TD Bank 2014 Annual Report Download - page 212

TD BANK GROUP ANNUAL REPORT 2014 FINANCIAL RESULTS210
Financial Assets Subject to the Standardized Approach by Risk-Weights
(millions of Canadian dollars) As at
October 31, 2014
0% 20% 35% 50% 75% 100% 150% Total
Loans
Residential mortgages $ – $ – $ 21,374 $ – $ 2,090 $ 255 $ 3 $ 23,722
Consumer instalment and other personal 244 336 4,187 – 26,597 73 262 31,699
Credit card – – – – 17,041 – 127 17,168
Business and government 6,689 2,164 – – 3,444 54,286 838 67,421
Debt securities classified as loans – 307 – – – 7 – 314
Total loans 6,933 2,807 25,561 – 49,172 54,621 1,230 140,324
Held-to-maturity – 34,872 – – – – – 34,872
Securities purchased under reverse
repurchase agreements – – – – – – – –
Customers’ liability under acceptances – – – – – 2 – 2
Other assets1 9,063 490 – 1 – – – 9,554
Total assets 15,996 38,169 25,561 1 49,172 54,623 1,230 184,752
Off-balance sheet credit instruments – 1,711 – – 301 20,386 – 22,398
Total $ 15,996 $ 39,880 $ 25,561 $ 1 $ 49,473 $ 75,009 $ 1,230 $ 207,150
October 31, 2013
Loans
Residential mortgages $ 146 $ 273 $ 19,080 $ – $ 1,649 $ 213 $ 3 $ 21,364
Consumer instalment and other personal – 100 3,858 – 24,095 60 152 28,265
Credit card – – – – 13,987 – 119 14,106
Business and government 4,456 1,832 – – 2,797 44,505 1,094 54,684
Debt securities classified as loans – 571 – – – 9 – 580
Total loans 4,602 2,776 22,938 – 42,528 44,787 1,368 118,999
Held-to-maturity – 11,440 – – – – – 11,440
Securities purchased under reverse
repurchase agreements – 2,085 – – – – – 2,085
Customers’ liability under acceptances – – – – – 1 – 1
Other assets1 3,585 622 – 1 – 32 – 4,240
Total assets 8,187 16,923 22,938 1 42,528 44,820 1,368 136,765
Off-balance sheet credit instruments – 2,079 – – 279 16,643 – 19,001
Total $ 8,187 $ 19,002 $ 22,938 $ 1 $ 42,807 $ 61,463 $ 1,368 $ 155,766
1
Other assets include amounts due from banks and interest-bearing deposits
with banks.
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 standard-
ized approach to credit risk. Under the standardized approach, assets
receive an OSFI-prescribed risk-weight based on factors including
counterparty type, product type, collateral, and external credit assess-
ments. These assets relate primarily to the Bank’s U.S. Retail portfolio.
Refer to the Managing Risk – Credit Risk section of the MD&A for a
discussion on the risk rating for the standardized approach.