Q3 2019 Fixed Income Investor Presentation
Strong, High Quality Liquid Client Driven Balance Sheet
Based on Q3/19 results
30%
Liquid
Assets
Assets
CAD 643BN
Liabilities & Equity
Cash and Repos
110%
Coverage
Unsecured Funding
(Liquid Assets/
Trading &
27%
Wholesale
Funding
Wholesale Funding)
Investment Securities
Secured Funding (3)
105%
Residential
Mortgages (1)
Coverage
(Deposits
+Capital
/Loans)
60%
Loan
Portfolio
Other Retail Loans
Corporate Loans
Personal Deposits
63%
Capital
+
Client
related
Business & Gov't
Deposits
funding
Securitization &
Covered Bonds
Capital
Other Liabilities (2)
Mainly
Derivatives
Other Assets (2)
(1) Securitized agency MBS are on balance sheet as per IFRS
Mainly
Derivatives
(2) Derivatives related assets, are largely offset by derivatives related liabilities. Under IFRS derivative amounts with master netting agreements cannot be offset and the
gross derivative assets and liabilities are reported on balance sheet.
(3) Includes Obligations related to securities sold short, Cash collateral on securities lent and Obligations related to securities under repurchase agreements
CIBC Q3 2019 Fixed Income Investor Presentation
CIBC
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