Investor Relations - Fixed Income Presentation slide image

Investor Relations - Fixed Income Presentation

Strength of a high quality liquid balance sheet $896 billion (as at April 30, 2014) Cash and Repos Assets 39% Liquid Assets Trading & Investment Securities Loan portfolio represents 47% of total balance sheet and includes sold Residential Mortgages (1) MBS as per IFRS Other Retail Loans Wholesale Loans Derivatives are on Balance Sheet as per Other Assets (2) IFRS 134% coverage Liabilities & Capital Unsecured Funding Secured Funding Personal Deposits Business & Government Deposits 118% coverage Securitization (1) and Covered Bonds Capital Other Liabilities (2) Investor Relations - Fixed Income Presentation (1) Securitized agency MBS are on balance sheet as per IFRS. (2) Other assets include $73 billion of derivatives related to assets, largely offset by derivatives related liabilities in Other liabilities. Under IFRS derivative amounts with master netting agreements cannot be offset and the gross derivative assets and liabilities are reported on balance sheet. RBC 29% Wholesale funding 56% Capital + Retail- related funding 13
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