Financial instruments - disclosures (Tables)

12 Months Ended

Oct. 31, 2023

Text Block [Abstract]

Schedule of Balance Sheet Exposure Credit Risk under Different Basel Approaches

$ millions, as at October 31		IRB approach (1)			Standardized approach			Other credit risk (2)			Total subject to credit risk			Not subject to credit risk		Total consolidated balance sheet
2023	Cash and deposits with banks	$	39,692		$	13,798		$	2,228		$	55,718		$	–	$	55,718
	Securities		129,320			16,070			–			145,390			65,958		211,348
	Cash collateral on securities borrowed		14,571			80			–			14,651			–		14,651
	Securities purchased under resale agreements		80,184			–			–			80,184			–		80,184
	Loans		467,047			60,868			1,620			529,535			3,704		533,239
	Allowance for credit losses		(3,078	)		(824	)		–			(3,902	)		–		(3,902	)
	Derivative instruments		33,243			–			–			33,243			–		33,243
	Customers’ liability under acceptances		10,574			358			(116	)		10,816			–		10,816
	Other assets		20,661			465			7,233			28,359			12,063		40,422
	Total credit exposures	$	792,214		$	90,815		$	10,965		$	893,994		$	81,725	$	975,719
2022	Total credit exposures	$	781,668		$	86,056		$	11,955		$	879,679		$	63,918	$	943,597

(1) Effective in the second quarter of 2023, the IRB approach includes both the Advanced IRB (AIRB) approach and the Foundation IRB (FIRB) approach.

(2) Includes credit risk exposures arising from other assets that are subject to the credit risk framework but are not included in the standardized or IRB frameworks, including other balance sheet assets which are risk-weighted at 100%, significant investments in the capital of non-financial institutions, and amounts below the thresholds for capital deduction that are risk-weighted at 250%.