Canadian Personal & Commercial Banking - Financial Results slide image

Canadian Personal & Commercial Banking - Financial Results

Non-GAAP and Other Financial Measures8 (87) (23) (1) Reported net income included the impact of divestitures of our EMEA and U.S. Asset Management business. Q3-2022 included expenses of $6 million ($7 million pre-tax). Q2-2022 included a gain of $6 million ($8 million pre-tax) relating to the transfer of certain U.S. asset management clients recorded in revenue, and expenses of $15 million ($18 million pre-tax), both related to the sale of our EMEA Asset Management business. Q1-2022 included a $29 million (pre-tax and after-tax) loss relating to foreign currency translation reclassified from accumulated other comprehensive income to non-interest revenue, a $3 million pre-tax net recovery of non- interest expense, including taxes of $22 million on closing of the sale of our EMEA Asset Management business. These amounts were recorded in Corporate Services (2) Reported net income included revenue (losses) related to the acquisition of Bank of the West resulting from the management of the impact of interest rate changes between the announcement and closing on its fair value and goodwill. Q1-2023 included a loss of $1,461 million ($2,011 million pre-tax), comprising $1,628 million of pre-tax mark-to-market losses on certain interest rate swaps recorded in trading revenue and $383 million of pre-tax losses on a portfolio of primarily U.S. treasuries and other balance sheet instruments recorded in net interest income. Q3-2022 included a loss of $694 million ($945 million pre-tax), comprising $983 million of pre-tax mark-to-market losses and $38 million pre-tax net interest income. Q2-2022 included revenue of $2,612 million ($3,555 million pre-tax), comprising $3,433 million of pre-tax mark-to- market gains and $122 million pre-tax net interest income. Q1-2022 included revenue of $413 million ($562 million pre-tax), comprising $517 million of pre-tax mark-to-market gains and $45 million pre-tax net interest income. These amounts were recorded in Corporate Services. For further information on this acquisition, refer to the Recent Acquisitions section of the Third Quarter 2023 MD&A (3) Q3-2023 reported net income included a net recovery of $3 million ($4 million pre-tax) related to a lawsuit associated with a predecessor bank, M&I Marshall and Ilsley Bank, comprising a $3 million pre-tax interest expense, net of a $7 million pre-tax adjustment to the provision recorded in non-interest expense. Q2-2023 included a provision of $6 million ($7 million pre-tax). YTD-2023 included $9 million ($11 million pre-tax), comprising interest expense of $16 million pre-tax and a $5 million pre-tax recovery of non-interest expense, including legal fees of $2 million pre-tax. For further information, refer to the Provisions and Contingent Liabilities section in Note 24 of the audited annual consolidated financial statements of BMO's 2022 Annual Report (4) Reported net income included the impact of certain tax measures enacted by the Canadian government. Q3-2023 included a charge of $131 million ($160 million pre-tax) related to the amended GST/HST definition for financial services, comprising $115 million ($138 million pre-tax) recorded in non-interest revenue and $16 million ($22 million pre-tax) recorded in non-interest expense. Q1-2023 included a one-time tax expense of $371 million comprising a Canada Recovery Dividend (CRD) of $312 million and $59 million related to the pro-rated fiscal 2022 (100) impact of the 1.5% tax rate increase, net of a deferred tax asset remeasurement. These amounts were recorded in Corporate Services 2,308 83. 314 (87) (5) Q2-2023 reported net income included an initial provision for credit losses of $517 million ($705 million pre-tax) on the purchased Bank of the West performing loan portfolio, recorded in Corporate Services. (6) Reported net income included acquisition and integration costs recorded in non-interest expense. Costs related to the acquisition of Bank of the West were recorded in Corporate Services: Q3-2023 included $363 million ($487 million pre-tax), Q2-2023 included $545 million ($722 million pre-tax), Q1-2023 included $178 million ($235 million pre-tax), Q3-2022 included $61 million ($82 million pre-tax), Q2-2022 included $26 million ($35 million pre-tax) and Q1-2022 included $7 million ($8 million pre-tax). Costs related to the acquisitions of Radicle and Clearpool were recorded in BMO Capital Markets: Q3-2023 included $1 million ($2 million pre-tax), Q2-2023 included $2 million ($2 million pre-tax), Q1-2023 included $3 million ($4 million pre-tax), Q3- 2022 included $1 million ($2 million pre-tax), Q2-2022 included $2 million ($2 million pre-tax) and Q1-2022 included $3 million ($4 million pre-tax). Costs related to the acquisition of AIR MILES were recorded in P&C Canada: Q3-2023 included $6 million ($8 million pre-tax) and Q2-2023 included $2 million ($3 million pre-tax) (7) Reported net income included amortization of acquisition-related intangible assets recorded in non-interest expense in the related operating group: Q3-2023 and Q2-2023 both included $85 million ($115 million pre-tax), Q1-2023 included $6 million ($8 million pre-tax), Q3-2022 included (2,073) $5 million ($7 million pre-tax), and Q2-2022 and Q1-2022 both included $6 million ($8 million pre-tax) (8) For more information, refer to slide 37, and the Non-GAAP and Other Financial Measures and Summary Quarterly Earnings Trend sections of the Third Quarter 2023 MD&A (Canadian $ in millions, except as noted) Q3 23 Q2 23 Q3 22 Reported Net interest income 4,905 4,814 4,197 YTD 23 13,740 YTD 22 Results Non-interest revenue 3,024 3,626 1,902 9,099 Revenue 7,929 8,440 6,099 22,839 12,118 11,022 23,140 Insurance claims, commissions and changes in policy benefit liabilities (CCPB) (4) (591) (413) (1,788) 314 Revenue, net of CCPB 7,925 7,849 5,686 21,051 23,454 Provision for credit losses (492) (1,023) (136) (1,732) Non-interest expense (5,638) (5,573) (3,859) (15,632) (11,418) Income before income taxes Provision for income taxes Net income Diluted EPS ($) 1,795 1,253 1,691 3,687 (341) (194) (326) (927) 11,949 (2,895) 1,454 1,059 1,365 2,760 1.97 1.30 1.95 3.60 Adjusting Impact of divestitures (1) Items Management of fair value changes on the purchase of Bank of the West (2) (945) (Pre-tax) Legal provision (3) (3) (7) (2,011) (16) 9,054 13.45 (21) 3,172 Impact of Canadian tax measures (4) (138) (138) Impact of adjusting items on revenue (pre-tax) (141) (7) (945) (2,165) 3,151 Initial provision for credit losses on purchased performing loans (pre-tax) (5) Acquisition and integration costs (6) (705) (705) (497) (727) (84) (1,463) Amortization of acquisition-related intangible assets (7) (115) (115) (7) (238) (133) (23) Impact of divestitures (1) Legal provision (3) Impact of Canadian tax measures (4) (7) (22) 7 5 (22) (22) Impact of adjusting items on non-interest expense (pre-tax) (627) (842) (98) (1,718) Impact of adjusting items on reported net income (pre-tax) (768) (1,554) (1,043) (4,588) (178) 2,973 Adjusting Impact of divestitures (1) Items Management of fair value changes on the purchase of Bank of the West (2) (694) (1,461) 2,331 (After-tax) Legal provision (3) (2) (6) Impact of Canadian tax measures (4) (115) (13) (115) Impact of adjusting items on revenue (after-tax) (117) (6) (694) Initial provision for credit losses on purchased performing loans (after-tax) (5) (517) (1,589) (517) Acquisition and integration costs (6) (370) (549) (62) (1,100) Amortization of acquisition-related intangible assets (7) (85) (85) (5) (176) (17) Impact of divestitures (1) (6) (40) Legal provision (3) 5 4 Impact of Canadian tax measures (4) (16) (16) Impact of adjusting items on non-interest expense (after-tax) (466) (634) (73) Impact of Canadian tax measures (4) Impact of adjusting items on reported net income (after-tax) (583) (1,157) (767) (1,288) (371) (3,765) (157) Impact on diluted EPS ($) (0.81) (1.63) (1.14) (5.33) Adjusted Net interest income 4,908 4,821 4,159 14,139 2,151 3.25 11,913 Results Non-interest revenue 3,162 3,626 2,885 10,865 8,076 Revenue 8,070 8,447 7,044 25,004 19,989 Insurance claims, commissions and changes in policy benefit liabilities (CCPB) (4) (591) (413) (1,788) Revenue, net of CCPB 8,066 7,856 6,631 23,216 20,303 Provision for credit losses (492) (318) (136) (1,027) Non-interest expense (5,011) (4,731) (3,761) Income before income taxes Provision for income taxes Net income Diluted EPS ($) BMOM 2,563 2,807 2,734 (526) (591) (602) 2,037 2,216 2,132 2.78 2.93 3.09 (13,914) 8,275 (1,750) 6,525 8.93 (11,240) 8,976 6,903 10.20 . Financial Results ⚫ August 29, 2023 38
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