FY22 Financial Overview
Highlights
Strong liquidity, stable funding
• Strong liquidity well in excess of regulatory requirements
o LCR1 of 119%, down 3% Q/Q and down 5% Y/Y
o HQLA of $213Bn, up $2B Q/Q and up $16Bn Y/Y, is substantially comprised of Level 1 assets
。 Pacific Alliance countries LCRs of 141% - 159%
• Stability of funding reflected in NSFR2 of 111%
• 27.4% TLAC³ is above 24% regulatory minimum
• Stable wholesale funding utilization
o Wholesale funding of $292Bn, up $17B Q/Q (+$11Bn money market funding and +$6Bn term funding) and up $67Bn Y/Y
o Wholesale funding / total assets increased 36 bps Q/Q to 21.6%, from 21.2%
。 Wholesale funding / total assets stabilizing below pre-pandemic levels
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Liquidity Coverage Ratio (April 2015)
2 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Net Stable Funding Ratio Disclosure
Requirements (January 2021).
3 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Total Loss Absorbing Capacity (TLAC)
(September 2018).
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