Financial Performance and Outlook
Endnotes on Slides 18-22
TD
Slide 18
1. Capital and liquidity measures on slide 18 are calculated in accordance with OSFI's Capital Adequacy Requirements, Leverage Requirements,
and Liquidity Adequacy Requirements guidelines.
2. FX impact on RWA has a negligible impact on the CET 1 ratio, because the CET 1 ratio is currency hedged; excludes decrease in RWA related
to post close Cowen activities including the migration of certain acquired portfolios from standardized to internal models, the sale of a non-core
business, and integration costs.
3. Excludes Schwab's unrealized losses on FVOCI securities.
Slide 19
1. Gross Impaired Loan formations represent additions to Impaired Loans & Acceptances during the quarter; excludes the impact of acquired credit-
impaired loans.
2. GIL Formations Ratio: Gross Impaired Loan Formations/Average Gross Loans & Acceptances.
Slide 20
1. Gross Impaired Loans (GIL) excludes the impact of acquired credit-impaired loans.
2. GIL Ratio: Gross Impaired Loans/Gross Loans & Acceptances (both are spot) by portfolio.
Slide 21
1. Includes acquired credit impaired (ACI) loans.
2. PCL Ratio: Provision for Credit Losses on a quarterly annualized basis/Average Net Loans & Acceptances.
3.
4.
Net U.S. Retail PCL ratio excludes credit losses associated with the retailer program partners' share of the U.S. Strategic Cards Portfolio, which
is recorded in the Corporate Segment.
Gross U.S. Retail & Corporate PCL ratio includes the retailer program partners' share of the U.S. Strategic Cards Portfolio, which is recorded in
the Corporate Segment.
Slide 22
1. Please refer to Slide 21, Endnote 1.
2. PCL-impaired represents Stage 3 PCL under IFRS 9, performing represents Stage 1 and Stage 2 on financial assets, loan commitments, and
financial guarantees.
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