Fair value of financial instrument - Summary of Fair Value of Assets and Liabilities Measured at Fair Value on a Recurring Basis and Classified Using Fair Value Hierarchy (Detail) - CAD ($)
$ in Millions |
Oct. 31, 2022 |
Oct. 31, 2021 |
Oct. 31, 2020 |
| Financial assets |
|
|
|
| Interest-bearing deposits with banks |
$ 108,011
|
$ 79,638
|
|
| Trading |
|
|
|
| Trading securities |
148,205
|
139,240
|
|
| Investment |
|
|
|
| Assets purchased under reverse repurchase agreements and securities borrowed |
317,845
|
307,903
|
|
| Loans |
819,965
|
717,575
|
|
| Derivatives |
|
|
|
| Impact on Positive fair values (Derivative assets) of netting agreements that qualify for balance sheet offset |
(96,692)
|
(77,582)
|
|
| Derivatives |
154,439
|
95,541
|
|
| Deposits |
|
|
|
| Personal |
404,932
|
362,488
|
|
| Business and government |
759,870
|
696,353
|
|
| Bank |
44,012
|
41,990
|
|
| Other |
|
|
|
| Obligations related to securities sold short |
35,511
|
37,841
|
|
| Obligations related to assets sold under repurchase agreements and securities loaned |
273,947
|
262,201
|
|
| Derivatives |
|
|
|
| Impact on Negative fair values (Derivative liabilities) of netting agreements that qualify for balance sheet offset |
(96,692)
|
(77,582)
|
|
| Total derivatives |
153,491
|
91,439
|
|
| Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Financial assets |
4,553
|
3,594
|
|
| Derivatives |
|
|
|
| Financial liabilities |
2,347
|
1,548
|
|
| Netting adjustments [member] |
|
|
|
| Derivatives |
|
|
|
| Impact on Positive fair values (Derivative assets) of netting agreements that qualify for balance sheet offset |
(2,185)
|
(314)
|
|
| Financial assets |
(2,185)
|
(314)
|
|
| Derivatives |
|
|
|
| Impact on Negative fair values (Derivative liabilities) of netting agreements that qualify for balance sheet offset |
(2,185)
|
(314)
|
|
| Financial liabilities |
(2,185)
|
(314)
|
|
| Total gross fair value [member] | Level 1 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
64,195
|
68,747
|
|
| Investment |
|
|
|
| Investment securities |
1,702
|
2,031
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
3,939
|
3,175
|
|
| Other assets |
1,221
|
1,474
|
|
| Financial assets |
71,057
|
75,427
|
|
| Other |
|
|
|
| Obligations related to securities sold short |
16,383
|
18,345
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
3,847
|
3,699
|
|
| Other liabilities |
341
|
258
|
|
| Financial liabilities |
20,571
|
22,302
|
|
| Total gross fair value [member] | Level 2 [member] |
|
|
|
| Financial assets |
|
|
|
| Interest-bearing deposits with banks |
84,468
|
56,896
|
|
| Trading |
|
|
|
| Trading securities |
82,123
|
68,911
|
|
| Investment |
|
|
|
| Investment securities |
90,613
|
75,798
|
|
| Assets purchased under reverse repurchase agreements and securities borrowed |
264,665
|
265,011
|
|
| Loans |
9,673
|
11,501
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
152,302
|
92,251
|
|
| Other assets |
2,141
|
2,635
|
|
| Financial assets |
685,985
|
573,003
|
|
| Deposits |
|
|
|
| Personal |
22,016
|
18,498
|
|
| Business and government |
152,566
|
132,369
|
|
| Bank |
7,196
|
17,251
|
|
| Other |
|
|
|
| Obligations related to securities sold short |
19,128
|
19,496
|
|
| Obligations related to assets sold under repurchase agreements and securities loaned |
248,835
|
236,147
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
149,723
|
86,664
|
|
| Other liabilities |
(632)
|
560
|
|
| Financial liabilities |
598,832
|
510,985
|
|
| Total gross fair value [member] | Level 3 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,887
|
1,582
|
|
| Investment |
|
|
|
| Investment securities |
576
|
506
|
|
| Loans |
1,692
|
1,077
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
383
|
429
|
|
| Other assets |
15
|
0
|
|
| Financial assets |
4,553
|
3,594
|
|
| Deposits |
|
|
|
| Personal |
241
|
151
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
2,106
|
1,390
|
|
| Other liabilities |
|
7
|
|
| Financial liabilities |
2,347
|
1,548
|
|
| Total gross fair value [member] | Canadian government debt - issued or guaranteed, Federal [member] | Level 1 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
15,024
|
8,977
|
|
| Investment |
|
|
|
| Investment securities |
1,226
|
1,973
|
|
| Total gross fair value [member] | Canadian government debt - issued or guaranteed, Federal [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
3,779
|
2,380
|
|
| Investment |
|
|
|
| Investment securities |
2,555
|
1,730
|
|
| Total gross fair value [member] | Canadian government debt - issued or guaranteed, Provincial and municipal [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
13,257
|
11,068
|
|
| Investment |
|
|
|
| Investment securities |
2,124
|
3,132
|
|
| Total gross fair value [member] | U.S. federal state municipal and agencies debt issued or guaranteed [member] | Level 1 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,254
|
215
|
|
| Investment |
|
|
|
| Investment securities |
440
|
12
|
|
| Total gross fair value [member] | U.S. federal state municipal and agencies debt issued or guaranteed [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
35,570
|
22,738
|
|
| Investment |
|
|
|
| Investment securities |
43,918
|
34,815
|
|
| Total gross fair value [member] | U.S. federal state municipal and agencies debt issued or guaranteed [member] | Level 3 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
4
|
25
|
|
| Total gross fair value [member] | Other OECD government debt - issued or guaranteed [member] | Level 1 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,325
|
2,729
|
|
| Total gross fair value [member] | Other OECD government debt - issued or guaranteed [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
3,452
|
5,730
|
|
| Investment |
|
|
|
| Investment securities |
5,144
|
5,956
|
|
| Total gross fair value [member] | Mortgage-backed securities [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
2
|
4
|
|
| Investment |
|
|
|
| Investment securities |
2,860
|
2,727
|
|
| Total gross fair value [member] | Mortgage-backed securities [member] | Level 3 [member] |
|
|
|
| Investment |
|
|
|
| Investment securities |
28
|
20
|
|
| Total gross fair value [member] | Asset- backed securities, Non-CDO [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,308
|
891
|
|
| Investment |
|
|
|
| Investment securities |
524
|
586
|
|
| Total gross fair value [member] | Asset- backed securities, Non-CDO [member] | Level 3 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
2
|
2
|
|
| Total gross fair value [member] | Corporate debt and other debt [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
21,162
|
23,085
|
|
| Investment |
|
|
|
| Investment securities |
25,569
|
19,625
|
|
| Total gross fair value [member] | Corporate debt and other debt [member] | Level 3 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
7
|
25
|
|
| Investment |
|
|
|
| Investment securities |
151
|
152
|
|
| Total gross fair value [member] | Equity securities [member] | Level 1 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
46,592
|
56,826
|
|
| Investment |
|
|
|
| Investment securities |
36
|
46
|
|
| Total gross fair value [member] | Equity securities [member] | Level 2 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
3,593
|
3,015
|
|
| Investment |
|
|
|
| Investment securities |
395
|
153
|
|
| Total gross fair value [member] | Equity securities [member] | Level 3 [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,874
|
1,530
|
|
| Investment |
|
|
|
| Investment securities |
397
|
334
|
|
| Total gross fair value [member] | Asset-backed securities, CDO [member] | Level 2 [member] |
|
|
|
| Investment |
|
|
|
| Investment securities |
7,524
|
7,074
|
|
| Total gross fair value [member] | Interest rate contracts [member] | Level 1 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
|
0
|
|
| Total gross fair value [member] | Interest rate contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
39,804
|
33,857
|
|
| Total gross fair value [member] | Interest rate contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
263
|
320
|
|
| Total gross fair value [member] | Foreign exchange contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
99,424
|
41,224
|
|
| Total gross fair value [member] | Foreign exchange contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
13
|
74
|
|
| Total gross fair value [member] | Credit derivatives [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
388
|
34
|
|
| Total gross fair value [member] | Other contracts [member] | Level 1 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
3,939
|
3,175
|
|
| Total gross fair value [member] | Other contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
14,786
|
17,955
|
|
| Total gross fair value [member] | Other contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
62
|
26
|
|
| Total gross fair value [member] | Valuation adjustments [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
(2,100)
|
(819)
|
|
| Total gross fair value [member] | Valuation adjustments [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
45
|
9
|
|
| Total gross fair value [member] | Interest rate contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
39,592
|
28,566
|
|
| Total gross fair value [member] | Interest rate contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
1,122
|
955
|
|
| Total gross fair value [member] | Foreign exchange contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
94,310
|
40,484
|
|
| Total gross fair value [member] | Foreign exchange contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
145
|
27
|
|
| Total gross fair value [member] | Credit derivatives [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
125
|
120
|
|
| Total gross fair value [member] | Other contracts [member] | Level 1 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
3,847
|
3,699
|
|
| Total gross fair value [member] | Other contracts [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
16,663
|
17,456
|
|
| Total gross fair value [member] | Other contracts [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
847
|
419
|
|
| Total gross fair value [member] | Valuation adjustments [member] | Level 2 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
(967)
|
38
|
|
| Total gross fair value [member] | Valuation adjustments [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
(8)
|
(11)
|
|
| Recurring [member] |
|
|
|
| Financial assets |
|
|
|
| Interest-bearing deposits with banks |
84,468
|
56,896
|
|
| Trading |
|
|
|
| Trading securities |
148,205
|
139,240
|
|
| Investment |
|
|
|
| Investment securities |
92,891
|
78,335
|
|
| Assets purchased under reverse repurchase agreements and securities borrowed |
264,665
|
265,011
|
|
| Loans |
11,365
|
12,578
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
156,624
|
95,855
|
|
| Impact on Positive fair values (Derivative assets) of netting agreements that qualify for balance sheet offset |
(2,185)
|
(314)
|
|
| Derivatives |
154,439
|
95,541
|
|
| Other assets |
3,377
|
4,109
|
|
| Financial assets |
759,410
|
651,710
|
|
| Deposits |
|
|
|
| Personal |
22,257
|
18,649
|
|
| Business and government |
152,566
|
132,369
|
|
| Bank |
7,196
|
17,251
|
|
| Other |
|
|
|
| Obligations related to securities sold short |
35,511
|
37,841
|
|
| Obligations related to assets sold under repurchase agreements and securities loaned |
248,835
|
236,147
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
155,676
|
91,753
|
|
| Impact on Negative fair values (Derivative liabilities) of netting agreements that qualify for balance sheet offset |
(2,185)
|
(314)
|
|
| Total derivatives |
153,491
|
91,439
|
|
| Other liabilities |
(291)
|
825
|
|
| Financial liabilities |
619,565
|
534,521
|
|
| Recurring [member] | Level 3 [member] |
|
|
|
| Derivatives |
|
|
|
| Financial liabilities |
(241)
|
(158)
|
$ (177)
|
| Recurring [member] | Canadian government debt - issued or guaranteed, Federal [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
18,803
|
11,357
|
|
| Investment |
|
|
|
| Investment securities |
3,781
|
3,703
|
|
| Recurring [member] | Canadian government debt - issued or guaranteed, Provincial and municipal [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
13,257
|
11,068
|
|
| Investment |
|
|
|
| Investment securities |
2,124
|
3,132
|
|
| Recurring [member] | U.S. federal state municipal and agencies debt issued or guaranteed [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
36,828
|
22,978
|
|
| Investment |
|
|
|
| Investment securities |
44,358
|
34,827
|
|
| Recurring [member] | Other OECD government debt - issued or guaranteed [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
4,777
|
8,459
|
|
| Investment |
|
|
|
| Investment securities |
5,144
|
5,956
|
|
| Recurring [member] | Mortgage-backed securities [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
2
|
4
|
|
| Investment |
|
|
|
| Investment securities |
2,888
|
2,747
|
|
| Recurring [member] | Asset- backed securities, Non-CDO [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
1,310
|
893
|
|
| Investment |
|
|
|
| Investment securities |
524
|
586
|
|
| Recurring [member] | Corporate debt and other debt [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
21,169
|
23,110
|
|
| Investment |
|
|
|
| Investment securities |
25,720
|
19,777
|
|
| Recurring [member] | Equity securities [member] |
|
|
|
| Trading |
|
|
|
| Trading securities |
52,059
|
61,371
|
|
| Investment |
|
|
|
| Investment securities |
828
|
533
|
|
| Recurring [member] | Asset-backed securities, CDO [member] |
|
|
|
| Investment |
|
|
|
| Investment securities |
7,524
|
7,074
|
|
| Recurring [member] | Interest rate contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
40,067
|
34,177
|
|
| Recurring [member] | Foreign exchange contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
99,437
|
41,298
|
|
| Recurring [member] | Credit derivatives [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
388
|
34
|
|
| Recurring [member] | Other contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
18,787
|
21,156
|
|
| Recurring [member] | Valuation adjustments [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, assets |
(2,055)
|
(810)
|
|
| Recurring [member] | Interest rate contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
40,714
|
29,521
|
|
| Recurring [member] | Foreign exchange contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
94,455
|
40,511
|
|
| Recurring [member] | Credit derivatives [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
125
|
120
|
|
| Recurring [member] | Other contracts [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
21,357
|
21,574
|
|
| Recurring [member] | Valuation adjustments [member] |
|
|
|
| Derivatives |
|
|
|
| Total gross derivatives, liabilities |
$ (975)
|
$ 27
|
|