Investor Presentaiton
Strong Capital Position
CETI ratio of 11.5%¹
Q/Q CHANGE IN CET1 RATIO (%)
21 bps
2 bps
11.5%
11.4%
(14 bps)
(1 bp)
Q3 2022
Reported
Earnings less
dividends
RWA Growth
(ex. FX)
FVOCI
securities
Other
(net)
Q4 2022
Reported
452.8
Q/Q CHANGE IN RISK WEIGHTED ASSETS ($Bn)
3.7
10.1
1.7
(0.1)
0.6
(6.4)
462.4
Q3 2022
Business
Growth
Book Quality Model Updates & FX & Other
Implementations
Market
Risk
Operational
Risk
Q4 2022
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Capital Adequacy Requirements (November 2018)
•
Strong internal capital generation from
earnings and improvements in book quality,
partially offset by:
o Organic growth from business and
retail lending
o Valuation changes in investment
securities
•
RWA increased $9.6 billion Q/Q, mainly from
the impacts of foreign currency translation
Business growth includes organic loan growth
of $6.1 billion, partially offset by a reduction
in counterparty credit risk of $2.4 billion
7View entire presentation