Digital Progress: Canada
Strong Capital Position
11.5%
Q/Q CHANGE IN CET1 RATIO (%) 1
12.3%
9 bps
4 bps
18 bps
56 bps
(4 bps)
•
CET1 ratio of 12.3%, expected to grow
through fiscal 2023
Strong internal capital generation across
business lines
Includes benefits of revised Basel III
adoption and share issuances
Q1 2023
Reported
Revised Basel III Earnings less
adoption
dividends
RWA growth Share issuances
(ex. FX) (mainly DRIP)
FVOCI
securities
Q2 2023
Reported
Internal capital generation
471.5
Q/Q CHANGE IN RISK WEIGHTED ASSETS ($BN)
Q/Q decline in RWA of $20.4 billion was
primarily from revised Basel III adoption,
partly offset by foreign currency
appreciation
451.1
4.8
2.4
0.4
(26.6)
(1.4)
Q1 2023
Reported
Revised Basel III
Adoption
Business
Growth
Book Quality
and Model
Updates
FX & Other
Market
Risk
Q2 2023
Reported
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Capital Adequacy Requirements (February 2023)
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