The following table presents the assets and liabilities recorded on our Consolidated Balance Sheets and our maximum exposure to loss related to our interests in unconsolidated structured entities. It also presents the size of each class of unconsolidated structured entity, as measured by the total assets of the entities in which we have an interest.


	As at October 31, 2022

(Millions of Canadian dollars)	Multi-seller conduits (1)		Structured finance		Non-RBC managed investment funds		Third-party securitization vehicles		Other		Total
On-balance sheet assets

Securities	$	255	$	–	$	3,089	$	–	$	595	$	3,939
Loans		–		5,334		–		8,494		2,487		16,315
Derivatives		25		–		–		–		100		125
Other assets		–		6		–		–		568		574
	$	280	$	5,340	$	3,089	$	8,494	$	3,750	$	20,953
On-balance sheet liabilities
Derivatives	$	171	$	–	$	–	$	–	$	–	$	171
	$	171	$	–	$	–	$	–	$	–	$	171
Maximum exposure to loss (2)	$	48,260	$	8,658	$	3,758	$	14,339	$	5,523	$	80,538
Total assets of unconsolidated structured entities	$	47,289	$	26,543	$	548,320	$	64,361	$	554,573	$	1,241,086


	As at October 31, 2021

(Millions of Canadian dollars)	Multi-seller conduits (1)		Structured finance		Non-RBC managed investment funds		Third-party securitization vehicles		Other		Total
On-balance sheet assets

Securities	$	12	$	–	$	3,047	$	–	$	537	$	3,596
Loans		–		4,569		–		6,855		1,453		12,877
Derivatives		17		–		–		–		108		125
Other assets		–		27		–		–		363		390
	$	29	$	4,596	$	3,047	$	6,855	$	2,461	$	16,988
On-balance sheet liabilities
Derivatives	$	93	$	–	$	–	$	–	$	–	$	93
	$	93	$	–	$	–	$	–	$	–	$	93
Maximum exposure to loss (2)	$	40,893	$	8,361	$	3,651	$	12,214	$	4,057	$	69,176
Total assets of unconsolidated structured entities	$	40,074	$	19,881	$	506,699	$	80,458	$	392,348	$	1,039,460

(1)

Total assets of unconsolidated structured entities represent the maximum assets that may have to be purchased by the conduits under purchase commitments outstanding. Of the purchase commitments outstanding, the conduits have purchased financial assets totalling $

32 billion

as at October 31, 2022 (October 31, 2021 – $25 billion).

(2)

The maximum exposure to loss resulting from our interests in these entities consists mostly of investments, loans, fair value of derivatives, liquidity and credit enhancement facilities. The maximum exposure to loss of the multi-seller conduits is higher than the on-balance sheet assets primarily because of the notional amounts of the backstop liquidity and credit enhancement facilities. Refer to Note 24.