FY 2021 BALANCED APPROACH BETWEEN INVESTMENT AND COST MANAGEMENT
STRONG CAPITAL AND LIQUIDITY POSITIONS
Capital and Capital Ratios (1)
($MM)
Capital
☐
Our capital levels remain strong
Q4 21
Q3 21
Q2 21
☐
Total capital ratio of 15.9%
CET1
$12,973
$12,574
$11,997
■
Tier 1
$15,622
$15,221
$15,042
Total
$16,643
$16,303
$16,153
TLAC (2)
$27,492
$26,748
$25,576
Capital ratios
CET1
12.4%
12.2%
12.2%
Tier 1
15.0%
14.8%
15.2%
Total
15.9%
15.8%
16.4%
Leverage
4.4%
4.4%
4.4%
TLAC(2)
26.3%
25.9%
25.9%
TLAC (2) Leverage
7.8%
7.8%
7.5%
Liquidity Coverage Ratio (1)
154%
154%
150%
Net Stable Funding Ratio (1)
117%
123%
125%
Strong liquidity ratios
(1) Represents a capital management measure. See slide 2.
(2) Total Loss Absorbing Capacity (TLAC). OSFI is requiring D-SIBS to maintain a minimum risk-based TLAC ratio of 24% (including the domestic stability buffer) of
risk-weighted assets and a minimum TLAC leverage ratio of 6.75% by November 1, 2021.
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