Bank of Montreal 1997 Annual Report Download - page 69

Bank of Montreal 180th Annual Report 1997 63
Table 16 Risk-Weighted Assets ($ millions except as noted)
1997 1996
Credit Risk Risk- Risk-
risk weighting weighted weighted
As at October 31 Balance equivalent % balance balance
Balance sheet items
Cash resources 32,245 0–20 6,149 4,550
Securities 41,789 0–100 12,345 6,777
Mortgages 38,141 0–100 11,821 13,527
Other loans and acceptances 82,371 0–100 60,670 52,668
Other assets 13,292 0–100 5,893 5,124
Total balance sheet items 207,838 96,878 82,646
Off-balance sheet items
Guarantees and standby letters of credit 10,562 8,989 0–100 7,468 6,713
Securities lending 13,547 3,874 0–100 1,454 1,033
Documentary and commercial letters of credit 1,637 327 0–100 290 187
Commitments to extend credit:
Original maturity of one year and under 39,474 0 000
Original maturity of over one year 32,813 16,407 0–100 15,959 13,108
Derivative financial instruments 714,902 8,007 0–50 2,299 2,563
Note issuance and revolving underwriting facilities 0 0 0–50 017
Total off-balance sheet items 812,935 27,470 23,621
Total risk-weighted assets 124,348 106,267
Total risk-weighted assets – U.S. basis 128,826 107,994
Table 17 Liquid Assets ($ millions except as noted)
As at October 31 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988
Canadian Dollar Liquid Assets
Deposits with other banks 3,110 2,839 3,002 2,790 1,762 1,394 1,762 3,126 2,259 1,364
Other cash resources 702 631 17 651 734 967 1,494 849 1,361 1,278
Securities 22,442 22,651 21,245 16,915 16,436 15,251 11,725 6,278 5,083 5,820
Total Canadian dollar liquid assets 26,254 26,121 24,264 20,356 18,932 17,612 14,981 10,253 8,703 8,462
U.S. Dollar and Other Currencies Liquid Assets
Deposits with other banks 26,946 18,606 16,418 11,029 8,476 8,120 9,327 7,688 4,327 6,786
Other cash resources 1,487 2,111 880 189 1,109 807 1,024 839 634 742
Securities 19,347 13,958 11,774 9,620 6,892 7,330 6,137 5,960 4,678 4,126
Total U.S. dollar and other currencies liquid assets 47,780 34,675 29,072 20,838 16,477 16,257 16,488 14,487 9,639 11,654
Total liquid assets 74,034 60,796 53,336 41,194 35,409 33,869 31,469 24,740 18,342 20,116
Total liquid assets-to-total assets (%) 35.6 35.8 35.1 29.8 30.3 31.1 31.9 28.3 23.3 25.5
Table 18 Deposits ($ millions)
As at October 31 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988
Canadian Dollar Deposits
Banks 3,200 3,566 2,652 3,074 3,117 2,303 2,127 1,462 1,208 1,268
Businesses and governments 25,273 14,607 13,862 12,311 10,109 12,090 9,342 7,939 7,699 8,187
Individuals 44,170 44,361 43,156 40,617 39,230 37,503 35,488 33,066 30,500 27,312
Total Canadian dollar deposits 72,643 62,534 59,670 56,002 52,456 51,896 46,957 42,467 39,407 36,767
U.S. Dollar and Other Currencies Deposits
Banks 28,072 21,174 21,357 19,227 17,690 16,519 12,200 12,126 9,236 9,125
Businesses and governments 29,628 22,867 20,964 16,430 12,566 13,285 13,789 10,802 9,974 14,162
Individuals 13,869 12,687 7,614 6,582 5,147 4,901 4,823 4,775 4,368 4,308
Total U.S. dollar and other currencies deposits 71,569 56,728 49,935 42,239 35,403 34,705 30,812 27,703 23,578 27,595
Total deposits 144,212 119,262 109,605 98,241 87,859 86,601 77,769 70,170 62,985 64,362