Q2 F2023 - Bank of the West Contribution & Financial Results slide image

Q2 F2023 - Bank of the West Contribution & Financial Results

Net Interest Margin¹ • Total Bank NIM benefitted from the impact of BOTW and net mark accretion • NIM decreased from lower net interest income in Corporate Services and continued competitive pressure in deposit pricing NII ($MM) and NIM ex. Trading % Q/Q NIM ex. Trading (%) 1.88 1.86 1.85 1.79 1.79 0.04 0.15 1.56 1.62 1.88 1.73 1.83 242 38 Reported: 1.62 Adjusted²: 1.79 122 285 350 407 3,809 4,088 4,125 4,579 3,373 Q2'22 Q3'22 2 Adjusted NII ex trading ($MM) NII Adjusting Item ($MM) Adjusted NIM ex trading (%) 2.70 Reported: 1.88 Adjusted²: 1.88 -0.08 -0.01 -0.01 (672) (389) (7) Q1'23 BOTW Q4'22 Q1'23 Q2'23 Net Mark Accretion Corporate Services P&Cs & BMOWM BMOCM Q2'23 Trading NII ($MM) Reported NIM ex trading (%) Canadian P&C NIM (%) -0.04 0.06 2.70 -0.02 3.92 Q1'23 Deposit Margins Loan Margins Mix / Other Q2'23 0.05 U.S. P&C NIM (%) 0.03 3.96 0.01 -0.05 Q1'23 BOTW Deposit Margins Loan Margins Mix / Other Q2'23 1 Net interest margin (NIM) is the ratio of net interest income (NII) to average earning assets, expressed as a percentage or in basis points. Net interest margin excluding trading excludes net interest earned on trading assets. Average earning assets represents the daily average balance of deposits at central banks, deposits with other banks, securities borrowed or purchased under resale agreements, securities, and loans 2 Adjusted results and measures are non-GAAP, see slide 40 for more information and slide 41 for adjustments to reported results BMOM Financial Results May 24, 2023 • 14
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