Bank of Montreal 2000 Annual Report Download - page 105

Bank of Montreal Group of Companies Annual Report 2000 ■81
Table 16 Risk-Weighted Assets ($ millions except as noted)
As at October 31 2000 1999
Credit Risk Risk- Risk-
risk weighting weighted weighted
Balance equivalent % balance balance
Balance sheet items
Cash resources 18,508 0-20 3,511 4,609
Securities 46,463 0-100 8,596 9,918
Mortgages 43,164 0-100 12,570 12,791
Other loans and acceptances 99,283 0-100 71,247 67,160
Other assets 25,978 0-100 8,842 6,490
Total balance sheet items 233,396 104,766 100,968
Off-balance sheet items
Guarantees and standby letters of credit 11,810 8,320 0-100 8,320 8,515
Securities lending 1,616 156 0-100 156 977
Documentary and commercial letters of credit 698 113 0-100 113 115
Commitments to extend credit:
Original maturity of one year and under 76,3530000
Original maturity of over one year 29,766 11,533 0-100 11,533 15,677
Derivative financial instruments 1,402,541 14,500 0-50 4,817 3,990
Note issuance and revolving underwriting facilities 0-50 0
Total off-balance sheet items 1,522,784 24,939 29,274
Total risk-weighted assets – credit risk 129,705 130,242
Total risk-weighted assets – market risk 4,655 6,722
Total risk-weighted assets 134,360 136,964
Total risk-weighted assets – U.S. basis 139,865 142,955
Table 17 Liquid Assets ($ millions except as noted)
As at October 31 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991
Canadian Dollar Liquid Assets
Deposits with other banks 1,814 843 1,080 3,110 2,839 3,002 2,790 1,762 1,394 1,762
Other cash resources 782 817 745 702 631 17 651 734 967 1,494
Securities 20,846 15,942 17,216 22,442 22,651 21,245 16,915 16,436 15,251 11,725
Total Canadian dollar liquid assets 23,442 17,602 19,041 26,254 26,121 24,264 20,356 18,932 17,612 14,981
U.S. Dollar and Other Currencies
Liquid Assets
Deposits with other banks 15,125 21,279 16,334 26,946 18,606 16,418 11,029 8,476 8,120 9,327
Other cash resources 787 1,097 1,571 1,487 2,111 880 189 1,109 807 1,024
Securities 25,617 27,331 26,249 19,347 13,958 11,774 9,620 6,892 7,330 6,137
Total U.S. dollar and other
currencies liquid assets 41,529 49,707 44,154 47,780 34,675 29,072 20,838 16,477 16,257 16,488
Total liquid assets 64,971 67,309 63,195 74,034 60,796 53,336 41,194 35,409 33,869 31,469
Total liquid assets-to-total assets (%) 27.8 29.2 28.4 35.6 35.8 35.1 29.8 30.3 31.1 31.9
Pledged assets included in total liquid assets 33,447 39,872 41,437 36,594 31,959 24,473 24,733 NA NA NA
Table 18 Statement of Income Excluding Non-Recurring Items ($ millions)
For the year ended October 31 2000 1999 1998 1997 1996
Net interest income (TEB) (a) 4,338 4,417 4,152 4,186 3,711
Other income 4,100 3,539 3,118 2,981 2,516
Total revenue 8,438 7,956 7,270 7,167 6,227
Provision for credit losses 400 320 130 275 225
Non-interest expense 5,301 5,147 4,785 4,492 3,890
Income before provision for income taxes,
non-controlling interest in subsidiaries and goodwill 2,737 2,489 2,355 2,400 2,112
Income taxes (TEB) 997 948 938 986 875
Non-controlling interest 19 21 25 25 20
Amortization of goodwill, net of applicable income tax 49 43 42 41 35
Net income 1,672 1,477 1,350 1,348 1,182
Year-over-year growth (%) 13.1 9.5 0.2 14.1 15.8
Reflects results of operations excluding non-recurring items as shown in Table 19 on page 82.
(a)
Refertotheglossaryonpage88foradefinitionofthetaxableequivalentbasis(TEB)adjustment.
NA – Not available