Economic Forecasts and Performance Review
Wholesale Funding
Wholesale funding diversity by instrument and maturity1,6,7
27%
Senior Notes
4%
Bail-inable Notes
3%
MATURITY TABLE (EX-SUB DEBT)
(CANADIAN DOLLAR EQUIVALENT, $B)
$27
Asset-Backed
Commercial Paper³
2%
38%
Bearer Deposit Notes,
Commercial Paper &
Short-Term Certificate
of Deposits
Asset-Backed
Securities
$22
$9
10%
$4
$19
Covered Bonds
$2
$3
4
$4
$15
$249B
S
2%-
$17
$2
-10%
$9
Mortgage
Securitization4
$16
$2
$15
$15
$15
$10
$7
4%
Subordinated
Debt5
Deposits from Banks²
< 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 Q4/19.
7 May not add to 100% due to rounding.
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