Investor Presentation Fourth Quarter 2020
Strong capital, liquidity and balance sheet position
Q4 Highlights
$B
Average Loans and Acceptances
Q4/19
Q3/20
Q4/20
•
396.4
414.9
413.1
Continued capital, liquidity and balance sheet strength
Average Deposits
485.6
557.4
568.7
CET1 Increase driven by internal capital generation and a net decrease in RWAS
CET1 capital
27.7
30.2
30.9
• 23 bps capital generation from earnings, net of dividends
CET1 ratio
11.6%
11.8%
12.1%
•
RWAs decreased $1.8B QoQ
Risk-weighted assets (RWA)
239.9
256.7
254.9
Fully loaded CET11 ratio of 11.9%
Leverage ratio
4.3%
4.6%
4.7%
Liquidity coverage ratio (average)
125%
150%
145%
HQLA (average)
119.4
178.0
187.2
CET1 Ratio
CIBC
1
11.8%
5 bps
12 bps
(6) bps
23 bps
12.1%
Q3/20
Earnings net of
Dividends
RWA Movements
(excl. FX
and Migration)
RWA from Credit
Migration
Other
Q4/20
Fully loaded CET1 ratio is based on the CET1 capital excluding the benefit of the ECL transitional arrangement provided by OSFI as announced on March 27, 2020.
Fourth Quarter, 2020 9View entire presentation