Investor Presentaiton
COVID-19 Response
Maintained elevated liquidity and access to funding markets
⚫ Continued elevated levels of liquidity, well in excess of regulatory requirements
o LCR of 138%, -3% Q/Q and +13% Y/Y
o Pacific Alliance countries ended Q4 with LCRs of 140-200%
o HQLA of $210B, -$18B Q/Q and +$45B Y/Y, is substantially comprised of Level 1 assets
• Reduction in wholesale funding to absorb excess system liquidity
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o Deposit growth moderated requirement for wholesale funding
。 $21B of short term funding maturities allowed to roll off
Funding metrics continue to benefit from reduced wholesale funding usage
。 WSF below $200B, down $21.6B Q/Q and $91B since March
o WSF/TA improved Q/Q from 18.9% to 17.6%
• Q4 term issuance activity augmented TLAC
o Issued $4.3B of term senior funding versus term maturities of $3.2B
。 TLAC ratio at 23%, above minimum requirement of 22.5%
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