Financial Overview and Sector Exposure
STRONG CAPITAL AND LIQUIDITY POSITIONS
Capital and Capital Ratios (1)
(SMM)
Q1 22
Q4 21
Q3 21
Capital
CET1
$13,515
$12,973
$12,574
Our capital levels remain strong
Total capital ratio of 16.1%
Tier 1
$16,164
$15,622
$15,221
Total
$17,123
$16,643
$16,303
Strong liquidity ratios
TLAC (2)
$29,462
$27,492
$26,748
Capital ratios
CET1
12.7%
12.4%
12.2%
Tier 1
15.2%
15.0%
14.8%
Total
16.1%
15.9%
15.8%
Leverage
4.4%
4.4%
4.4%
TLAC(2)
TLAC (2) Leverage
Liquidity Coverage Ratio (1)
149%
154%
154%
Net Stable Funding Ratio (1)
117%
117%
123%
27.8%
26.3%
25.9%
8.0%
7.8%
7.8%
(1) Represents a capital management measure. See slide 2.
(2) Total Loss Absorbing Capacity (TLAC). Since November 1, 2021, OSFI is requiring D-SIBS to maintain a minimum risk-based TLAC ratio of 24% (including the
domestic stability buffer) of risk-weighted assets and a minimum TLAC leverage ratio of 6.75%.
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