Capital management (Tables)

6 Months Ended

Apr. 30, 2022

Summary of Regulatory Capital and Capital Ratios

The Bank’s regulatory capital, total loss absorbing capacity and leverage measures were as follows:


	As at
($ millions)	April 30 2022			January 31 2022			October 31 2021
Capital (1)
Common Equity Tier 1 capital	$	51,547		$	52,150		$	51,010
Net Tier 1 capital		57,201			57,911			57,915
Total regulatory capital		66,628			65,527			66,101
Total loss absorbing capacity (2)		133,841			122,613			115,681
Risk-weighted assets/exposures used in calculation of capital ratios
Risk-weighted assets (1)(3)	$	445,273		$	433,682		$	416,105
Leverage exposures (4)		1,360,184			1,308,247			1,201,766
Regulatory ratios (1)
Common Equity Tier 1 capital ratio		11.6	%		12.0	%		12.3	%
Tier 1 capital ratio		12.8	%		13.4	%		13.9	%
Total capital ratio		15.0	%		15.1	%		15.9	%
Total loss absorbing capacity ratio (2)		30.1	%		28.3	%		27.8	%
Leverage ratio (4)		4.2	%		4.4	%		4.8	%
Total loss absorbing capacity leverage ratio (2)		9.8	%		9.4	%		9.6	%

(1)

This measure has been disclosed in this document in accordance with OSFI Guideline – Capital Adequacy Requirements (November 2018).

(2)

This measure has been disclosed in this document in accordance with OSFI Guideline – Total Loss Absorbing Capacity (September 2018). Results for October 31, 2021 are shown for comparative purposes and were not a regulatory requirement.

(3)

As at April 30, 2022, January 31, 2022 and October 31, 2021, the Bank did not have a regulatory capital floor add-on for CET1, Tier 1, Total capital and TLAC RWA.

(4)

This measure has been disclosed in this document in accordance with OSFI Guideline – Leverage Requirements (November 2018).