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Investor Presentaiton

GROSS IMPAIRED LOANS (1) AND FORMATIONS(2) Gross Impaired Loans (GIL) (SMM) 48 44 44 43 42 $ 780M $ 674M $ 684M $ 677M $ 627M $ 462M $ 322M $ 384M $ 387M $ 374M $ 269M $ 254M $ 261M $ 264M $ 274M $ 36M Q2 19 $ 36M $ 36M $ 39M Q3 19 Q4 19 Q1 20 USSF&I Retail Non-Retail Net Formations by Business Segment $ 44M Q2 20 GIL ratio (bps) Gross impaired loan ratio increased 5bps to 48bps ($780M) due primarily to new formations in Commercial and FM The Commercial and FM formations were across a few provinces and several different sectors ($MM) Q2 20 Q1 20 Q4 19 Q3 19 Q2 19 Personal 53 48 54 34 36 Commercial 64 (21) 47 31 40 Financial Markets 37 30 (4) 36 Wealth Management (1) Credigy 16 17 20 23 27 ABA Bank 6 2 Total GIL Net Formations 177 78 118 125 104 (1) (2) Under IFRS 9, impaired loans are all loans classified in stage 3 of the expected credit loss model. Those loans do not take into account purchased or originated credit-impaired loans. Formations include new accounts, disbursements, principal repayments, and exchange rate fluctuation; net of write-offs. 11
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