Bank of Montreal 1998 Annual Report Download - page 73

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BANK OF MONTREAL GROUP OF COMPANIES
TABLE 16 RISK-WEIGHTED ASSETS ($ millions except as noted)
1998 19 97
Credit Risk Risk- Risk-
risk weighting weighted weighted
As at October 31 Balance equivalent % balance balance
Balance sheet items
Cash resources 19,730 0 – 20 3,732 6,149
Securities 43,465 0 – 100 11,346 12,345
Mortgages 38,951 0 – 100 11,179 11,821
Other loans and acceptances 97,684 0 – 100 66,135 60,670
Other assets 22,760 0 – 100 8,419 5,893
Total balance sheet items 222,590 100,811 96,878
Off-balance sheet items
Guarantees and standby letters of credit 14,006 11,964 0 – 100 9,385 7,468
Securities lending 12,757 2,645 0 – 100 567 1,454
Documentary and commercial letters of credit 812 162 0 – 100 120 290
Commitments to extend credit:
Original maturity of one year and under 59,972 0 0 0 0
Original maturity of over one year 34,890 17,445 0 – 100 16,737 15,959
Derivative financial instruments 993,751 13,126 0 – 50 4,072 2,299
Note issuance and revolving underwriting facilities 63 31 0 – 50 6 0
Total off-balance sheet items 1,116,251 30,887 27,470
Total risk-weighted assets – credit risk 131,698 124,348
Total risk-weighted assets – market risk (a) 8,084 NA
Total risk-weighted assets 139,782 124,348
Total risk-weighted assets – U.S. basis 146,151 128,826
TABLE 17 LIQUID ASSETS ($ millions except as noted)
As at October 31 19 9 8 19 97 19 9 6 19 9 5 19 9 4 19 9 3 19 9 2 1991 199 0 198 9
Canadian Dollar Liquid Assets
Deposits with other banks 1,080 3,110 2,839 3,002 2,790 1,762 1,394 1,762 3,126 2,259
Other cash resources 745 702 631 17 651 734 967 1,494 849 1,361
Securities 17,216 22,442 22,651 21,245 16,915 16,436 15,251 11,725 6,278 5,083
Total Canadian dollar liquid assets 19,041 26,254 26,121 24,264 20,356 18,932 17,612 14,981 10,253 8,703
U.S. Dollar and Other Currencies Liquid Assets
Deposits with other banks 16,334 26,946 18,606 16,418 11,029 8,476 8,120 9,327 7,688 4,327
Other cash resources 1,571 1,487 2,111 880 189 1,109 807 1,024 839 634
Securities 26,249 19,347 13,958 11,774 9,620 6,892 7,330 6,137 5,960 4,678
Total U.S. dollar and other
currencies liquid assets 44,154 47,780 34,675 29,072 20,838 16,477 16,257 16,488 14,487 9,639
Total liquid assets 63,195 74,034 60,796 53,336 41,194 35,409 33,869 31,469 24,740 18,342
Total liquid assets-to-total assets (%) 28.4 35.6 35.8 35.1 29.8 30.3 31.1 31.9 28.3 23.3
Pledged assets included in total liquid assets 41,437 36,594 31,959 24,473 24,733 NA NA NA NA NA
TABLE 18 DEPOSITS ($ millions)
As at October 31 19 9 8 19 97 19 9 6 19 9 5 19 9 4 19 9 3 19 9 2 1991 199 0 198 9
Canadian Dollar Deposits
Banks 2,511 3,200 3,566 2,652 3,074 3,117 2,303 2,127 1,462 1,208
Businesses and governments 23,344 25,273 14,607 13,862 12,311 10,109 12,090 9,342 7,939 7,699
Individuals 43,583 44,170 44,361 43,156 40,617 39,230 37,503 35,488 33,066 30,500
Total Canadian dollar deposits 69,438 72,643 62,534 59,670 56,002 52,456 51,896 46,957 42,467 39,407
U.S. Dollar and Other Currencies Deposits
Banks 23,745 28,072 21,174 21,357 19,227 17,690 16,519 12,200 12,126 9,236
Businesses and governments 34,720 29,628 22,867 20,964 16,430 12,566 13,285 13,789 10,802 9,974
Individuals 16,080 13,869 12,687 7,614 6,582 5,147 4,901 4,823 4,775 4,368
Total U.S. dollar and other currencies deposits 74,545 71,569 56,728 49,935 42,239 35,403 34,705 30,812 27,703 23,578
Total deposits 143,983 144,212 119,262 109,605 98,241 87,859 86,601 77,769 70,170 62,985
(a) Changes to the capital adequacy guidelines require risk-weighted balances to
include market risk. Market risk is the risk of loss in on- and off-balance sheet
positions arising from movements in market rates and prices. Market risk risk-
weighted assets also incorporates the risk associated with on-balance sheet
trading positions. Therefore, the risk-weighted on-balance sheet items are reduced
by the on-balance sheet trading positions. Prior periods have not been restated
for this change.
NA – Not available