Wholesale Banking - Positioned for Growth
Endnotes on Slides 45-47
Slide 45
1. As at October 31, 2023.
2. For wholesale term debt that has bullet maturities.
3. Based on first par redemption date. The timing of an actual redemption is subject to management's view at the time as well as applicable
regulatory and corporate governance approvals.
4. Includes Limited Recourse Capital Notes, Preferred Shares and Innovative T1.
5. Excludes certain liabilities: trading derivatives, other liabilities, wholesale mortgage trading business, non-controlling interest and certain equity
capital such as common equity.
6. Consists primarily of bearer deposit notes, certificates of deposit and commercial paper.
7. Bank, Business & Government Deposits less covered bonds and senior MTN notes.
8. Obligations related to securities sold short and sold under repurchase agreements.
Slide 46
1. As at October 31, 2023.
2. Excludes certain private placement and structured notes.
3. In Canadian dollars equivalent with exchange rate as at October 31, 2023.
4. Represents mortgage-backed securities issued to external investors only.
5. Includes Limited Recourse Capital Notes, Preferred Shares and Subordinated Debt. Subordinated debt includes certain private placement notes.
These instruments are not considered wholesale funding as they may be raised primarily for capital management purposes.
Slide 47
1. On March 27, 2020, OSFI announced that the covered bond ratio limit is temporarily increased to 10% to enable access to Bank of Canada
facilities, while the maximum covered bond assets encumbered relating to market instruments remains limited to 5.5% of an issuer's on-balance
sheet assets. Effective October 21, 2020, the Bank of Canada no longer accepts own-name covered bonds for Term Repo operations. OSFI has
announced the unwinding of the temporary increase to the covered bond limit effective April 6, 2021.
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