Investor Presentation February 2024 slide image

Investor Presentation February 2024

Strong and stable balance sheet, capital and liquidity Balance Sheet (As At) Gross Loans & Deposits ($B) 914 Total Assets ($B) 1,052 1,187 1,325 Acceptances ($B) 653 563 501 Book Value Per Share ($) 83.66 94.23 96.88 787 705 372 ■Total 318 Other 277 Deposits Business and Government Customer 657 Deposits ■Total Consumer 545 281 505 224 245 Q1'22 Q1'23 Q1'24 Q1'22 Q1'23 Q1'24 Capital & Liquidity CET1 Ratio¹ (%) 18.2 14.1 12.8 11.5% regulatory expectation¹ Q1'22 Q1'23 Q1'24 Q1'22 Q1'23 Q1'24 Leverage Ratio² (%) TLAC Ratio³ (%) 5.9 4.7 4.2 3.5% regulatory expectation² 37.2 28.7 27.6 25.0% regulatory expectation³ Liquidity Coverage Ratio4 Q1'22 Q1'23 Q1'24 Q1'22 Q1'23 Q1'24 Prior period amounts have been reclassified to conform with the current period presentation Q1'22 Q1'23 Q1'24 1 Common Equity Tier 1 (CET1) Ratio is disclosed in accordance with OSFI's Capital Adequacy Requirements (CAR) Guideline; regulatory minimum of 11.5% as at Q1'24, 11.0% as at Q1'23, 10.5% as at Q1'22. 2 Leverage Ratio is disclosed in accordance with OSFI's Leverage Requirements (LR) Guideline; regulatory minimum of 3.5% as at Q1'24, 3.0% as at Q1'23, 3.0% as at Q1'22 3 Total Loss Absorbing Capacity (TLAC) Ratio is disclosed in accordance with OSFI's Total Loss Absorbing Capacity (TLAC) Guideline; regulatory minimum of 25.0% as at Q1'24, 24.5% as at Q1'23, 24.0% at Q1'22. 4 Liquidity Coverage Ratio (LCR) is disclosed in accordance with OSFI's Liquidity Adequacy Requirements (LAR) Guideline; regulatory minimum of 100% for all periods shown BMO M 144 129 129 Q1'22 Q1'23 Q1'24 100% regulatory expectation4 Investor Presentation ⚫ February 2024 13
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