Canadian Banking and Mortgage Portfolio Overview
Wholesale Funding
Wholesale funding diversity by instrument and maturity1,6,7
24%
Senior Notes
7%
Bail-inable Notes
MATURITY TABLE (EX-SUB DEBT)
(CANADIAN DOLLAR EQUIVALENT, $B)
Asset-Backed
Commercial Paper³
2%
42%
Bearer Deposit Notes,
Commercial Paper &
Short-Term Certificate
of Deposits
2%
$26
$25
Asset-Backed
Securities
4
$4
10%
$271B
Covered Bonds
1%
9%
Mortgage
Securitization4
3%
Subordinated
Debt5
Deposits from Banks²
$21
$4
$21
$3
$11
$3
$1
$14
$1
$6
$9
$18
$17
$1
$18
$13
13
$9
$8
< 1 Year 2 Years 3 Years 4 Years 5 Years 5 Years >
Senior Debt
ABS
Covered Bonds
1 Excludes repo transactions and bankers acceptances, which are disclosed in the contractual maturities table in the MD&A of the Interim Consolidated Financial Statements. Amounts are based on remaining term to maturity.
2 Only includes commercial bank deposits raised by Group Treasury.
3 Excludes asset-backed commercial paper (ABCP) issued by certain ABCP conduits that are not consolidated for financial reporting purposes.
4 Represents residential mortgages funded through Canadian Federal Government agency sponsored programs. Funding accessed through such programs does not impact the funding capacity of the Bank in its own name.
5 Although subordinated debentures are a component of regulatory capital, they are included in this table in accordance with EDTF recommended disclosures.
6 As per Wholesale Funding Sources Table in MD&A, as of Q1/20.
7 May not add to 100% due to rounding.
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