Financial Results slide image

Financial Results

Provision for Credit Losses (PCL) PCL By Operating Group ($MM) Q1 23 Q2 23 Q3 23 Q4 23 Q1 24 Personal & Business Banking 116 150 162 190 204 Q1'24 PCL ratio on impaired loans4 of 29 bps, up 4 bps Q/Q with increases in consumer loans and business & government loans, offset by benefits from risk transfer transactions Commercial Banking 19 10 35 42 34 Total Canadian P&C 135 160 197 232 238 PCL on Impaired Loans ($MM) Personal & Business Banking 7 37 53 60 60 00 80 Commercial Banking 35 25 64 83 103 Total U.S. P&C 42 62 62 473 117 143 183 408 333 243 196 BMO Wealth Management 1 1 1 2 3 BMO Capital Markets (3) 1 11 11 Q1'23 Q2'23 Q3'23 Q4'23 Q1'24 Corporate Services² 21 20 17 20 38 PCL on Impaired Loans 196 243 333 408 473 PCL Ratio (bps) 65 PCL on Performing Loans 21 780 159 38 154 38 30 201 27 Total PCL - Reported 15 217 1,023 492 446 627 25 29 14 21 16 Bank of the West - Initial Allowance³ (705) Q1'23 Q2'23 Q3'23 Q4'23 Q1'24 Total PCL - Adjusted¹ 318 PCL on impaired loans (bps) - Total PCL Reported (bps) Total PCL - Adjusted 1 (bps) Prior period amounts have been reclassified to conform with the current period presentation 1 Adjusted results and measures are non-GAAP. See slide 37 for more information and slide 38 for adjustments to reported results 2 Effective the first quarter of 2024, provisions for credit losses related to our Canadian and U.S. indirect retail auto financing business, previously reported in Personal and Commercial Banking, are reported in Corporate Services 3 Initial allowance for Bank of the West as of February 1, 2023 4 PCL Ratios are calculated as the annualized provision for credit losses as a percentage of average net loans and acceptances, expressed in basis points BMOM . Risk Review February 27, 2024 20
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