Investor Presentation
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Key Metrics
Well-funded with strong liquidity and stable funding
Liquidity Coverage Ratio (LCR)1
o Liquidity well in excess of regulatory requirements
o LCR of 133-173% in Pacific Alliance countries
141%
138%
132%
129% 129%
123% 124% 123% 125%
Q2/20 Q3/20 Q4/20 Q1/21 Q2/21 Q3/21 Q4/21 Q1/22 Q2/22
High Quality Liquid Assets (HQLA)
$227
$210
$213
$214
。 Substantially comprised of Level 1 assets
。 +$9B Q/Q and +$13B Y/Y
$201
$205
$195 $198
$188
Net Stable Funding Ratio (NSFR)²
o Public disclosure began Q1/21
。NSFR is well in excess of 100% regulatory requirement
Q2/20 Q3/20 Q4/20 Q1/21 Q2/21 Q3/21 Q4/21 Q1/22 Q2/22
115%
112% 112%
110%
109%
108%
Q1/21
Q2/21 Q3/21 Q4/21 Q1/22 Q2/22
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).
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