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Investor Presentaiton

Allowance and Provision on Performing Loans Allowance on Performing Loans (APL) and PCL on Performing Loans (PCL) By Operating Group ($MM) 2 APL to Q2 21 APL¹ Q3 21 PCL Q3 21 Foreign Exchange Q3 21 APL¹ Performing Loans (bps) Consumer - Canadian P&C 900 (26) 874 50 The APL decreased $126MM to $2,703MM, driven by a reduction in PCL on performing loans The $141MM recovery of credit losses on performing loans reflected an improving economic outlook and positive credit migration, partially offset by the impact of the uncertain economic environment on future credit conditions and balance growth Allowance for Performing Loans Commercial - Canadian P&C 520 19 3 542 58 Total Canadian P&C 1,420 (7) 3 1,416 53 (bps) Consumer - U.S. P&C 126 (17) 2 111 63 63 65 67 65 62 57 49 Commercial - U.S. P&C 794 (36) 9 767 80 60 Total U.S. P&C 920 (53) 11 878 77 Q2'20 Q3'20 Q4'20 Q1'21 Q2'21 Q3'21 BMO Wealth Management 38 (2) 36 12 Coverage Ratios BMO Capital Markets 448 (75) 1 374 64 3.47 2.45 1.99 2.13 2.04 2.12 Corporate Services 3 (4) (1) n.m. Total 2,829 (141) 15 2,703 57 Q2'20 Q3'20 Q4'20 Q1'21 Q2'21 Q3'21 1 Q2'21 and Q3'21 includes APL on Other Assets of $20MM and $17MM respectively and excludes APL on Securities of $4MM for both periods 2 Q3'21 PCL includes PCL on Other Assets of $4MM and excludes PCL on Securities of $0.1MM -O-APL as a % of Trailing 4-Quarter PCL on Impaired Loans - BMO Financial Group Investor Presentation • October 2021 30
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