Bank of Montreal 2013 Annual Report Download - page 109
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SUPPLEMENTAL INFORMATION
Table 22: European Repo and Derivatives Exposure (1) by Country and
Counterparty (Canadian $ in millions)
As at October 31, 2013 Repo-style transactions (7) Derivatives (8)
Gross Net of collateral Gross Net of collateral
Country Total Total Bank Corporate Sovereign Total Bank Corporate Sovereign Total
Supplemental Information
GIIPS
Greece – – – – – – – – – –
Ireland 27 1 32 1 – 33 3 1 – 4
Italy 54 – 5 – – 5 1 – – 1
Portugal – – – – – – – – – –
Spain – – 7 – – 7 1 – – 1
Total – GIIPS 81 1 44 1 – 45 5 1 – 6
Eurozone (excluding GIIPS)
France 2,966 9 190 – – 190 45 – – 45
Germany 1,098 2 54 – – 54 30 – – 30
Netherlands 1,112 4 51 1 – 52 14 1 – 15
Other (6) 23 2 61 – 1 62 12 – 1 13
Total – Eurozone (excluding GIIPS) 5,199 17 356 1 1 358 101 1 1 103
Rest of Europe
Denmark 69 – 7 – – 7 7 – – 7
Norway – – – – – – – – – –
Sweden 111 – 1 – – 1 – – – –
Switzerland 330 7 3 – – 3 19 – – 19
United Kingdom 3,534 50 238 10 3 251 79 10 – 89
Other (6) – – – – – – – – – –
Total – Rest of Europe 4,044 57 249 10 3 262 105 10 – 115
Total – All of Europe 9,324 75 649 12 4 665 211 12 1 224
Table 23: Basel III Regulatory Capital (All-in basis) ($ millions)
As at October 31, 2013
Common Equity Tier 1 capital: instruments and reserves
Directly issued qualifying common share capital plus related stock surplus 12,318
Retained earnings 15,224
Accumulated other comprehensive income (and other reserves) 602
Goodwill and other intangibles (net of related tax liability) (4,910)
Other common equity Tier 1 capital deductions (2,007)
Common Equity Tier 1 capital (CET1) 21,227
Additional Tier 1 capital: instruments
Directly issued capital instruments subject to phase-out from Additional Tier 1 3,770
Additional Tier 1 instruments (and CET1 instruments not otherwise included) issued by subsidiaries and held by third parties
(amount allowed in group AT1) 11
of which: instruments issued by subsidiaries subject to phase-out 11
Total regulatory adjustments applied to Additional Tier 1 capital (409)
Additional Tier 1 capital (AT1) 3,372
Tier 1 capital (T1 = CET1 + AT1) 24,599
Tier 2 capital: instruments and provisions
Directly issued capital instruments subject to phase-out from Tier 2 4,444
Tier 2 instruments (and CET1 and AT1 instruments not included) issued by subsidiaries and held by third parties
(amount allowed in group Tier 2) 176
of which: instruments issued by subsidiaries subject to phase-out 176
Collective allowances 331
Total regulatory adjustments to Tier 2 capital (50)
Tier 2 capital (T2) 4,901
Total capital (TC = T1 + T2) 29,500
120 BMO Financial Group 196th Annual Report 2013