Financial Performance and Digital Progress Update
Strong Balance Sheet Metrics
$Bn
Q4/22
Q3/23
Q4/23
Capital Metrics
CET1 Ratio 1,2
11.5%
12.7%
13.0%
Tier 1 Capital Ratio 12
13.2%
14.6%
14.8%
Total Capital Ratio
1,2
15.3%
16.9%
17.2%
TLAC Ratio 1,2,3
27.4%
30.5%
30.6%
Leverage Ratio
4.2%
4.1%
4.2%
TLAC Leverage Ratio 3,4
8.8%
8.7%
8.6%
CET1 Capital 1,2
53.1
55.8
57.0
Liquidity Metrics
Liquidity Coverage Ratio5
119%
133%
136%
Net Stable Funding Ratio6
High Quality Liquid Assets
111%
114%
116%
213.2
264.0
272.6
Balance Sheet Metrics
Loan-To-Deposit Ratio?
116%
114%
110%
Wholesale Funding/Total Assets (Spot)
21.6%
21.8%
20.6%
Average Total Earning Assets
1,206.7
1,292.4
1,293.7
Average Total Net Loans and Acceptances
753.4
779.9
769.6
Average Depositsā¹
648.4
684.6
699.2
1 2
2
3
4
Regulatory ratios and amounts reported as at Q3 and Q4 2023 are under Revised Basel III requirements and are not directly comparable to ratios and amounts reported in Q4 2022
Q3 and Q4 2023 regulatory capital ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline-Capital Adequacy Requirements (February 2023). Prior year regulatory capital
ratios were prepared in accordance with OSFI Guideline -Capital Adequacy Requirements (November 2018)
This measure has been disclosed in this document in accordance with OSFI Guideline - Total Loss Absorbing Capacity (September 2018)
2023 leverage ratios are based on Revised Basel III requirements as determined in accordance with OSFI Guideline - Leverage Requirements (February 2023). Prior period leverage ratios were prepared in accordance
with OSFI Guideline -Leverage Requirements (November 2018)
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)
This measure has been disclosed in this document in accordance with OSFI Guideline - Net Stable Funding Ratio Disclosure Requirements (January 2021)
This metric is calculated using Average Total Net Loans and Acceptances to Customers/Total Deposits of Canadian Banking, International Banking (Reported FX), Global Wealth Management, and Global Banking and
Markets
Refer to non-GAAP measures on page 20 of the Management's Discussion & Analysis in the Bank's 2023 Annual Report, available on http://www.sedarplus.ca
Business line deposits excluding Group Treasury wholesale funding
30
599
8
9View entire presentation