TD Bank 2009 Annual Report Download - page 143

TD BANK FINANCIAL GROUP ANNUAL REPORT 2009 FINANCIAL RESULTS 139
Financial Assets Subject to the Standardized Approach by Risk-Weights
(millions of Canadian dollars) 0% 20% 35% 50% 75% 100% 150% Total
2009
Loans
Residential mortgages $ 91 $ – $ 5,964 $ – $ 1,266 $ 159 $ 3 $ 7,483
Consumer instalment and other personal – – 2,243 – 15,168 26 51 17,488
Credit card ––––820–23843
Business and government 415 735 – 1 1,620 33,508 856 37,135
Debt securities classified as loans1– 167 – – – 86 – 253
Total loans 506 902 8,207 1 18,874 33,779 933 63,202
Securities – held-to-maturity
Securities purchased under reverse repurchase agreement – 2,164 –––––2,164
Customers’ liability under acceptances – – – – 7 – 7
Other assets21,902 1,708 – 2 – – – 3,612
Total assets 2,408 4,774 8,207 3 18,874 33,786 933 68,985
Off-balance sheet credit instruments 5 1,626 – – 295 8,929 – 10,855
Total $ 2,413 $ 6,400 $ 8,207 $ 3 $ 19,169 $ 42,715 $ 933 $ 79,840
2008
Loans
Residential mortgages $ 48 $ – $ 3,539 $ – $ 1,193 $ 36 $ 1 $ 4,817
Consumer instalment and other personal 19 – 2,510 – 13,632 4 20 16,185
Credit card ––––727–12739
Business and government 391 488 – – 960 33,758 170 35,767
Total loans 458 488 6,049 – 16,512 33,798 203 57,508
Securities – held-to-maturity –––––33–33
Securities purchased under reverse repurchase agreement 4,801 958 –––––5,759
Customers’ liability under acceptances –––––6–6
Other assets243 1,201 –––––1,244
Total assets 5,302 2,647 6,049 – 16,512 33,837 203 64,550
Off-balance sheet credit instruments 28 107 11 – 294 8,474 – 8,914
Total $ 5,330 $ 2,754 $ 6,060 $ – $ 16,806 $ 42,311 $ 203 $ 73,464
CREDIT QUALITY OF FINANCIAL ASSETS
The following table provides the on and off-balance sheet exposures
by risk-weight for certain financial assets that are subject to the
Standardized approach to credit risk. Under the Standardized approach,
assets receive an OSFI-prescribed risk-weight based on factors
1As a result of the 2009 Amendments to CICA Handbook Section 3855, certain
available-for-sale and held-to-maturity securities were reclassified to loans, as
described in Note 1a).
2Other assets include amounts due from banks and interest-bearing deposits
with banks.
including counterparty type, product type, collateral and external
credit assessments. These assets relate primarily to our U.S. Personal
and Commercial Banking portfolio. Refer to the Managing Risk –
Credit Risk section of the MD&A for a discussion on the risk rating
for the standardized approach.