 1 Cash & Central Bank Reserve
Level 1 Sovereign Issued/ Guaranteed
Level 1 MDBs, PSES, Provincials
■
Liquidity Coverage Ratio (LCR)
--Regulatory Minimum
16%
Level 2A Sovereign
Issued/Guaranteed
Level 2A PSES, Corp
☐
bonds, Municipals
Level 2B Equities,
Sovereigns, RMBS
Prudent liquidity management commensurate
with risk appetite
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