XML 24 R62.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Fair Value Measurements - Schedule of Reconciliation of Changes in Fair Value for Level 3 Assets and Liabilities (Detail) - Level 3 of fair value hierarchy [member] - CAD ($)
$ in Millions
3 Months Ended
Jan. 31, 2020
Jan. 31, 2019
Trading deposits [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance $ (4,092) $ (3,024)
Total realized and unrealized gains (losses) included in income (105) (99)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements purchases/Issuances (712) (295)
Movements Sales/Settlements 700 (47)
Transfers Out of Level 3 0 0
Fair value ending balance (4,209) (3,465)
Change in Unrealized gain (losses) on instruments still held (45) (80)
Derivative financial liabilities [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (1,026) (659)
Total realized and unrealized gains (losses) included in income (147) (147)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements purchases/Issuances (31) (38)
Movements Sales/Settlements 75 75
Transfer Into Level 3 1  
Transfers Out of Level 3 0 0
Fair value ending balance (1,128) (769)
Change in Unrealized gain (losses) on instruments still held (145) (133)
Derivative financial liabilities [member] | Interest rate contracts [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (83) (63)
Total realized and unrealized gains (losses) included in income (10) (3)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements Sales/Settlements 8 2
Transfers Out of Level 3 0 0
Fair value ending balance (85) (64)
Change in Unrealized gain (losses) on instruments still held (5) (4)
Derivative financial liabilities [member] | Foreign exchange contracts [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (1) 1
Total realized and unrealized gains (losses) included in income (1) (1)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements Sales/Settlements 1 2
Transfer Into Level 3 1  
Transfers Out of Level 3 0 0
Fair value ending balance   2
Derivative financial liabilities [member] | Equity contracts [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (925) (624)
Total realized and unrealized gains (losses) included in income (133) (105)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements purchases/Issuances (31) (38)
Movements Sales/Settlements 65 68
Transfers Out of Level 3 0 0
Fair value ending balance (1,024) (699)
Change in Unrealized gain (losses) on instruments still held (134) (103)
Derivative financial liabilities [member] | Commodity contracts [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (17) 27
Total realized and unrealized gains (losses) included in income (3) (38)
Total realized and unrealized gains (losses) included in OCI 0 0
Movements Sales/Settlements 1 3
Transfers Out of Level 3 0 0
Fair value ending balance (19) (8)
Change in Unrealized gain (losses) on instruments still held (6) (26)
Financial liabilities designated at fair value through profit or loss [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance (21) (14)
Total realized and unrealized gains (losses) included in income 7 23
Total realized and unrealized gains (losses) included in OCI 0 0
Movements purchases/Issuances (39) (17)
Movements Sales/Settlements 48 5
Transfers Out of Level 3 0 0
Fair value ending balance (5) (3)
Change in Unrealized gain (losses) on instruments still held 7 17
Obligations Related to Securities Sold Short [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Total realized and unrealized gains (losses) included in OCI 0 0
Transfer Into Level 3 (3)  
Transfers Out of Level 3 0 0
Fair value ending balance (3)  
Trading loans, securities, and other [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 12 20
Total realized and unrealized gains (losses) included in income   1
Movements Sales/ Settlements (2) (11)
Transfer Into Level 3 9 1
Transfers Out of Level 3 (2) (1)
Fair value ending balance 17 10
Change in Unrealized gain (losses) on instruments still held   1
Trading loans, securities, and other [member] | Government and government-related securities [member] | Canadian government provincial debt [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 8 3
Movements Sales/ Settlements   (3)
Fair value ending balance 8  
Trading loans, securities, and other [member] | Other debt securities [member] | Canadian issuers [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 3 1
Movements Sales/ Settlements (1)  
Transfers Out of Level 3 (2)  
Fair value ending balance   1
Trading loans, securities, and other [member] | Other debt securities [member] | Other issuers [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 1 16
Total realized and unrealized gains (losses) included in income   1
Movements Sales/ Settlements (1) (8)
Transfer Into Level 3 9 1
Transfers Out of Level 3   (1)
Fair value ending balance 9 9
Change in Unrealized gain (losses) on instruments still held   1
Non trading financial assets at fair value through profit or loss [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 498 427
Total realized and unrealized gains (losses) included in income 8 3
Total realized and unrealized gains (losses) included in OCI   2
Movements purchases/Issuances 25 72
Movements Sales/ Settlements (26) (9)
Transfer Into Level 3   21
Fair value ending balance 505 516
Change in Unrealized gain (losses) on instruments still held 3  
Non trading financial assets at fair value through profit or loss [member] | Securities [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 493 408
Total realized and unrealized gains (losses) included in income 8 2
Total realized and unrealized gains (losses) included in OCI   2
Movements purchases/Issuances 25 71
Movements Sales/ Settlements (26) (9)
Transfer Into Level 3   21
Fair value ending balance 500 495
Change in Unrealized gain (losses) on instruments still held 3 (1)
Non trading financial assets at fair value through profit or loss [member] | Loans [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 5 19
Total realized and unrealized gains (losses) included in income   1
Movements purchases/Issuances   1
Fair value ending balance 5 21
Change in Unrealized gain (losses) on instruments still held   1
Financial assets at fair value through other comprehensive income [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 1,575 2,413
Total realized and unrealized gains (losses) included in income   1
Total realized and unrealized gains (losses) included in OCI 1 4
Movements purchases/Issuances 9 5
Movements Sales/ Settlements 2 (78)
Transfers Out of Level 3   (1)
Fair value ending balance 1,587 2,344
Change in Unrealized gain (losses) on instruments still held 2 (2)
Financial assets at fair value through other comprehensive income [member] | Government and government-related securities [member] | Other OECD government-guaranteed debt [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance   200
Total realized and unrealized gains (losses) included in income   1
Total realized and unrealized gains (losses) included in OCI   9
Fair value ending balance   210
Change in Unrealized gain (losses) on instruments still held   9
Financial assets at fair value through other comprehensive income [member] | Other debt securities [member] | Asset-backed securities [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance   562
Total realized and unrealized gains (losses) included in OCI   (3)
Fair value ending balance   559
Change in Unrealized gain (losses) on instruments still held   (3)
Financial assets at fair value through other comprehensive income [member] | Other debt securities [member] | Corporate and other debt [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 24 24
Total realized and unrealized gains (losses) included in OCI   (1)
Fair value ending balance 24 23
Change in Unrealized gain (losses) on instruments still held   (1)
Financial assets at fair value through other comprehensive income [member] | Equity securities [member] | Common shares [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 1,507 1,492
Total realized and unrealized gains (losses) included in OCI   1
Movements purchases/Issuances 9 5
Movements Sales/ Settlements 2 (3)
Fair value ending balance 1,518 1,495
Change in Unrealized gain (losses) on instruments still held 1 1
Financial assets at fair value through other comprehensive income [member] | Equity securities [member] | Preferred shares [member]    
Disclosure of fair value measurement of assets and liabilities [Line Items]    
Fair value beginning balance 44 135
Total realized and unrealized gains (losses) included in OCI 1 (2)
Movements Sales/ Settlements   (75)
Transfers Out of Level 3   (1)
Fair value ending balance 45 57
Change in Unrealized gain (losses) on instruments still held $ 1 $ (8)