Recovery and settlement of on-balance sheet assets and liabilities |
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Note 31 Recovery and settlement of on-balance sheet assets and liabilities | The table below presents an analysis of assets and liabilities recorded on our Consolidated Balance Sheets by amounts to be recovered or settled within one year and after one year, as at the balance sheet date, based on contractual maturities and certain other assumptions outlined in the footnotes below. As warranted, we manage the liquidity risk of various products based on historical behavioural patterns that are often not aligned with contractual maturities. Amounts to be recovered or settled within one year, as presented below, may not be reflective of our long-term view of the liquidity profile of certain balance sheet categories.
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(Millions of Canadian dollars) |
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Total |
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Cash and due from banks (1) |
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$ 112,924 |
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$ |
922 |
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$ |
113,846 |
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Interest-bearing deposits with banks |
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79,638 |
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– |
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79,638 |
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129,206 |
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10,034 |
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139,240 |
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Investment, net of applicable allowance |
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29,831 |
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115,653 |
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145,484 |
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Assets purchased under reverse repurchase agreements and securities borrowed |
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307,805 |
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98 |
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307,903 |
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98,946 |
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404,652 |
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503,598 |
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60,099 |
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157,967 |
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218,066 |
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Allowance for loan losses |
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(4,089 |
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Segregated fund net assets |
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– |
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2,666 |
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2,666 |
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Customers’ liability under acceptances |
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19,793 |
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5 |
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19,798 |
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93,409 |
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2,132 |
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95,541 |
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28 |
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7,396 |
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7,424 |
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– |
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10,854 |
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10,854 |
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– |
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4,471 |
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4,471 |
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47,634 |
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14,249 |
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61,883 |
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$ 979,313 |
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$ |
731,099 |
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$ |
1,706,323 |
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$ 943,633 |
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$ |
157,198 |
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$ |
1,100,831 |
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Segregated fund net liabilities |
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– |
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2,666 |
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2,666 |
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19,868 |
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5 |
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19,873 |
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Obligations related to securities sold short |
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35,524 |
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2,317 |
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37,841 |
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Obligations related to assets sold under repurchase agreements and securities loaned |
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261,533 |
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668 |
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262,201 |
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89,804 |
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1,635 |
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91,439 |
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Insurance claims and policy benefit liabilities |
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1,867 |
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10,949 |
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12,816 |
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48,901 |
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21,400 |
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70,301 |
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188 |
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9,405 |
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9,593 |
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$ 1,401,318 |
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$ |
206,243 |
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$ |
1,607,561 |
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(1) |
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Cash and due from banks are assumed to be recovered within one year, except for cash balances not available for use by the Bank. |
(2) |
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Trading securities classified as FVTPL and trading derivatives are presented as within one year as this best represents in most instances the short-term nature of our trading activities. Trading securities designated as FVTPL are generally presented based on contractual maturity. N on-trading derivatives are presented according to the recovery or settlement of the hedging transaction. |
(3) |
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Demand deposits of $562 billion (October 31, 2021 – $576 billion) are presented as within one year due to their being repayable on demand or at short notice on a contractual basis. In practice, these deposits relate to a broad range of individuals and customer-types which form a stable base for our operations and liquidity needs. |
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