Investor Presentaiton
DIVERSIFIED FUNDING PROFILE & SOUND LIQUIDITY METRICS
Balance Sheet Overview
($B, as at January 31, 2024)
Cash and
Securities
41%
$434
Other Assets 23
Cash & Reverse Repos 50
Securities
130
$434
Other Liabilities 24
Unsecured Funding 54
(2)
Wholesale
Funding
26%
-
Secured Funding 53
Banker's Acceptances 6
Loans
53%
Business & Government Loans
94
Business & Government Deposits
145
Personal Loans & Cards 19
Residential Mortgages
(1)
& HELOC
118
Assets
Liquidity Ratios(³)
(As at January 31, 2024)
149%
145%
148%
140%
117%
119%
114%
117%
Personal Deposits 91
Securitization & Covered Bonds 36
Capital 25
Liabilities & Equity
155%
155%
151%
146%
145%
121%
118%
118%
118%
Deposits,
Securitization
& Capital
68%
117%
100%
Q1 22
Q2 22
Q3 22
LCR
Q4 22
Q1 23
NSFR
Q2 23
Q3 23 Q4 23
Regulatory minimum
Q1 24
(1) Securitized agency MBS are on balance sheet as per IFRS.
(2)
Includes obligations related to securities sold short.
(3) Represent capital management measures. See slide 2.
Balance sheet reflects our diversified business
model
☐
Core banking activities well-funded through
diversified and resilient sources
-
Diversified deposit base across segments and
products
Stable securitization funding
Unsecured wholesale funding diversified across
currencies, products, tenors and geographies
Sound liquidity profile
Consistently operating at liquidity levels well
above regulatory minimum requirements
■ LCR ratio of 145% and NSFR of 117% as at
Jan. 31, 2024
Reflects implementation of OSFI's new regulatory
liquidity treatment of cash ETFs
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