XML 291 R224.htm IDEA: XBRL DOCUMENT v3.20.2
IFRS 7 - Disclosure - Market Risk - Summary of Stressed Value At Risk by Trading Activities (Detail) - CAD ($)
$ in Millions
12 Months Ended
Oct. 31, 2020
Oct. 31, 2019
Market Risk [line items]    
Stressed total VaR (one-day measure) $ 30.2 $ 21.0
Interest rate risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 33.7 26.4
Credit risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 7.1 11.1
Equity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 6.9 2.2
Foreign exchange risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 9.1 6.5
Commodity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 3.0 11.9
Debt specific risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 6.1 4.9
Risk diversification effect [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) (35.7) (42.0)
High risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 34.1 47.1
High risk [member] | Interest rate risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 41.0 37.0
High risk [member] | Credit risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 22.6 18.1
High risk [member] | Equity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 26.3 20.2
High risk [member] | Foreign exchange risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 22.0 29.5
High risk [member] | Commodity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 10.9 11.9
High risk [member] | Debt specific risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 6.5 7.3
Low risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 7.4 3.5
Low risk [member] | Interest rate risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 8.4 8.9
Low risk [member] | Credit risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 6.1 7.9
Low risk [member] | Equity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 0.0 1.4
Low risk [member] | Foreign exchange risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 1.0 0.6
Low risk [member] | Commodity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 1.0 1.3
Low risk [member] | Debt specific risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 1.6 4.1
Average risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 18.9 15.2
Average risk [member] | Interest rate risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 20.2 19.4
Average risk [member] | Credit risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 11.5 12.1
Average risk [member] | Equity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 4.2 3.9
Average risk [member] | Foreign exchange risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 7.8 10.4
Average risk [member] | Commodity price risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 4.5 4.8
Average risk [member] | Debt specific risk [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) 4.6 5.5
Average risk [member] | Risk diversification effect [member]    
Market Risk [line items]    
Stressed total VaR (one-day measure) $ (33.9) $ (40.9)