Investor Presentation February 2024 slide image

Investor Presentation February 2024

Non-GAAP and Other Financial Measures8 Q1 23 (1) Reported net income in Q1-2023 included losses of $1,461 million 4,021 ($2,011 million pre-tax) related to the acquisition of Bank of the West, 1,078 comprising $1,628 million of mark-to-market losses on certain interest rate swaps recorded in non-interest trading revenue and $383 million of losses on a portfolio of primarily U.S. treasuries and other balance sheet (217) instruments recorded in net interest income. 5,099 (4,382) (2) Reported net income included the impact of a lawsuit associated with 500 a predecessor bank, M&I Marshall and Ilsley Bank: Q1-2024 included $11 million ($15 million pre-tax), comprising $14 million interest (367) expense and non-interest expense of $1 million; Q4-2023 included 133 $12 million ($16 million pre-tax), comprising interest expense of 0.14 $14 million and non-interest expense of $2 million; and Q1-2023 included $6 million ($8 million pre-tax), comprising interest expense of $6 million and a non-interest expense of $2 million. These amounts were recorded in Corporate Services. For further information, refer to the Provisions and Contingent Liabilities section in Note 24 of the audited annual consolidated financial statements of BMO's 2023 Annual Report. (3) Reported net income in Q1-2023 included a one-time tax expense of $371 million related to certain tax measures enacted by the Canadian government, recorded in Corporate Services. (6) (2,025) (4) Reported net income included acquisition and integration costs, recorded in non-interest expense. Costs related to the acquisition of Bank of the West were recorded in Corporate Services: Q1-2024 included $46 million ($61 million pre-tax); Q4-2023 included $434 million ($583 million pre-tax); and Q3-2023 included $363 million ($487 million pre-tax). Costs related to the acquisitions of Radicle and Clearpool were recorded in BMO Capital Markets: Q1-2024 included $10 million ($14 million pre-tax); Q4-2023 included a recovery of $2 million ($3 million pre-tax); and Q3-2023 included $1 million ($2 million pre- tax). Costs related to the acquisition of AIR MILES were recorded in Canadian P&C: Q1-2024 included $1 million ($1 million pre-tax); Q4-2023 included $1 million ($2 million pre-tax); and Q3-2023 included $6 million ($8 million pre-tax). (5) Reported net income included amortization of acquisition-related intangible assets recorded in non-interest expense in the related operating group: Q1-2024 included $84 million ($112 million pre-tax); Q4-2023 included $88 million ($119 million pre-tax); and Q3-2023 included $85 million ($115 million pre-tax). (2.92) (6) Reported net income in Q1-2024 included a net accounting loss on 4,410 the sale of a portfolio of recreational vehicle loans related to balance sheet optimization of $136 million ($164 million pre-tax), recorded in Corporate Services. (7) Reported net income in Q1-2024 included the impact of a U.S. Federal (217) Deposit Insurance Corporation (FDIC) special assessment of $313 million (4,133) ($417 million pre-tax), recorded in non-interest expense in Corporate 2,766 Services. (8) For more information, refer to slide 56 and the Non-GAAP and Other Financial Measures section of BMO's First Quarter 2024 MD&A Reported (Canadian $ in millions, except as noted) Net interest income Non-interest revenue Revenue Provision for credit losses Non-interest expense Q1 24 Q4 23 4,721 4,941 2,951 3,378 7,672 8,319 (627) (446) (5,389) (5,679) Results Income before income taxes 1,656 2,194 Provision for income taxes (364) (484) Net income 1,292 1,710 Diluted EPS ($) 1.73 2.19 Management of fair value changes on the purchase of Bank of the West (1) (2,011) Legal provision (recorded in revenue) (2) (14) (14) Impact of loan portfolio sale (6) (164) Impact of adjusting items on revenue (pre-tax) (178) (14) Adjusting Acquisition and integration costs (4) (76) (582) (2,017) (239) Items (Pre-tax) Amortization of acquisition-related intangible assets (5) (112) (119) (8) Legal provision (including legal fees) (2) (1) (2) (2) FDIC special assessment (7) (417) Impact of adjusting items on non-interest expense (pre-tax) (606) (703) Impact of adjusting items on reported net income (pre-tax) (784) (717) (249) (2,266) Management of fair value changes on the purchase of Bank of the West (1) (1,461) Legal provision (including related interest expense and legal fees) (2) (10) (10) (5) Impact of loan portfolio sale (6) (136) Impact of adjusting items on revenue (after-tax) (10) (10) (5) Acquisition and integration costs (4) (57) (433) (181) Adjusting Amortization of acquisition-related intangible assets (5) (84) (88) (6) Items (After-tax) Legal provision (including related interest expense and legal fees) (2) (1) (2) (1) FDIC special assessment (7) (313) Impact of adjusting items on non-interest expense (after-tax) (455) (523) (188) Impact of Canadian tax measures (3) (371) Impact of adjusting items on reported net income (after-tax) (601) (533) Impact on diluted EPS ($) Net interest income (0.83) (0.75) 4,735 4,955 Non-interest revenue 3,115 3,378 2,706 Adjusted Results Net income Revenue Provision for credit losses Non-interest expense Income before income taxes Provision for income taxes Diluted EPS ($) 7,850 8,333 7,116 (627) (446) (4,783) (4,976) 2,440 2,911 (547) (668) (608) 1,893 2,243 2,158 2.56 2.93 3.06 Prior period amounts have been reclassified to conform with the current period presentation, including the retrospective application of IFRS 17 BMO Investor Presentation ⚫ February 2024 57
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