Wholesale Banking - Positioned for Growth
Endnotes on Slides 37-40
Slide 37
1. Source: Bloomberg; calendar year ended October 31, 2023.
2. Source: Refinitiv; Canadian targets over the last twelve months ended October 31, 2023.
Slide 39
1.
See slide 7.
2.
See Slide 29.
TD
3. Please refer to Slide 3, Endnote 3.
4. See Slide 41.
Slide 40
1. On June 20, 2023, OSFI announced a 0.50% increase to the DSB, setting the DSB at 3.5%, effective November 1, 2023.
2. On August 12, 2021, OSFI confirmed that the exclusion of sovereign-issued securities from the leverage ratio exposure measure will not be
extended past December 31, 2021. However, central bank reserves will continue to be excluded from the leverage ratio exposure measure;
Minimum leverage-based TLAC ratio increased to 7.25% effective February 1, 2023, as a result of the 50bps increase in the leverage ratio buffer
applicable to D-SIBS.
3. Reflects debt outstanding as at, and converted at FX rate as at October 31, 2023.
4. Sums may not add up precisely due to rounding.
5. These measures have been calculated in accordance with OSFI's Total Loss Absorbing Capacity (TLAC) guideline.
6. Includes par value of outstanding senior unsecured long-term debt issued after September 23, 2018 with a remaining term to maturity of greater
than 1 year. Senior unsecured long-term debt with original term to maturity less than 400 days will not be eligible for bail-in and would not qualify
as TLAC.
7. Reflects regulatory requirement for risk-based TLAC ratio as at November 1, 2023.
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