Financial Health and Performance Overview
Highlights
STRONG LIQUIDITY, STABLE FUNDING
⚫ Strong liquidity well in excess of regulatory requirements
o LCR1 of 131%, up 9% Q/Q and up 6% Y/Y
o HQLA of $252Bn1, up $22Bn Q/Q and up $38Bn Y/Y, is substantially comprised of Level 1 assets
o Pacific Alliance countries LCRs of 123% - 168%
•
Stability of funding reflected in NSFR² of 111%
•
28.3% TLAC³ is above 24.5% regulatory minimum
.
Stable wholesale funding utilization
o Wholesale funding of $312Bn4, down $2Bn Q/Q (-$3Bn money market funding and +$1Bn term funding) and up $30Bn Y/Y
o Wholesale funding / total assets decreased 10 bps Q/Q to 22.7%, from 22.8%
o Wholesale funding / total assets remains below pre-pandemic levels
1 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);
2 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Net Stable Funding Ratio Disclosure
Requirements (January 2021); 3 This measure has been disclosed in this document in accordance with OSFI Guideline - Public Disclosure Requirements for Domestic Systemically Important Banks on Total Loss
Absorbing Capacity (TLAC) (September 2018); 4 As of April 30, 2023
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