Digital Progress: Canada
Strong Balance Sheet Metrics
$Bn
Q2/22
Q1/23
Q2/23
Capital Metrics
CET1 Ratio
11.6%
11.5%
12.3%
Tier 1 Capital Ratio¹
12.8%
13.2%
14.1%
Total Capital Ratio¹
15.0%
15.2%
16.2%
TLAC Ratio³
30.1%
27.9%
28.3%
Leverage Ratio²
4.2%
4.2%
4.2%
TLAC Leverage Ratio³
9.8%
8.9%
8.4%
CET1 Capital
51.5
54.1
55.5
Tier 1 Capital¹
57.2
62.3
63.7
Total Capital
66.6
71.9
73.2
Risk Weighted Assets¹
445.3
471.5
451.1
Total Loss Absorbing Capacity³
133.8
131.4
127.8
Leverage Exposures²
1,360.2
1,468.6
1,530.0
Average Common Equity
Average Tangible Common Equity4
65.5
65.6
67.6
52.4
52.5
54.3
Liquidity Metrics
Liquidity Coverage Ratio5
125%
122%
131%
Net Stable Funding Ratio
High Quality Liquid Assets
109%
109%
111%
214.1
230.3
252.3
Balance Sheet Metrics
Loan-To-Deposit Ratio
115%
116%
115%
Wholesale Funding/Total Assets (Spot)
21.9%
22.8%
22.7%
Average Total Earning Assets4
Average Net Loans and Acceptances
Average Deposits
1,161.3
1,261.5
1,279.2
700.7
775.5
611.5
666.5
783.2
679.1
1 This measure has been disclosed in this document in accordance with OSFI Guideline - Capital Adequacy Requirements (2023);
2 This measure has been disclosed in this document in accordance with OSFI Guideline - Leverage Requirements (November 2018).
3 This measure has been disclosed in this document in accordance with OSFI Guideline - Total Loss Absorbing Capacity (September 2018).
4 Refer to non-GAAP measures on page 4 of the Management's Discussion & Analysis in the Bank's Second Quarter 2023 Report to Shareholders, available on http://www.sedar.com
5 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Liquidity Coverage Ratio (April 2015)
6 This measure has been disclosed in this document in accordance with OSFI Guideline - Net Stable Funding Ratio Disclosure Requirements (January 2021).
7 This metric is calculated using Average Total Loans to Customers/Total Deposits of Canadian Banking, International Banking (Reported FX), Global Wealth Management, and Global Banking and Markets
8 Business line deposits excluding Group Treasury wholesale funding. Includes wholesale funding in International Banking and Global Banking and Markets
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